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Items where Author is "Norberg, Ragnar"

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Number of items: 18.

Article

Morettin, Pedro A. and Norberg, Ragnar (2011) Foreword: special issue on statistical modeling in insurance and finance. Applied Stochastic Models in Business and Industry, 27 (1). p. 1. ISSN 1524-1904

Norberg, Ragnar (2010) Forward mortality and other vital rates: are they the way forward? Insurance: Mathematics and Economics, 47 (2). pp. 105-112. ISSN 0167-6687

Norberg, Ragnar (2006) Dynamic Greeks. Insurance: Mathematics and Economics, 39 (1). pp. 123-133. ISSN 0167-6687

Norberg, Ragnar (2005) Anomalous PDEs in Markov chains: Domains of validity and numerical solutions. Finance and Stochastics, 9 (4). pp. 519-537. ISSN 0949-2984

Norberg, Ragnar (2005) Interest guarantees in banking. Applied Mathematical Finance, 12 (4). pp. 351-370. ISSN 1350-486X

Norberg, Ragnar and Steffensen, Mogens (2005) What is the time value of a stream of investments? Journal of Applied Probability, 42 (3). pp. 861-866. ISSN 0021-9002

Norberg, Ragnar (2004) Vasicek beyond the normal. Mathematical Finance, 14 (4). pp. 585-604. ISSN 0960-1627

Norberg, Ragnar (2003) The Markov chain market. Astin Bulletin, 33 (2). pp. 265-287. ISSN 0515-0361

Norberg, Ragnar and Kalashnikov, Vladimir (2003) On the sensitivity of premiums and reserves to changes in valuation elements. Scandinavian Actuarial Journal (3). pp. 238-256. ISSN 0346-1238

Kalashnikov, Vladimir and Norberg, Ragnar (2002) Power tailed ruin probabilities in the presence of risky investments. Stochastic Processes and Their Applications, 98 (2). pp. 211-228. ISSN 0304-4149

Norberg, Ragnar (2001) On bonus and bonus prognoses in life insurance. Scandinavian Actuarial Journal, 2001 (2). pp. 126-147. ISSN 0346-1238

Kleffe, Jürgen and Norberg, Ragnar (2001) Minimum norm estimation of variance components for life insurance data. Communications in Statistics - Theory and Methods, 30 (8/9). pp. 1591-1603. ISSN 0361-0926

Book Section

Norberg, Ragnar (2008) Multistate models for life insurance mathematics. In: Melnick, Edward and Everitt, Brian, (eds.) Encyclopedia of Quantitative Risk Analysis and Assessment. Wiley-Blackwell, Chichester. ISBN 978-0-470-03549-8

Norberg, Ragnar (2004) Credibility theory. In: Teugels, Jef L. and Sundt, Bjorn, (eds.) Encyclopedia of Actuarial Science. Wiley-Blackwell, Chichester, pp. 398-406. ISBN 9780470012505

Norberg, Ragnar (2004) Life insurance mathematics. In: Teugels, Jef L. and Sundt, Bjorn, (eds.) Encyclopedia of Actuarial Science. Wiley-Blackwell, Chichester, pp. 979-997. ISBN 978-0470846766

Norberg, Ragnar (2004) Non-life reserves : continuous time micro models. In: Teugels, Jef L. and Sundt, Bjorn, (eds.) Encyclopedia of Actuarial Science. Wiley-Blackwell, Chichester, pp. 1180-1181. ISBN 978-0470846766

Norberg, Ragnar (2004) Thiele, Thorvald Nicolai (1838-1910). In: Teugels, Jef L. and Sundt, Bjorn, (eds.) Encyclopedia of Actuarial Science. Wiley-Blackwell, Chichester, pp. 1671-1672. ISBN 978-0470846766

Norberg, Ragnar (2001) Thorvald Nicolai Thiele. In: Heyde, Chris C and Seneta, Eugene, (eds.) Statisticians of the Centuries. Springer Berlin / Heidelberg, New York, pp. 212-215. ISBN 9780387952833

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