forelesninger/lessons
I de siste to ukene (23. sept.-9. okt.) har vi diskutert (line?r) Bayes-estimering i forbindelse med premieberegning (beregning av (line?re) Bayes-estimatorer, heterogenitet-modell, Bühlmann-modell og Bühlmann-Straub-modell). Se kap. 5 og 6 i boken til Mikosch. Vi planlegger ? bli ferdig med kap. 6 neste uke (14. okt.). Deretter (16. okt.) vil vi begynne med ? studere punktprosesser og deres anvendelser p? feks. reserveestimering (Mack-modell). Se kap. 7, 8 og 11 i boken til Mikosch.
Regne?velsene (Exercises 4/5) fremf?res 11:15-12:00 (14. okt.).
In the last two weeks (23. Sept.-9. Oct.) we discussed (linear) Bayes estimation in connection with premium calculation (computation of (linear) Bayes estimators, heterogeneity-model, Bühlmann-model and Bühlmann-Straub-model). See Ch. 5 and 6 in Mikosch. We expect to finish Ch. 6 next week (14. Oct.). Then (16. Oct.) we will turn our attention to the study of point processes and their applications to e.g. reserve estimation (Mack`s model). Se Ch. 7, 8 and 11 in Mikosch.
Solutions to problems of Exercises 4/5 will be presented 14. October., 11:15-12:00.