forelesninger/lessons

Siste gang (7., 12. og 14. sept.) diskuterte vi ruinsannsynligheter mhp små forsikringskrav (dvs. Lundberg`s ulikhet og Cramer’s estimat). Neste uke (19. og 21. sept.) vil vi studere store forsikringskrav og utlede en asymptotisk formel for slike sannsynligheter. Se kap. 4 i boken til Mikosch.

Regneøvelsene (Excercises 2/3) fremføres neste uke, dvs. 21. sept., kl. 13:15-14:00.

In our last lessons (7., 12. and 14. Sept.) we discussed ruin probabilities in the case of small claims (e.g. Lundberg`s inequality and Cramer´s ruin bound). Next week (19. and 21. Sept.) we aim at studying ruin probabilities in the case of large claims and deriving an asymptotic formula for such probabilities. See Ch. 4 in the book of Mikosch.

Solutions to problems of Exercises 2/3 will be presented on 21. Sept., 13:15-14:00.