Publisert 13. des. 2014 18:34

The complete answer of Exam 2013 is uploaded under the link exame prep.

Chapter 3.4 is not curriculum. Chapter 10.5.6 is not curriculum.

Publisert 13. des. 2014 18:34

The complete answer of Exam 2013 is uploaded under the link exame prep.

Chapter 3.4 is not curriculum. Chapter 10.5.6 is not curriculum.

Publisert 19. nov. 2014 16:20

Some of the questions in the exame will be about the construction of R programmes. In your answers you may write pseudo code, i.e., sketches like in the same manner that Algorithm 10.1 on page 356 is sketched. You may also write R code.

Publisert 19. nov. 2014 16:18

A new folder called Exame-prep has been made. It contains review of the course, material on the assignment and some tips for the exame.

Publisert 16. nov. 2014 19:42

The assignment (the oblig) has been corrected. Each paper has been put in an envelope with your name on it and placed in the mail shelf on the seventh floor in the Nils Henrik Abels building. I will discuss the assignment on the last lecture, on Wednesday, November 19.

Publisert 11. nov. 2014 18:37

Lecture notes are uploaded. in the first lecture reinsurance, Chapter 10.6, will be discussed. In the second lecture the Exame from 2013 will be discussed. The remaining part of Exame 2013 will be discussed either in lecture three or on Wednesday November 19th. Exercises are 10.25-10.28. The assignment will be discussed on November 19th.

Publisert 5. nov. 2014 08:49 10.20, 10.21 and 10.22

Publisert 2. nov. 2014 15:31

...but make sure that you try a little yourself before you look on the solution.

Publisert 26. okt. 2014 07:41

The theme is Differentiated pricing through credibility (10.5 in the book). Lecture notes will be uploaded. Exercises are 9.29, 9.32, 9.34, 9.35, 9.36, 10.14, 10.15, 10.16, 10.17, 10.18, 10.19.

Publisert 19. okt. 2014 11:31

Exercises are 9.18, 9.19, 9.21, 9.22, 9.23, 9.24, 9.25, 9.26, 9.27, 9.28, 9.29, 9.32, 9.34, 9.35, 9.36. The exercises not discussed (due to time) are passed on to Wednesday October 29 2014

Publisert 11. okt. 2014 08:48

The assignment text as well as data are uploaded on the web, under the link 'Assignment'. Please upload the files and note that your assignment must be delivered no later than NOvember 7th, 2014.

Publisert 2. okt. 2014 10:39
This lecture will be devoted to finishing Chapter 9. Then we start on pricing through regression, which is chapter 10.4. Exercises for this Wednesday is 9.9, 9.12, 9.13, 9.14, 9.15, 9.16, 9.17.
Publisert 2. okt. 2014 10:32
Ernst and Young will give a presentation from 1215-1400. The presentation is published on the web under the link Lectures. There will be no exercises on this Wednesday.
Publisert 29. sep. 2014 08:05
The lecture will be held by Professor Erik Bølviken. The lecture will carry on with Chapter 9. Exercises for this session are 9.1, 9.2, 9.5, 9.6, 9.9, 9.11, 9.12
Publisert 23. sep. 2014 20:18

A repetition presentation for claim frequency is also uploaded.

Publisert 18. sep. 2014 13:27
In early October the mandatory assignment text will be published. The assignment must be approved to be able to take the exame. There will be only one assignment, containing two problems. The assignment must be returned to Nils F. Haavardsson or the Expedition, Matehmatical Institute 3-4 weeks after the assignment has been given.
Publisert 18. sep. 2014 13:24
In this lecture we start on Chapter 9, which discusses claim size. We will spend approximately two lecture days on Chapter 9.
Publisert 12. sep. 2014 09:32

One of the lecture will be devoted to Section 8.5 in the book. The other lecture will be devoted to the chain ladder method. An article about chain ladder is uploaded on the web under 'Lectures'.