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Exam put out, "exam group1" for group1, "exam group2" for group2 and so on. Group4 (with highly different obligs) may choose between two possiblitites.

Presentations on December 6 and 7 must be in Norwegian or English.

You are welcome to pose questions about the problems you have got.

Exam: Oral on December 6 and 7. Format: Home exam put out on the web in the morning hours December 2. The students are supposed to give a lecture of 20-25 minutes on the topic defined which will feed on the oblig. In addition: A few GENERAL questions on IDEAS (NOT details) as presented in Ch 7 (points 1,2), ch11 (point 4), ch 13 (points 1,2,3,4), ch 14 (point 5) and ch 15 (points 1,2,3,6).

Lecture 11/10: More on life table modelling, after that fair value discounting

Exercises 13/10: 14.5.1-14.5.11 which have been put out in revised form.

Lecture 4/10: We'll postpone what might have been left of the interest rate derivatives until the oblig session in November. Well discuss mortality modelling (section 2 of ch 15). Exercise 6/10: Those left from 29/9 (which were quite a lot.)

Exam proposal: Possible days are Monday December 13 and Tuesday December 14. It will be a home exam feeding on the obligs. They will be handed out in the afternoon Friday December 10. Do you have a good reason for a different arrangement? Please notify. The oblig plan will be disclosed on Monday 27/9.

Wednesday 29/9: Exercises 13.1-13.6, 13.4.1-13.4.8. We shan't be able to cover all of them.

Lecture 27/9: On interest rate derivatives (Section 5) of Chapter 14

Exercises 22/9: Those form Chapter 13 that have been made downloadable

Exercises to Chapter 11 put on the web . Programs for the Exercises 14/9 have been tested and corrected and are likely to be reliable.

Exercises 14/9. Exercises 7.5.1-7.5.5 and 11.5.1-11.5.6. Exercises 11.5.5 and 11.5.6 will be compared to the classical upper bounds in Exercises 11.2.7 and 11.2.8. What is the significance of the latter not depending on the portfolio size?

Lecture 13/9: A review of models for economic and financial variables (Ch 13)

The wrong file for belgian fires had been linked, corrected now.

Revised exercises Ch7 now downloadable. September 8: We discuss Exercises 7.4.6 and 7.5.1-7

belgian fire data now downloadable; look under "data"

Exercises September 8: We haven't finish those of September 1 and I don't plan on new ones. Those of September 1 were 7.2.3,4,5,6,7 and 7.4.1,2,3,4,6 and 7.5.1,2,3,4,5

Email didn't function, I have thrown in the towel. Messages from now on here. Lecture Septembre 6: Section 5 and 6 in Ch11 (which is what we are going to cover regarding property insurance)