Semesterside for STK3505 - H?st 2024
Fagl?rere
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Krzysztof Jaroslaw Paczka Universitetet i Oslo
Canvas
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Logg p? CanvasLecture - presentations
- Lecture 1 and 2 (Intro + Time value of money)
- Lecture 3 and 4 (Monte Carlo and distributions)
- Lecture 5 and 6 (estimation, conditonal expectation, non-life1)
- Lecture 7 and 8 (non-life part 2)
- Lecture 9 and 10 (life insurance)
- Lecture 11 and 12 (pricing of derivatives)
Exams from previous years
Exercises
- Exercises 1, Jupyter notebook
- Excercises 2, (Monte Carlo + distributions)
- Excercises 3, (Monte Carlo cont. + estimation)
- Excercises 4, (Non Life insurance: compound Poisson, reinsurance)
- Exercises 5 (Non-life reserving, Chain Ladder, uncertainty in parameter)
- Chain Ladder (excel sheet)
- Exercises 6 (Life insurance, two states)
- Exercises 7 (Life insurance, three and more states)