Semesterside for STK3505 - H?st 2022
Fagl?rere
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Krzysztof Jaroslaw Paczka Universitetet i Oslo
Felles undervisning
Emnet har felles undervisning med STK4505 – Problemer og metoder i aktuarfag. Se semestersiden til dette emnet for timeplan og beskjeder.
Presentations from the lectures - FINAL
- Presentation FINAL ALL LECTURES (updated)
- Presentation Lecture 1 and Lecture 2
- Presentation Lecture 3
- Presentation Lecture 4
- Presentation Lecture 5
- Presentation Lecture 6
- Presentation Lecture 7
- Presentation Lecture 8
- Presentation Lecture 9
- Presentation Lecture 10
- Presentation Lecture 11
- Presentation Lecture 12 and 13
Assignment
Previous Exams
Mock exam
Draft presentations of the coming lectures
Exercises
- 1st set (time value of money) - Corrected last exercise
- 2nd set - Monte Carlo and distribution for returns
- 3rd set - Monte Carlo and estimation (updated)
- 4th set - Non Life Insurance (compound Poisson model and reinsurance)
- 5th set - Non Life reserving
- Excel example for Chain Ladder (not a part of curriculum)