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
- Lecture notes: Slides
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
- Lecure notes: Slides part 1, Slides part 2, Slides part 3.
- Video lectures: Part 1a, Part 1b, Part 2a, Part 2b, Part 3a, Part 3b
3. Environmental contours
- Date: Wednesday, February 26th, 10.15-12.00, NHA - Room B1020
- Literature: Convex environmental contours, Environmental contours for mixtures of distributions
- Lecture notes: Slides part 1, Slides part 2, Slides part 3, Slides_used
- Video lectures: Part 1a, Part 1b, Part 2a, Part 2b, Part 3a, Part 3b
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
- Lecture notes: Slides
5. Multi-reservoir production optimization
- Date: Wednesday, April 2nd, 10.15-12.00, NHA - Room B1020
- Literature: Multi-reservoir production optimization, Sequential optimization of oil production from multiple reservoirs under uncertainty
- Lecture notes: Slides part 1, Slides part 2.
- Video lectures: Part 1a, Part 1b, Part 2
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