The preliminary program for the course is as follows:
| Time | Monday, 19th | Tuesday, 20th | Wednesday, 21st | Thursday, 22nd | Friday, 23rd |
| 9.00-12.00 | Markov Jump processes | Matrix exponential distributions | Renewal theory and ruin probabilities | Multivariate matrix exponential distributions (theory) | Markovian arrival processes |
| 12.00-14.00 | Lunch | Lunch | Lunch | Lunch | Lunch |
| 14.00-16.00 | Phase type distributions | Sojourn times in Markov jump processes | Estimation: EM algorithm & Markov Chain Monte Carlo | Multivariate matrix exponential distributions(examples) | Credit risk |
| 18.00- | Dinner in Humlebæk and visit to Louisiana | Dinner in town | |||
