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November 19: Section 6 in "Liabilities over long" and Exercises 11.23,7,8,9,10. November 23: Exam 2011 (available on the home page), Exercises 11.5.1,2,3,4. November 26: Summary of the course and reserve for remaining exercises. November 26 is the last day of teaching.
Exercises November 16: 11.2.3,7,8,9,10 plus the oblig
Exercises November 9: 10.6.1,2,3,4,5,6,7,8.
Lectures the next four weeks as follows. Novemnber 5: Introducing the ruin problem (small note handed out on November 2 and section 2 in "Liabilites over long). November 12: Main points in Section 4 and 5 in "Liabilities over long". November 19: Section 6 i "Liabilities over long" (probably one hour only). November 26: Summary of the course.
Exercises November 2: 10.5.1,2,3,4,5, 10.6.1,2,3,4
Lecture October 29: Complete treatment of credibility and then the re-insurance section in "Solvency and pricing"
Lectures October 22 and 29: Sections 5 and 6 in "Solvency and pricing.
Exercises October 19 and 26 : CANCELLED on the 19 due to lecturer being abroad. Exercises for October 26: 9.5.8 and 9.5.9 where you must dip into theory at the second half of Section 5 in "Modelling claim size" which has not been lectured. Then after the break: 10.4.1, 4, 5, 6.
Oblig for this Autumn term has been put out on the home page. Time limits and such are listed in the heading to the two problems. Students will get a second chance if his/her oblig is not accepted. The oblig will be briefly discussed on Monday October 15.
Monday October 15: First a brief comment on the oblig, then a lecture around Table 10.3 with the Danish fire data from Section 6 in "Modelling claim size"" and finally Exercises 10.2.4,10.3.1,2,3,4,6.
Exercises for October 12: The left-over from October 5. We are a little behind on the exercise side and we shall possibly use Monday October 15 to catch up.
Lecture October 8: Section 3 and 4 in "Solvency and pricing"
Exercises for October 5: 9.3.6,7,8, 9.4.1-7, 9.5.1-5. We won't be able to dicuss all of them. It is likely that most the exercises 9.5.1-5 will be postponed until October 12.
Lecture October 1: "Solvency and pricing", sections 1-3.
Exercises for September 28: 9.2.1,3,5,6,7,8,9, 9.3.2,3
October 1 at 14.15: Line Lyngaas og Hilkde Charlotte Ruud from Academic Work (a recrutement company for young professionals) will talk for 15 minutes, presenting opportunities and possibilities in the current labour market. The presentation was originally scheduled for September 24.
Lecture September 24: Claim size modelling, the sections on the Pareto models, extremes and model search.
Exercises Friday 21 september: 8.4.2-10.
Lecture Monday 17 September: Modelling Claim Size
Exercises Friday September 14 Cancelled
Exercises to Friday September 7: Exercises 8.2,8.2.10, 8.3.1-6,
The lectures on Mondays are moved to Auditorium 2 in Vilhelm Bjerknes whereas the exercises on Fridays are kept in B81 as before.
Mondays September 2 and September 9. Complete "modelling claim frequency" in the order of the hand-out, starting with "random claim intensity".