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You can find a solution of the exam by clicking here or going to Exams on the left menu.
We wish you all a good summer holidays!
For the exam, you are allowed to bring an approved calculator (recommended). Here you have a list of the approved and non-approved calculators.
/studier/eksamen/hjelpemiddel/mn-math-kalkulatorer.html
Good luck!
We covered stochastic interest rates in our last lecture. With that, we have covered the syllabus of the course. There will be no lecture on Monday 16th and we will use the two remaining lectures (18th and 23rd) to solving earlier exams (which you can find in the menu to the left).
We continue with the theory and examples next Monday. Check the Schedule for information on the content. I have updated the lectures notes and uploaded some R codes that we used in the last lecture.
Next Tuesday 26th is the Insurance Seminar! There are still a few vacancies for UiO students. You can register here:?https://www.mn.uio.no/math/english/research/groups/risk-stochastics/events/seminars/insurance-seminar-2022.html
You can also find a suggested solution for the assignment by clicking here?or going to "Assignment" on the menu to the left.
The lecture on Monday 28. will be replaced by an exercise session and the exercise session Wednesday 5. will be replaced by lectures. See the schedule for details.
Lecture notes are updated!
Next week on Wednesday we have our guest lecture from EY!
The Insurance seminar is officially opened, you can access the link here.
There is an open PhD position at the Department of Mathematics, you can access it here.
Students can propose a research project in the field of sustainable energy (which is becoming more and more popular within the insurance sector) following the link:
/english/research/strategic-research-areas/uio-energy/funding/apply-for-a-summer-research-project-on-sustainable-.html
Good luck!
You can find the assignment on the left menu under the folder "Assignment" or by clicking here. The deadline is 8th of April 2022, at 14:00 and it must be delivered in Canvas in a pdf file. To access Canvas click here or google "Canvas uio".
It is highly recommended that you use a math editor such as LaTeX. Remember to attach the R-code you use.
We hope you enjoy this assignment and learn a lot of life insurance! If you have any questions, do not hesitate to contact us. Good luck!
The student representatives for this course are:
Oriol Zamora Font oriolz (at) math.uio.no
Andreas Sl?ttelid andreksl (at) math.uio.no
We are still on fire, so we'll have our lecture at room 1000, like Wednesday.
Due to the same fire issue the exercise session is also moved, this time to room 1000 (NHA), usual time.
Due to a fire in the building were we usually have lectures, the building will remain closed next week. I have therefore booked room 700 in Niels Henrik Abels hus (Department of mathematics) for Monday's lecture. Meet therefore at 700 (7th floor) at 12:15. There might be limited space, so we go for "first come, first served" principle.
I have uploaded some extra material reviewing basic concepts that will be used in the coming lectures. This is a small chapter about concepts of probability theory. In particular, it would be nice if you could read/review from Definition 2.11 (Integral w.r.t. measure) up to Section 2.2. (specially the concept of conditional expectation w.r.t. a sigma-algebra is important). You can find it in "lecture notes" or by clicking here.
Also, there is a course on extreme values and large deviations this semester, see STK4550, which has abundant applications in modelling non-life insurance. Now that teaching is physical you can drop by and consider taking it if you are planning to go to the non-life insurance sector!
Aktuarfokus is a yearly meeting of actuaries in Norway. You can check this years' schedule ...
Prof. Colin Ramsay (University of Nebraska-Lincoln) will give a mini course on "Pension Mathematics for Single Employer Defined Benefit (DB) Plans" in February (01.02.22-24.02.22). The course is strongly recommended to master and bachelor students in insurance and financial mathematics. Some background knowledge on insurance mathematics (based e.g. on STK3505) would be desirable for this course.
See the file for a more detailed course description.
Time:
- Every Tuesday, 10:15-12:00 in the time period 01.02.2022-22.02.2022
- Every Thursday,10:15-12:00 in the time period 03.02.2022-24.02.2022
Place: room 1000, NHA.
You are welcome to this course!
Today we had out first lecture. The official language is English. We decided to set the deadline for the first and only assignment on the 8th of April at 14:00. You can use English or any other Scandinavian language for the assignment.
You can find the lecture notes and other future material for the course on the menu?on the left.
The assignment will be published?after we start Chapter 4 from the lecture notes.
We continue on Wednesday with a new lecture. Please, check schedule?for its content. Next Monday we will have another theoretical lecture. On Wednesday 26th you will have a session with exercises on the topics discussed so far. Good luck and enjoy!
Time and place: Our first lecture will take place on 17th of January at 12:15 pm in "Auditorium 4" in Vilhelm Bjerknes' hus (the building next to the Department of Mathematics). See the schedule of the course here.
The language of the course will be English unless everybody understands Norwegian, in such case it will be Norwegian. In any case, you may hand in your assignments and exam in English or any other Scandinavian language.
Literature: We will use the following supporting books for this course:
1. Michael Koller: Stochastic Models in Life Insurance. Springer (2012).
As supplementary book we may use:
2. Thomas M?ller, Mogens Steffensen: Ma...