Vi vil bruke følgende pensumsbøker i dette kurset:
1. Mikosch, T.: Non-Life Insurance Mathematics: An Introduction with Poisson Process. 2nd edition, Springer (2009).
Støttelitteraturen vi trenger er:
2. Bølviken, E.: Computation and Modelling in Insurance and Finance. Cambridge University Press (2014).
Pensum:
Det er planlagt å gjennomgå følgende kapitler i boken til T. Mikosch:
1. Review of basic non-life insurance mathematics (e.g. models for claim number processes, the total claim amount; see Ch. 2 and 3)
2. Ruin Theory (Ch. 4)
3. Bayes Estimation (Ch. 5)
4. Linear Bayes Estimation (Ch. 6)
5. Cluster Point Processes (e.g. chain ladder method; see Ch. 11, but also Ch. 7, 8 and 9, which will be (partially) discussed, too.)