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Obligatoriske oppgaver n? tilgjengelige, se ogs? instruksjoner for hvordan de skal gjennomf?res.

13 februar: Undervisning g?r ut p? grunn av begravelse.

15 februar: G?r gjennom ch 6 om forsikringsrisiko.

6. februar: Asset risk i Solvency II.

8. februar: Introdusere copulas (Section 6.6 i l?rebok)

6. februar: Asset risk i Solvency II.

8. februar: Introdusere copulas (Section 6.6 i l?rebok)

30 january: Fullf?re "Solvency II overview." Starte "Solvency in Solvency II.

1 februar: Starte asset liability management (ALM). F?rst om langsiktige finansmodelller (13.5 i l?rebok), dertter 15. 6 i l?rebok.

Begge emner trolig ikke fullf?rt f?r uken etter.

Thursdays: Miscallenous topics (Sections 7.1-4, Sections 14.5-6, Section 15.6, 13.5 and Section 6.6 in textbook).

Tuesdays:  Review of Solvency II based on material that will be handed out.

Lecture on "Historical Estimation and error", Chapter 7, Sections 1-4 in B?lviken, E. (2014). Computation and modelling in insurance and finance. Cambridge University Press.

We'll start out on January 16 in a leisurely way which will probably take one hour only.

Certain topics that have escaped attention in the curriculum will be lectured throughout this spring term; which ones will be determined  when the detailed  background of the participants have come to light.

But the main thrust of the course is practical problem solving, presentation included. The participants will at the end of this month (or perhaps early February) be handed one problem each or perhaps in pairs. They will exercise influence over the problem area (life, non-life, finance). This is the oblig of the course. A report will have to be written within a certain date and then presented to the group orally. April is a probable time for these presentations.

The problems will be require programming, and the participants must keep their programs because the exam will be a home exam over three days for a second p...