forelesninger/lessons

Siste gang (2. og 4. sept.) diskuterte vi ruinsannsynligheter mhp små forsikringskrav (dvs. Lundberg`s ulikhet og Cramer’s estimat). Neste uke (9. og 11. sept.) vil vi studere store forsikringskrav og utlede en asymptotisk formel for slike sannsynligheter. Se kap. 4 i boken til Mikosch.

Regneøvelsene (Excercises 1, Prob. 5, 6 og 2) fremføres neste uke, dvs. 9. sept., kl. 11:15-12:00.

In our last lesson (2. and 4. Sept.) we discussed ruin probabilities in the case of small claims (e.g. Lundberg`s inequality and Cramer´s ruin bound). Next week (9. and 11. 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 Exercises 1 (Prob. 5, 6 and 2) will be presented on 12. Sept., 11:15-12:00.