forelesninger/lessons

Siste gang (5. sept.) diskuterte vi ruinsannsynligheter mhp sm? forsikringskrav (dvs. Lundberg`s ulikhet og Cramer¡¯s estimat). Neste uke (11. og 12. sept.) vil vi studere store forsikringskrav og utlede en asymptotisk formel for slike sannsynligheter. Se kap. 4 i boken til Mikosch.

Regne?velsene (Excercises 1/2) fremf?res neste uke, dvs. 12. sept., kl. 11:15-12:00.

In our last lesson (5. Sept.) we discussed ruin probabilities in the case of small claims (e.g. Lundberg`s inequality and Cramer?s ruin bound). Next week (11. and 12. Sept.) we aim at studying ruin probabilities in the case of large claims and deriving an asymptotic formula for such probabilities. See Ch. 4 in the book of Mikosch.

Solutions to problems of Exercises 1/2 will be presented on 12. Sept., 11:15-12:00.