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Home exams for Wednesday put on the web under Exam-group1, Exam-group2 and so forth where the group is the same as for the oblig groups. Home exams for group5-8 are put out on thueday. Any questions to erikb@math.uio.no

Exam: Home exams will be put on the web (look under heading "Exam - practical") early morning two days ahead of presentations (on 17/12 and 18/12). Home exams are by oblig groups so that group 1 find their exam under "Eks1", group 2 under "Eks2" and so on. More information on how the exam will be carried out under "Exam - practical".

Thursday 4/12: We meet at B810 at 09.15 and switch to C319 at 11.15. No more than three hours are necessary. Topic: Go through the course in detail and lecturer will point out what the students are expected to know.

Wednesday 26/11: Complete assets and liabilites plus pricing of guaranteed returns (14.4 and 14.6). This is the last topic. Summary of the course and what the students are expected to master in some detail during a long day Thursday 4/12 which is the last day of teaching.

Thursday 4/12, 09.15-13.00 in B62: A final summary of the course plus some exercises.

The plan for exam can be influenced: Good reasons for other dates will be heeded. The oblig groups will appear individually, but succeeding each other. Wishes to switch from first to second day will be accepted if possible, but the oblig pairs must appear on the same day. Final plan to be agreed after discussion next Monday (12/11).

Exam, tentaitive plan: Each student will be given a home exam and two days to prepare. He/she will present the topic orally (20 minutes) and another 20 minutes will be used for questioning, much of it outside the topic presented. Group 1-4 among the obligs will present 17/12 and the rest 18/12.

Monday 10/11: Lecture om asset/liability management (15.6)

Monday November 3 and Exercise E3 (all four), some of it on Wednesday November 5 too. In between: Complete fair value schemes in 15.3.

We'll switch a bit: After the break on wednesday I'll summarize and terminate the issue of life table risk. Monday 3/11. Exercises on that topic that will be laid out Wednesday morning.

Monday 20/10: Complete bootstrapping in property insurance (7.4-7.5), about one hour. After the break: Start Part III. First theme: Uncertainty in Life Tables (15.2 and Section 3 of the note from Gabler & Partners, the latter in Norwegian). Differentiated premia i property insurance (on the list of points of Part II) is dropped from the curiculum.

Monday 13/10: First 30 minutes: Complete exercises on money market derivatives of today. After 15 minutes break the rest is devoted to bootstrapping in property insurance, a follow-up of Monday 6/10.

Wednesday 8/10: After the break shall we discuss money market derivative exercises under EA1. Order: ea1, ea3 and ea2. We won't be able to complete all.

Monday 6/10: Property insurance, principally 7.4 and 7.5 with a review of modelling in large claims situations (a bit from 9.6 too).

Wedensday 17/10: I discuss in the second half Exercises 2.8 and 2.9 which link very well with the presentation durng the first half.

Monday 29/9: Money market options (14.6 and 15.4).

Wednesday 24/9: Exercises 2.5-2.9. All will be completed!

Could people with exams in December mail dates to erikb@math.uio.no for coordination with exam in STK4520? Obligplan laid out.

Moday 22/9). I: More on multivariate modelling, copulas (Section 6.7), linked to multivariate Gaussian and t. II: Derivatives in the money market (Section 14.6 with links to Section 15.4) which will carry over to 29/9. That will end the financial risk part.

Exercises: 19 september: In Exercise 1.4, from 2.4 and onwards.

Moday September 15: I: Complete 13.2,3. II 5.3 and 6.6 linked together

Exercises 10/9: Exercises 1.3 og 1.4

Monday September 8: Complete interest rate modelling (5.7 continuous time combined with 6.3), then 13.2 and 13.3 with emphasis on 13.3. I shan't quite be able to finish 13.2 and 13.3.

Exercises for 3/9: Exercises 1.1, 1.2 and (if time permits) 1.3 in E1. The Black-Karisinsky model is discussed in Section 5.6 and will be outlined on Monday 1/9.

Exercises today a bit rusty, corrections available on the web