Summary of [finished] Proses Stokastik Aktuaria (B)

Sukolilo | Manyar | Tjokroaminoto
Kampus Institut Teknologi
Sepuluh Nopember Surabaya
Phone: 031-5994251-54, 5947274, 5945472
Fax: 031-5923465, 5947845

General

Announcements

RANCANGAN PEMBELAJARAN SEMESTER

Pertemuan 1

Session 1

Tugas 1

Session 1

Lecturer Note 1

Pertemuan 2

Random Variables-PSA

Session 2

Task 2

Whitebord

zoom record

Pertemuan 3

Session 3

Session 3

session 3

Oretan

Pertemuan 4

LAtihan soal mixture distribution

Oretan latihan

Section 5

Conditional expectation

Oretan

Conditional Expectation

Conditional Expectation slide

Section 6

Session 6

Lesson 5

Section 6

Section 6-2

Section 7

Session 7

Lesson 6

Convolution and Laplace Transform

session 7 recording

session 7 recording 2

Section 8

Session 8

Section 9

DTMC

DTMC 1

DTMC 2

Section 10

DTMC

DTMC 2

DTMC 2

Section 11

Session 11

DTMC

Section 12

latihan soal DTMC

Stock Market Exercise

Oretn Contoh soal

Section 13

DTMC part 3

Section 14

DTMC part 4

Section 15

ETS

ETS

Section 16

Cost Function

Section 17

Cost function 2

Cost function 2

Section 18

Presentasi Tugas DTMC

Materi

GBM

Section 19

Geometric Brownian Motion

Geometric Brownian Motion

Simulasi Geometric Brownian Motion

Section 20

Geometric Brownian Motion 2

Intuitively Brownian Motion

Basic Concept in Matlab

Code for random generator