Welcome to STK4540: Non-Life Insurance Mathematics

I hope you all had a great summer holidays and are now ready for school start!

The course will most likely be taught in English as the syllabus is in English and we may expect some exchange students. Nevertheless, you may use Norwegian in your assignments, exams, questions, etc. if you so please.

The book we will use is: Non-Life Insurance Mathematics: An Introduction with the Poisson Process, Thomas Mikosch, Springer-Verlag Berlin Heidelberg 2009, 2nd Edition.

This course will focus on the mathematical aspects of the insurance world, therefore, a good background in analysis and probability theory is recommended. We will of course review some old stuff.

The first lecture is on Friday 24th of August, at 12:15 p.m. in the teaching room 819 (8th floor of Niels Henrik Abels hus).

We will start with some introduction in probability theory and modeling for the claim number process of an insurance portfolio. (Definitions will be given).

Welcome everybody!

Best regards,

David Ba?os