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proske
2021-02-04T15:42:01.911Z
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www.uio.no

In our last lessons (29. Jan., 3. Feb.) we started with the study of ruin theory and discussed e.g. Lundberg’s inequality, which provides an upper bound for ruin probabilities in the case of small claims. On Friday, 5. Feb., 10:15-11:00 we will continue with our discussion of one of the most central results in risk theory, that is Cramer’s ruin bound (see Chapter 1 in the book of Embrechts).

Solutions to Exercises 1 will be presented in the second hour (11:15-12:00).