Semester page for STK4500 - Spring 2018
Teachers
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Amanda Haugnes Rygg, amandahr@math.uio.no (Exercises)
This is the last lecture.
The plan is to finis the summary of the curriculum and to go through the exams from 2017 and 2013. There are no exercises from the book.
May 2, 2018 4:55 PM
There was a discussion last time about whether the premium should be stressed in the stressed scenarios for mortality and longevity risk. After a long discussion with a colleague, the conclusion was that the premium should NOT be stressed. The comment that many of you got to your report was therefore wrong, and this has been corrected in the solution that is now avaliable on the course page. The reason why the premium should not be stressed, is that it is fixed by the contract, and that the risk of increasing/decreasing mortalities is borne by the company and not by the policy holders.
May 2, 2018 11:10 AM
- Lectures: the rest of the summary of the curriculum and start on the exam from 2017.
- Exercises: 13.29-13.31,13.33,13.35.
Apr. 30, 2018 8:54 AM
Solvency II
Data
R-code
Obligatory assignment
Earlier exams