Norberg, Ragnar

Number of items: 18.
Article
  • Morettin, Pedro A., Norberg, Ragnar (2011). Foreword: special issue on statistical modeling in insurance and finance. Applied Stochastic Models in Business and Industry, 27(1), p. 1. https://doi.org/10.1002/asmb.832
  • Norberg, Ragnar (2010). Forward mortality and other vital rates: are they the way forward? Insurance: Mathematics and Economics, 47(2), 105-112. https://doi.org/10.1016/j.insmatheco.2010.07.002
  • Norberg, Ragnar (2006). Dynamic Greeks. Insurance: Mathematics and Economics, 39(1), 123-133. https://doi.org/10.1016/j.insmatheco.2006.01.008
  • Norberg, Ragnar (2005). Anomalous PDEs in Markov chains: Domains of validity and numerical solutions. Finance and Stochastics, 9(4), 519-537. https://doi.org/10.1007/s00780-005-0157-8
  • Norberg, Ragnar (2005). Interest guarantees in banking. Applied Mathematical Finance, 12(4), 351-370. https://doi.org/10.1080/13504860500117552
  • Norberg, Ragnar, Steffensen, Mogens (2005). What is the time value of a stream of investments? Journal of Applied Probability, 42(3), 861-866. https://doi.org/10.1239/jap/1127322033
  • Norberg, Ragnar (2004). Vasicek beyond the normal. Mathematical Finance, 14(4), 585-604. https://doi.org/10.1111/j.0960-1627.2004.00206.x
  • Norberg, Ragnar (2003). The Markov chain market. ASTIN Bulletin, 33(2), 265-287. https://doi.org/10.2143/AST.33.2.503693
  • Norberg, Ragnar, Kalashnikov, Vladimir (2003). On the sensitivity of premiums and reserves to changes in valuation elements. Scandinavian Actuarial Journal, (3), 238-256. https://doi.org/10.1080/03461230110106408
  • Kalashnikov, Vladimir, Norberg, Ragnar (2002). Power tailed ruin probabilities in the presence of risky investments. Stochastic Processes and Their Applications, 98(2), 211-228. https://doi.org/10.1016/S0304-4149(01)00148-X
  • Norberg, Ragnar (2001). On bonus and bonus prognoses in life insurance. Scandinavian Actuarial Journal, 2001(2), 126-147. https://doi.org/10.1080/03461230152592773
  • Kleffe, Jürgen, Norberg, Ragnar (2001). Minimum norm estimation of variance components for life insurance data. Communications in Statistics - Theory and Methods, 30(8/9), 1591-1603. https://doi.org/10.1081/STA-100105686
    • Chapter
  • Norberg, Ragnar (2008). Multistate models for life insurance mathematics. In Melnick, E. & Everitt, B. (Eds.), Encyclopedia of Quantitative Risk Analysis and Assessment . Wiley-Blackwell.
  • Norberg, Ragnar (2004). Credibility theory. In Teugels, J. L. & Sundt, B. (Eds.), Encyclopedia of Actuarial Science (pp. 398-406). Wiley-Blackwell.
  • Norberg, Ragnar (2004). Life insurance mathematics. In Teugels, J. L. & Sundt, B. (Eds.), Encyclopedia of Actuarial Science (pp. 979-997). Wiley-Blackwell.
  • Norberg, Ragnar (2004). Non-life reserves : continuous time micro models. In Teugels, J. L. & Sundt, B. (Eds.), Encyclopedia of Actuarial Science (pp. 1180-1181). Wiley-Blackwell.
  • Norberg, Ragnar (2004). Thiele, Thorvald Nicolai (1838-1910). In Teugels, J. L. & Sundt, B. (Eds.), Encyclopedia of Actuarial Science (pp. 1671-1672). Wiley-Blackwell.
  • Norberg, Ragnar (2001). Thorvald Nicolai Thiele. In Heyde, C. C. & Seneta, E. (Eds.), Statisticians of the Centuries (pp. 212-215). Springer Berlin / Heidelberg.