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The exam schedule is following:
Wednesday, 13th June 2012, Seminarrom 801 (B81):
- 09.00-09.30 Mogstad, Emil Kverneland
- 09.30-10.00 Wiborg, Rebecca
- 10.00-10.30 Hønsen, Morten Oskar
- 10.30-11.00 Aasebø, Lars Christian
- 11.00-11.30 Stenshorne, Kim
Thursday, 14th June 2012, Seminarrom 935 (B91):
- 09.00-09.30 Rahimi, Anahita
- 09.30-10.00 Khalaf, Narin
- 10.00-10.30 Reikvam, Kristin
- 10.30-11.00 Skåre, Kjersti Rekdal
- 11.00-11.30 Bin Che Talb, Che Mohd Imran
Friday, 15th June 2012, Seminarrom 735 (B71):
- 09.00-09.30 Nilsen, Marius
- 09.30-10.00 Opsjøn, Finn Harald
- 10.00-10.30 Khalaf, Nawroz
- 10.30-11.00 Aarflot, Morten
- 11.00-11.30 Østhassel, Lars Christian
Good luck!
09.00 hrs.: The exam assignment has been published in the Eksamensoppgave folder.
As announced the oral hearing will be 13-15 June. Students who are NOT able to attend one (or two) of these days should send an e-mail stating when the can NOT attend to pal.lillevold@aktuarene.no. Please state "STK4500 - oral hearing" in the subject field. Students who have already advised about conflicting days, should also confirm this now.
The lecture 14 May concludes the lessons.
Suggested solution for exercise 14 published in the undervisningsmateriale folder.
For Monday 14 May: Exercises 14, 15 and 16.
There is no exercise for Monday 7 May.
New theory 7 May will be portfolio theory/efficient sets/efficient frontier.
There will be no classes Monday 30 April.
Suggested solution for Exercise 12 published in the undervisningsmateriale folder.
For Monday 23 April: Exercise 12.
Suggested reading in preparation for Monday 23 April: "Pricing of mimimum interest guarantees"-files published under Undervisningsmateriale.
Suggested solutions for Exercise 7 and Exercise 11 published under Undervisningsmateriale.
For Monday 16 April: Exercises 7 and 11.
Proposed solutions ("løsningsforslag") for Exercises 9 and 10 published in the "Undervisningsmateriale" folder.
For Monday 26 March: Exercises 9 and 10. Note the following for jargon: "Deposit based" used in the exercises correspond to "defined contribution" as presented in the class Monday 19 March.
Proposed solutions for Exercises 3 and 6 published in the "Undervisningsmateriale" folder.
Monday 12 March: Solution for exercise 1, published under "undervisningsmateriale". Theory: Funding of defined benefit pension plans.
For Monday 19 March: Exercises 3 and 6.
Gjennomføringen av eksamen i STK4500:
Skriftlig prosjektoppgave: Utlevering av oppgave: fredag, 1. juni kl. 09.00. Frist for innlevering av besvarelse: mandag, 4. juni kl. 15.00
Etterfølgende muntlig evaluering: I perioden 13.-16. juni. Tidspunkt for hver enkelt kandidat blir publisert fredag 8. juni.
Lykke til!
From lesson Monday 05 March: "Innledning og motivasjon.pdf" published in the undervisningsmateriale folder.
For Monday 12 March: Exercise 1 (which is still outstanding"). No additional teaching material to be published in advance.
For Monday 27 February: Exercises 1 and 2 from the file «Exercises.pdf» which is published in the «Undervisningsmateriale» folder.
Exercise 1 relates specifically to applying the properties of the GBM model. In Exercise 2 the challenge is to study the effect of combining insurance risk and financial risk, and to analyze and understand differences in the risk properties. We will use extensive time to go through these exercises next Monday.
In this course we will describe, model and analyze complex and composite phenomena which comprise both insurance related and financial related risks. We will show how to make theoretical models operational by IT computing. The phenomena that we study represent "real life" problems that life insurance providers and pension funds are exposed to.
The teaching comprises a mixture of theory and exercises, including extensive computer based modeling for computational purposes.
In order to benefit from the course, students are strongly encouraged to put extensive effort into solving the exrecises. The syllabus is defined as theory covered in the classes.
There is no fixed textbook that matches the syllabus, but various references and notes will be provided during the course. As of Monday 13 February the theory in Bølvikens notes "Life and stat-dependant insurance" has been covered.
In the next couple of classes we will cover the theoretical foundation for fi...
Pål Lillevold returns to give the remaining lectures from Monday (6/2). On Monday there will be lectures 915-1100 and exercises by Steffen Sjursen 1115-1200.
A new folder called 'Lectures' was created. Lecture notes from the first lecture, held at January 30th, 2012, is uploaded.
6/2: First a lecture for 45 minutes, then exercises 12.3.1-8 and 12.4.1-4 for the remaining two times 45 minutes. Mortality data available from the home page as is the R function gompmakfit to fit Gomperz-Makeham models. Take R commands from the exercises to familiarize yourself with the computational side. Or use another platform of your choice.
Please note new time and room for the lectures and exercises. From Monday 31. January the teaching will be from 915-1200 (on Mondays) in room 301 on the third floor of the Math building. Also the lectures will be held by Nils Haavardsson and the exercises by Steffen Sjursen during Pål Lillevolds absence.
30/1: Complete Section 2 (if necessary) and continue on Section 3 of "Life and state-dependent insurance" which are handed out at lectures. Exercises: 12.2.1-12.2.5.