Messages

Published Mar. 16, 2026 11:36 PM

Here you find the compulsory assignment for this course. The deadline for submission in Canvas is Thursday, 9th April, at 14:30.

Published Feb. 25, 2026 12:16 PM

The student representative for STK4500 this spring will be Josep Peiró Ramos, who you can contact at "joseppe at math.uio.no".

You can translate to him any comments or suggestions regarding the course.?

Published Feb. 1, 2026 11:08 PM

This week I have to cancel the lectures as I am in a conference abroad. If you are familiar with measure theory you can review its basics and its applications to probability theory and stochastic processes in this notes.

If you are not familiar with measure theory you can also try to read the notes :-). Keep in mind that these notes are meant to review the subject not to teach it in any depth. For this course ONLY SOME OF THE RESULTS contained in this notes are "kind of" compulsory to know. By this I mean, no need to know the proof only how to use them.

Next week I will present some of the results in this notes and I will start reviewing continuous time Markov chains.?

Published Jan. 18, 2026 8:24 PM

Welcome to the Life Insurance and Finance course. This year the course will start Tuesday 27th of January.

In the first day we will introduce the topic and what we will aim to cover during the course.