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proske
2025-07-17T21:09:11.584Z
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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.)