forelesning/lessons
I de siste ukene (27. sept.-18. okt.) har vi diskutert (line?r) Bayes-estimering i forbindelse med premieberegning (beregning av (line?re) Bayes-estimatorer, Bühlmann-modell og Bühlmann-Straub-modell). Se kap. 5 og 6 i boken til Mikosch. Deretter begynte vi forrige uke (18. okt.) med ? studere punktprosesser og deres anvendelser p? feks. reserveestimering (Mack-modell). Se kap. 7, 8 og 11 i boken til Mikosch.
Regne?velsene (Exercises 6) fremf?res 15:15-16:00 (2. nov.).
In the last weeks (27. Sept.-18. Oct.) we discussed (linear) Bayes estimation in connection with premium calculation (computation of (linear) Bayes estimators, Bühlmann-model, Bühlmann-Straub-model). See Ch. 5 and 6 in Mikosch. Further, we continued last week (18. Oct.) with the study of point processes and their applications to e.g. reserve estimation (Mack`s model). Se Ch. 7, 8 and 11 in Mikosch.
The solutions to problems of Exercises 6 will be presented 2. Nov., 15.15-16.00.