Vi skal bruke f?lgende pensumsboken ¡­

Vi skal bruke f?lgende pensumsboken i STK2500:

Gerber, H.: Life Insurance Mathematics. Springer-Verlag 3rd edition (1997).

Det er planlagt ? gjennomg? f?lgende emner i boken:

1. Mathematics of compound interest (rentes-renteteori)

2. Future lifetime of a life aged x

3. Life insurance

4. Life annuities

5. Net premiums (reserves)

6. Multiple decrements

7. Multiple life insurance

8. Total claim amount of a portfolio

9. Estimating probabilities of death

St?ttelitteratur er:

B?lviken, E.: Actuarial and Financial Risk: How you make modelling and Monte Carlo work. Cambridge University Press (2008).