Messages
You can find yesterday's exam here or in course material. You can also find a suggested solution with correction criteria here or in the same folder.
I hope you learnt a lot in this course and enjoyed it. I wish you all the best!
Greetings,
David.
The course has come to its end! The exam will be on the 12th of December in the afternoon, check time and place. I will drop by to check for eventual questions.
I have uploaded a solution for the exam from last semester, fall 2018. I would like to make you aware that this solution is very detailed and contains the exact way of grading the exam, so I strongly recommend that you take 4 hours of your time to solve the exam on your own without looking at the solutions! and then correct it using the solution. You can find the solution here.
If you have any questions until the exam date, just send me an e-mail.
I wish you all the best for the exam and the rest of your master studies!
You can find the final exercise list for next Friday here. You can also find the excel I used in the lecture today to show the CLM here or in Course material, under "Some R-codes".
Next Friday 22nd of November is our last lecture which will be devoted entirely to solve the final exercise list or, if time permits, the exam from 2018.
Have a good weekend!
You can find a suggested solution to the 2nd assignment in Course material or by clicking here.
Den Norske Aktuarforening invites to a seminar on some topics in finance and insurance, see here for the programme. They have reduced price for students.
We continue next week with the Chain-Ladder method for computing actuarial loss reserving and solve some more exercises.
Enjoy the white weekend!
I have uploaded codes in Matlab used in the lecture last week and R-code from today. Also, a suggested solution for the extra list as you asked for. I have uploaded the exam from last year (I have the solutions too, but try to solve it first, then I can post them in some weeks). Finally, I uploaded List 7.
Remember deadline on Thursday for the assignment!
We continue next week.
Have a nice weekend!
I have organized a bit better the files in section "course material". There you can find all exercise lists in one section, assignments and their solution in another section and some R-codes in another section as well.
I uploaded exercise list 6 and an extra list. The extra list will be solved next Friday.
Remember that the student representatives for this course are:
- ?smund Hausken Sande (Aahsande@gmail.com)
- Dositheos Rivocantus (dositem@math.uio.no)
You can send an e-mail to them or me if there is something you want them to tell me.
Plan: Next Friday 25th of October 9:15-12: exercises with Marc Lagunas. More theory on Chapter 5 Friday 1st of November.
The new exercise list on Bayesian statistics can be found here or in course material. We continue on Friday. We will start Chapter 5 on Experience Rating.
You can find the new exercise list here or in "course material".
We continue next Friday. We will have a crash course on Bayesian statistics.
The second and last assignment can be found here or in Course material. It consists of two exercises. You can already start with Exercise 1, but you will have to wait with Exercise 2, until we have gone through this part of the syllabus, that's why the deadline is set to 7th of November at 2.30 pm. Good luck and enjoy!
Exercise list 3 can be found in "course material" or by clicking here.
We continue with Ruin Theory next Friday 4th of October.
Remember the deadline for the first assignment on Thursday 3rd of October at 14:30!
Unfortunately, I will not be able to teach next Friday 20th of September.
We meet again on Friday 27th and start Chapter 4 on Ruin theory. Continue solving exercises from the lists and the assignment.
We continue on Friday 13th with some classical premia calculation principles and an exact method to compute the distribution of the claim amount process S (Panjer recursion scheme). We may start Chapter 4 on Ruin Theory. I have also uploaded two new exercise lists, exercise list 1 and exercise list 2. But I may solve some more exercises from the introductory exercise list.
I got an e-mail from the Norsk Aktuarforening:
"Aktuarforeningen arrangerer en samling for unge aktuarer torsdag 26. september, og vil i den anledning ogs? invitere masterstudenter p? UiO og UiB som studerer aktuarfag.
P?melding gj?res p? e-post til admin@aktfor.no"
You can download the invitation here.
This may be yet another good opportunity to meet our industrial colleagues!
Hi!
You can find the first assignment here or by going to "course material". The assignment must be written with a typesetting software for mathematics and handed in only in pdf format. The assignment is to be handed in in Canvas following the link: /tjenester/it/utdanning/canvas/
The deadline is 3rd of October at 14:30 (after this time it will not be possible to upload any files!).
We continue our lectures tomorrow Friday. We will start the basic insurance claim models and solve some more exercises. I will solve Exercise 14 which is very relevant for the assignment.
Lastly, the student representatives for this course will be:
- ?smund Hausken Sande (Aahsande@gmail.com)
- Dositheos Rivocantus (dositem@math.uio.no)
We have got the following message (in Norwegian) from Aktuarforening (Association for actuaries in Norway). If you understand Norwegian this is a very nice occasion to get in touch with people from different companies in the industry. I really recommend this event!
"Hei!
Den Norske Aktuarforening ser sv?rt gjerne at du deltar p? medlemsm?tet 12. september kl. 16.30-22.00.
Vi har f?lgende foredrag p? programmet: ?Data Scientists - hva er det, hva kan de brukes til - og tar de levebr?det fra aktuarene??
Ved Morten Bunes Gustavsen, Kjersti Moss og Morten Skogly, DNB
Ta turen med en medstudent til DNBs hovedkontor, Dronning Eufemias gt. 30 den 12. september kl 16.30, s? f?r du m?te hyggelige aktuarer, og f?r en smak p? hva det vil si ? jobbe som aktuar. Det er gratis mat og drikke etter medlemsm?tet.
P?melding: Send en mail til ...
The whole department is organizing a conference in Ris?r and I will be away for this occasion. Therefore, there will be no lectures this coming Friday.
During the first lecture we had some basic review on probability theory and decided the new date of the exam (check new date and time).
We continue on the 6th of September and start with the Poisson process and related topics. I will also solve some of the exercises I handed out.
Have a nice week!
Apparently, the date for the exam is in conflict with STK-MAT3710 (currently 11th of December). I was told by the administration that we may change the date so that students who wish can take both subjects.
We can discuss this on Friday at 9:15 a.m. and choose a date that suits most of the students who are present. Please, remind me of that in case I forget :)
As it is time for choosing courses for the autumn
semester, I share here some useful information about the course:
The course will most likely be taught in English unless all students speak and understand Norwegian. Nevertheless, you may use Norwegian and/or English in your assignments, exams, questions, etc. if you so please.
The book we will use is: Non-Life Insurance Mathematics: An Introduction with the Poisson Process, Thomas Mikosch, Springer-Verlag Berlin Heidelberg 2009, 2nd Edition.
This course will focus on the mathematical aspects of insurance, therefore, a good background in analysis and probability theory is recommended. We will of course review some old stuff.
The first lecture is on Friday 23rd of August, at 9:15&nbs...