Semester page for STK4500 - Spring 2020

You can find the text for the Home Exam Spring 2020 and a suggested solution in "lecture notes".

Everybody who handed in the exam has passed, a majority over 60% well done! I hope you enjoyed the course and learned a lot about life insurance! Have a good summer and good luck!

July 1, 2020 10:13 PM

I have uploaded a new version of the solution to the assignment. I just changed the values in table 2, page 11 (and also the code).

Also, Gjensidige is looking for an analyst and they are also interested in mater students. This may be interesting for you:

https://candidate.hr-manager.net/ApplicationInit.aspx?cid=366&ProjectId=190225&DepartmentId=21908&MediaId=5&fbclid=IwAR2clnpWK0kMmL3xlHz8o7uMFMULCC1Ga4wpnxgYOJkZzdljaYiibRzue9s

 

May 28, 2020 3:10 PM

I have uploaded some lecture notes for pricing of bonds that you can download here or by going to lecture notes. You do not need to study everything, just check the formulas for the case of Vasicek model. I have uploaded suggested solutions for the final exercise list 11, here.

The home exam will consist of two main exercises with several items. Problem 1 has 5 items and Problem 2 has 4 items. All items are worth 1 point except for the very last one which is worth 2 points, summing up a total of 10 points. Given the Corona situation, you need a regular E to pass, which means 4 points out of 10. In the exam, it is important that you explain how you arrive to the results, not only by providing the R-code, but also the...

May 20, 2020 2:21 PM