Schedule
STK4400 is an advanced course in risk and reliability. It is a self-study course where the literature for the course can be found here. In order to assist the students in reading the different papers, we will offer a few intensive lectures. The time and place for these lectures are listed below.
Lectures
1. Binary Decision Diagrams
- Date: Wednesday, February 5th, 10.15-12.00, NHA - Room B1020
- Literature: Compendium STK3405, Section 4.8, Constructing binary decision diagrams using machine learning
2. Multistate systems
- Date: Wednesday, February 19th, 10.15-12.00, NHA - Room B1020
- Literature: Birnbaum Criticality and Importance Measures for Multistate Systems, Importance Measures in Repairable Multistate Systems With Aging
3. Environmental contours
- Date: Wednesday, February 26th, 10.15-12.00, NHA - Room B1020
- Literature: Convex environmental contours, Environmental contours for mixtures of distributions
4. Optimizing reinsurance contracts
- Date: Wednesday, March 19th, 10.15-12.00, NHA - Room B1020
- Literature: Optimal reinsurance contracts in the multivariate case, Optimizing Multiple Reinsurance Contracts, Optimal Reinsurance Contracts under Conditional Value-at-risk
5. Multi-reservoir production optimization
- Date: Wednesday, April 2nd, 10.15-12.00, NHA - Room B1020
- Literature: Multi-reservoir production optimization
6. Applied risk analysis
- Date: Wednesday, April 9th, 10.15-12.00, NHA - Room B1020
- Literature: Simulating Total Operational Risk Using Retrospective Information and Subjective Assessments
Mandatory assignment
- Publication: Thursday, February 27th
- Deadline: Thursday, March 20th at 15.00
Exam
Normally, there will be an oral exam in this course. The oral exam will be held at:
- April 30th, 09.00-16.00, NHA - Room B1000.
However, this may be changed to a written exam if the number of students is large. The written exam will be held at:
- June 13th, 15.00-19.00, Silurveien 2 Sal 3C'