Messages

Published May 2, 2018 4:55 PM

This is the last lecture.

The plan is to finis the summary of the curriculum and to go through the exams from 2017 and 2013. There are no exercises from the book.

Published May 2, 2018 11:10 AM

There was a discussion last time about whether the premium should be stressed in the stressed scenarios for mortality and longevity risk. After a long discussion with a colleague, the conclusion was that the premium should NOT be stressed. The comment that many of you got to your report was therefore wrong, and this has been corrected in the solution that is now avaliable on the course page. The reason why the premium should not be stressed, is that it is fixed by the contract, and that the risk of increasing/decreasing mortalities is borne by the company and not by the policy holders.

Published Apr. 30, 2018 8:54 AM

- Lectures: the rest of the summary of the curriculum and start on the exam from 2017.

- Exercises: 13.29-13.31,13.33,13.35.

Published Apr. 20, 2018 10:04 AM

The results on the obligatory assigment are now available.

Published Apr. 20, 2018 10:00 AM

- Lectures: Go through the obligatory assigment and start on a summary of the curriculum.

- Exercises: 13.22-13.23,13.26-13.28.

Published Apr. 13, 2018 10:40 AM

It was pointed out to me that there is an error in the function ndist() for the age distribution. The index k should run from 0 to K and not from 1 to K+1. A corrected version is now on the web page. If you made your computation based on the old, faulty version, do not worry, you will not be failed for that.

Published Apr. 13, 2018 10:16 AM

- Lecture: Chapter 13.6.

- Exercises: 13.17-13.21.

Published Apr. 4, 2018 3:25 PM

- Lectures: Finish Chapter 13.4 and start on 13.5.

- Exercises: 15.12-15.17.

Published Mar. 23, 2018 10:22 AM

- Lectures: Finish 15.3 and start on 13.4.

- Exercises: 15.7-15.11.

Published Mar. 20, 2018 5:11 PM

The obligatory assignment is now available. The deadline for handing in your report is Monday April 16.

Published Mar. 16, 2018 9:59 AM

- Lecture: Finish Section 15.2 and start on 15.3. Talk about the obligatory assignment.

- Exercises: 15.1-15.6.

Published Mar. 9, 2018 12:17 PM

- Lectures: Section 15.2 in the book.

- Exercises: 12.38-12.42.

Published Mar. 1, 2018 4:52 PM

The R-code for this week's exercises is now added to the file with exrecises from Chapter 12. The files with R-code for the exercises will be updated each week.

Published Mar. 1, 2018 4:34 PM

- Lectures: Finish Solvency II.

- Exercises: 12.33-12.37.

Published Feb. 23, 2018 12:50 PM

R code for the exercises that have been gone through so far is now available, in addition to some R-functions needed in the exercises.

Published Feb. 23, 2018 12:00 PM

- Lectures: Continue with Solvency II.

- Exercises: 12.25-12.28, 12.31-12.32.

Published Feb. 16, 2018 12:30 PM

- Lectures: Finish 12.6 and start on Solvency II.

- Exercises: 12.16, 12.18, 12.21-12.24.

Published Feb. 8, 2018 10:14 AM

Keith Zhou (keithzhousiyu@gmail.com) will be student representative for the course this semester.

Published Feb. 8, 2018 10:13 AM

- Lectures: finish Section 12.5 and start on 12.6.

- Exercises: same exercises as for February 7 (due to illness).

Published Jan. 31, 2018 3:54 PM

-Lectures: Finish 12.4 and start on 12.5.

-Exercises: 12.10-12.15.

Published Jan. 26, 2018 4:29 PM

- Lectures: Continue on Section 12.3 and start on Section 12.4.

- Exercises: 12.3-12.8.

Published Jan. 19, 2018 8:08 PM

- Lectures: Section 12.1.

- Exercises: 3.15-3.16,12.1-12.2 (these can be solved with the material from Section 3.4).

Published Jan. 12, 2018 2:19 PM

- Lecture: Introduction to the course and Section 3.4 (this should be known from STK3505/4505).

- Exercises: No exercises this week.