Semester page for STK4540 - Autumn 2015

Some guidelines:

1. try to answer everything

2. try to write with neat handwriting

3. Often in discussion questions one does not need to write very long answers, try to find the core of the question and stick to that.

Good luck!

Nov. 25, 2015 7:52 PM

The curriculum for STK 4540 autumn 2015 is:

1. Chapter 8,9,10 in Bølviken's book

2. Chapter 6.3 and Chapter 2.5  in Bølviken's book.

3. The article about chain ladder on the course homepage

4. All lecture notes

5. All exercises discussed at the lectures

6. The assignment

7. The Solvency II presentation

8. The inversion principle

Nov. 25, 2015 7:49 PM

New material relevant for the exame is uploaded under the link 'Exame-prep'

Nov. 25, 2015 7:45 PM

The plan for the last lecture:

1. Natural disasters - a final look. A simplistic approach to modelling total natural disastsers is presented analyzing the total claim amount using non-parametric sampling up to the 99th percentile and Pareto in the tail.

2. Discussion of one more old exame

3. Remaining reinsurance exercises

Nov. 20, 2015 7:54 AM