More info! (assignment, student representatives, next lecture)

The course language will be English. The deadline for the first assignment is 16th of April at 14:30. The student representatives are: Anne Sofie Haag annesosh (at) student.matnat.uio.no and Jonas Augdal jonasaugdal (at) gmail.com

We had a short overview of the content of the course (general insurance, calculation of premium reserves, distribution of reserves, etc.) and started a crash course on stochastic calculus and probability (probability space, random variables, convergence) that we will continue next week. Next Tuesday: Convergence, integration w.r.t. P, law, distribution, density, pushforward measure and integration w.r.t. pushforward measure, the concept of conditional and martingale). Meaning of martingality in finance and insurance. Markov processes.

Welcome!