Lesson/forelesning

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).