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Published Aug. 22, 2025 11:30 AM

Vi startet opp kurset (19. aug.) med en kort innf?ring i skade- og livsforsikring og et oversikt over emner vi kommer til ? studere i dette kurset. Dessuten begynte vi med ? repitere (21. aug.) grunnleggende begrep og resultater fra sannsynlighetsregning (f.eks. (betinget) forventningsverdi,...).

Neste gang (26. og 28. aug.) vil vi bli ferdig med crashkurset v?rt om sannsynlighetsregning og fortsette med kap. 4 i boken til Mikosch og studere effektene av "sm?" og "store" forsikringskrav p? modeller fra risikoteori.

In our first lesson (19. Aug.) I gave a brief introduction to general insurance mathematics and an overview of all the topics we will study in our course. Further, on 21. Aug. we started with the review of some basic notions and results from probability theory (e.g. probability space, stochastic process or conditional expectation).

In our next lessons (26. and 28. Aug.) we wi...

Published Aug. 18, 2025 8:13 AM

Vi starter opp med kurset p? tirsdag, 19. august, 10:15-12:00, Nils Henrik Abels Hus, rom 107.

Our first lesson is supposed to be on Tuesday, 19. August, 10:15-12:00, Niels Henrik Abels Hus, room 107.

Published July 17, 2025 11:09 PM

Vi vil bruke f?lgende pensumsb?ker i dette kurset:

1. Mikosch, T.: Non-Life Insurance Mathematics: An Introduction with Poisson Process. 2nd edition, Springer (2009).

St?ttelitteraturen vi trenger er:

2. B?lviken, E.: Computation and Modelling in Insurance and Finance. Cambridge University Press (2014).

Pensum:

Det er planlagt ? gjennomg? f?lgende kapitler i boken til T. Mikosch:

1. Review of basic non-life insurance mathematics (e.g. models for claim number processes, the total claim amount; see Ch. 2 and 3)

2. Ruin Theory (Ch. 4)

3. Bayes Estimation (Ch. 5)

4. Linear Bayes Estimation (Ch. 6)

5. Cluster Point Processes (e.g. chain ladder method; see Ch. 11, but also Ch. 7, 8 and 9, which will be (partially) discussed, too.)