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Today, we went through List 3 and introduced the Bühlmann model and linear Bayes estimation.
Lists 4, 5, 6 and 7 have now been uploaded. With the material covered so far, you should in principle be able to solve all the lists. We will therefore spend the coming weeks working through the exercises.
Please remember:
- Next Wednesday’s session (7 October) is cancelled because I will be attending a conference.
- The deadline for the first assignment is Thursday, 8 October, at 2:30 p.m.
We continue next week with Experience Rating with a friendly introduction to Bayesian statistics.
The 1st assignment is published. Remember to hand in within the deadline using Canvas.
You may also try solving List 3.
Today's lecture is cancelled.
Next week: We continue on Monday with a new topic: Panjer recursion, heavy/light tail distributions, ruin processes and the Net Profil Condition (NPC).
Assignment 1: will be published next week.
Den Norske Aktuarforening arrangerer et Data Science-seminar med fokus på Solvens II og prising. Seminaret finner sted torsdag 24. september, og vi ønsker at studentene får informasjon om dette og melder seg på dersom de er interesserte.
For mer informasjon og påmelding kan denne lenken videreformidles.
https://aktfor.no/arrangementer/seminar-data-science-240926/
Dear students,
I have uploaded a few exercise sheets that you can start working on. I have also uploaded the R code we looked at in class, with comments and explanations.
I will upload new exercise sheets on an ongoing basis and work through them in the lectures. I will not upload separate lecture notes as I use blackboard, only exercise sheets and some R codes. If you are unable to attend the lectures, you can use the course textbook to help you work through the exercises, or any other material of your choice.
I will upload the first assignment once we have covered enough material, hopefully within the next two weeks.
Tomorrow (26th aug.), I will work through exercises from sheets 0–2.
Cheers!
The course representatives are:
- Henrik Kavli, henrkav@math.uio.no
- Jenny Lillebostad, jennlil@math.uio.no
The assignment deadlines are:
- Assignment: 8 October 2026 at 2:30 p.m.
- Assignment: 12 November 2026 at 2:30 p.m.
Welcome to the course!
First lecture: Monday 17 August, at 12:15 in room 108 (NHA).
Lectures: Mondays 12-14 and Wednesdays 10-12
During the first lecture, we will decide on the language of instruction and the submission deadlines for the assignments.
We will use the following textbooks in this course:
1. Mikosch, T.: Non-Life Insurance Mathematics: An Introduction with Poisson Process. 2nd edition, Springer (2009).
and
2. Bølviken, E.: Computation and Modelling in Insurance and Finance. Cambridge University Press (2014).
and possibly lecture notes that will be uploaded to this course page.
Syllabus:
We plan to cover the following chapters from T. Mikosch’s book, although changes may occur and supplementary literature may be added.
1. Review of basic non-li...