Beskjeder

Remember to take an ID with you.

You can also take some paper and a pencil/pen, but you will mostly write on the blackboard.

I have now sent emails regarding the postponed exam to registered students to (at) math.uio.no addresses. Let me know if have not received it.

Task 1E: use lambda given in the exercise and the estimate of mu from 1A

Task 2A: the current age is 60

Task 3A: what is the formula for the general formula for a call option premium

Task 3B: it is not enough to give the end result, you need to show how you arrive at the Black-Scholes formula

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Task 1 in general: in the introduction it should be Var(Z) and median(Z)

Task 2A: probability of surviving to age X given that the person is already of age X is 1

Task 2B: consult the formula from the book to determine when the contributing period ends.

You don't have to repeat the computations for men and women, you can draw conclusions based on the probabilities alone.

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Task 2B: the formula for the value of the insurance policy consi...

I have sent to all eligible candidates an invitation to tr?sterunde. It will take place from 16:00 to 17:00 on Zoom. In case there is anyone that should have received an invitation but didn't, please let me know.

The curriculum is from the book:

Erik B?lviken (2014): Computation and Modelling in Insurance and Finance

Chapter 1: 1 - 3, 4.2, 4.4, 5

Chapter 2: 1 - 3.3, 4, 5, 

Chapter 3: 1 - 7 except 6.5 - 6.6

Chapter 5: 1 - 6, 8.1 - 8.2

Chapter 6: 1 - 3

Chapter 7: 3

The tasks on the exam will be similar to those from previous years, the assignment and some exercises solved in class. You will not be asked to do any coding or submit R scripts.

The sub-problems will have different number of points awarded depending on the effort required to solve them.

Monday, November 16 and Wednesday, November 18: exam 2017 and earlier, students will present their solutions.

Submission of the exam as one PDF

- You may use your preferred tool to generate a single PDF. For instance, you may write in Word/LaTeX, write on a tablet, or use Office Lens to take pictures of hand written notes. Some alternatives are described in more detail on the following web page: 

/studier/eksamen/innlevering/alternativer-for-handtegninger.html

- Regardless of which way you choose to generate your submission as a single PDF, it is your responsibility to double check that the PDF is uploaded properly, and is readable after downloading it. 

Possibility for reservation of space for the home exam. 

Students who do not have a proper place to sit and work during the home exam(s) will have the opportunity to reserve space ...

From now on the students will present their solutions of the exams. On November 9 and 11 we will cover remainder of exam 2019 and exam 2017.

^{--English below--}

Til deg som skal ha digital hjemmeeksamen ved Matematisk institutt h?sten 2020.

Generelt gjelder f?lgende:
- Eksamenstid er 4 timer. Det gis i tillegg 30 min ekstra tid til scanning og opplasting av PDF.
- Alle hjelpemidler er tillatt (f.eks. l?rebok, nettressurser, matematisk programvare osv.).
- Det er ikke tillatt ? 澳门葡京手机版app下载e eller kommunisere med andre under eksamen om oppgavene.
- Man kan trekkes ut til samtale for ? kontrollere eierskap til sin besvarelse. Samtalen har ikke innvirkning p? sensuren/karakteren, men kan lede til at instituttet oppretter fuskesak. Les mer om hva som regnes som fusk p? UiOs nettsider: /om/regelverk/studier/studier-eksamener/fuskesaker/
- For?vrig gjelder informasjonen p? nettsiden om eksamensavvikling ved MN h?sten 2020: https://www.mn.uio.no/o...

The assignment resubmission results are now available in canvas.

Monday, November 2: exercises 7.8 - 7.15, summary of the course

Wednesday, November 4: exam 2019

Monday, October 26: exercises 6.1 - 13, 24, 25

Wednesday, October 28: finish chapter 6 section 3, chapter 7 section 3.1 - 3.4

I have now received confirmation from the faculty that an ordinary written exam is possible for STK3505/4505 course. It would take place at Silurveien as there are health safety measure in place there. The time for the exam would be determined by the faculty to limit exposure to others in the public transportation. It will be also possible to deliver egenmelding for the day and those students will take the exam in January. 

Please let me know by Tuesday, October 27th if you are not comfortable with that solution or if you have any questions. If you are on board you don¡¯t have to do anything.

Problems and solutions from the previous exams are now published. After we finish the material from the book we will use the last couple of lectures to go through the exams.

The assignment results are now available in canvas.

For those who did not pass the first time, the second deadline in on Tuesday, October 27th at 14.30. Please submit your new solutions to canvas in one pdf file. Those taking STK4505 course should type their answer in Latex.

Monday, October 19: exercises 5.22 - 5.36

Wednesday, October 21: continue chapter 6

Monday, October 12: exercises 5.14 - 22, lectures for chapter 5 if there is a lot of time left

Wednesday, October 14: chapter 5

Monday, October 5: Exercises 5.1 - 13

Wednesday, October 7: continue chapter 5

I uploaded a revised version of the obligatory assignment with a better wording in task 1c. The reserve should be computed for the whole portfolio, where individual policies have deductibles and maximum insured sum. New text can be found here.

Monday, September 28: exercises 3.28 - 3.36

Wednesday, September 30: continue chapter 5

The assignment is now available here. Please remember to include the relevant code. Students taking STK4505 course should type their solutions in Latex.

The deadline for submission is October 8th, 14:30. Please remember that you are responsible for submitting the solution within deadline, don't wait until the last second.

Good luck!

For those that are interested please see the information about Insurance Seminar. The registration deadline is September 21st.

Monday, September 21: exercises 3.15 - 3.24

Wednesday, September 23: continue chapter 3, start chapter 5

Monday, September 14: exercices 3.1 - 3.12

Wednesday, September 16: continue chapter 3

Monday, September 7: exercises 2.18 - 31, 32a, 33a

Wednesday, September 9: start chapter 3