Messages - Side 2

....are 8.11 and 8.14 from section 8.3 and 8.17,8.18,8.19,8.20 from section 8.4

....is uploaded on the web under 'Exercises'.

Lecture presentation from the lecture on Wednesday September 3 is uploaded. An example file in excel is uploaded under the link 'Examples'.

In this lecture the chapters 8.3 and 8.4 from the book will be discussed. To complete chapter 8.4 there will be three lectures and no exercises this Wednesday.

The chapters 6.3 and 8.3 from the book will be discussed in the lecture. The remaining exercises will be discussed (3.6, 3.7, 3.9, 3.10, 8.9, 8.12, 8.13, 8.15)

The material from the book by Erik Bølviken discussed in the lecture tomorrow is chapter 2.3, 8.1, 8.2 and possibly some introduction to 8.3 if there is time. Lectures notes are published now.

Please note that lecture notes for lecture 1 is published under the link 'Lectures' to the left
 

Welcome to first lecture in STK 4540 on Wednesday August 20th, 2014! Material from Erik Bølviken's book "Computation and Modelling in Insurance and Finance" will be treated, as well as a powerpoint presentation and an R programme. The material from Erik Bølviken's book are the chapters 1.2, 2.3.1, 2.3.2, 3.2, 3.3. Normally the programme for the lecture will be announced and the presentation will be published on the web site. The first lecture will be 2 x 45 minutes. The lectures after the first lectures will be 3 x 45 minutes, 2 sessions lecture and 1 session exercise.