forelesninger/lessons

Siste gang (5. sept.) diskuterte vi ruinsannsynligheter mhp små forsikringskrav (dvs. Lundberg`s ulikhet og Cramer’s estimat). Neste uke (11. og 12. sept.) vil vi studere store forsikringskrav og utlede en asymptotisk formel for slike sannsynligheter. Se kap. 4 i boken til Mikosch.

Regneøvelsene (Excercises 1/2) fremføres neste uke, dvs. 12. sept., kl. 11:15-12:00.

In our last lesson (5. Sept.) we discussed ruin probabilities in the case of small claims (e.g. Lundberg`s inequality and Cramer´s ruin bound). Next week (11. and 12. Sept.) we aim at studying ruin probabilities in the case of large claims and deriving an asymptotic formula for such probabilities. See Ch. 4 in the book of Mikosch.

Solutions to problems of Exercises 1/2 will be presented on 12. Sept., 11:15-12:00.