Pensum

Vi skal bruke f?lgende to pensumsb?ker i dette kurset:

1. Hans Gerber: Life Insurance Mathematics. Springer (1997).

2. Thomas Mikosch: Non-Life Insurance Mathematics. Springer (2004/2009).

St?ttelitteratur er:

3. Erik B?lviken: Actuarial And Financial Risk Through Simulation: An Introduction. International Series on Actuar (juni 30, 2012)

Pensum:

Det er planlagt ? gjennomg? f?lgende kapitler i boken til Mikosch:

1. Basic model (f.eks. Cramer-Lundberg-modell)

2. Models for the claim number process

3. The total claim amount (totalskadesum)

4. Ruin theory (kap. 4.1)

Dessuten skal vi gjennomg? f?lgende kapitler i boken til Gerber:

1. Mathematics of compound interest (rentes-renteteori)

2. Future lifetime of a life aged x

3. Life insurance

4. Life annuities

5. Net premiums (reserves)

6. Multiple decrements

7. Multiple life insurance

8. Total claim amount of a portfolio

9. Estimating probabilities of death