The following pages link to Ragnar Norberg (Q362035):
Displaying 50 items.
- Quadratic hedging: an actuarial view extended to solvency control (Q362036) (← links)
- Forward mortality and other vital rates - are they the way forward? (Q661220) (← links)
- Ruin problems with assets and liabilities of diffusion type (Q1593636) (← links)
- Power tailed ruin probabilities in the presence of risky investments. (Q1766062) (← links)
- On optimal parameter estimation in credibility (Q1836253) (← links)
- Differential equations for moments of present values in life insurance (Q1904998) (← links)
- On probability distributions of present values in life insurance (Q1921981) (← links)
- Optimal hedging of demographic risk in life insurance (Q1936833) (← links)
- A theory of bonus life insurance (Q1979067) (← links)
- Risk processes with dependence and premium adjusted to solvency targets (Q2391937) (← links)
- Anomalous PDEs in Markov chains: domains of validity and numerical solutions (Q2488493) (← links)
- Dynamic Greeks (Q2507616) (← links)
- On Bonus and Bonus Prognoses in Life Insurance (Q2759550) (← links)
- A QUADRATIC HEDGING APPROACH TO COMPARISON OF CATASTROPHE INDICES (Q2909516) (← links)
- (Q3033172) (← links)
- Payment Measures, Interest, and Discounting (Q3361772) (← links)
- What is the time value of a stream of investments? (Q3367754) (← links)
- Interest Guarantees in Banking (Q3375371) (← links)
- Bisk theory and its statistics enyiroment (Q3474014) (← links)
- Prediction of Outstanding Liabilities II. Model Variations and Extensions (Q3632873) (← links)
- Lidstone in the continuous case (Q3696358) (← links)
- Karl Henrik Borch (Q3789512) (← links)
- A contribution to modelling of IBNR claims (Q3793592) (← links)
- Hierarchical credibility: analysis of a random effect linear model with nested classification (Q3795117) (← links)
- Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance (Q3842736) (← links)
- The credibility approach to experience rating (Q3859158) (← links)
- Empirical Bayes credibility (Q3893203) (← links)
- (Q3932179) (← links)
- Reserves in Life and Pension Insurance (Q4012743) (← links)
- Hattendorff's theorem and Thiele's differential equation generalized (Q4025272) (← links)
- Credibility premium plans which make allowance for bonus hunger (Q4067957) (← links)
- A credibility theory for automobile bonus systems (Q4105145) (← links)
- Correction note to<i>A credibility theory for automobile bonus systems</i>with apologies to K. Loimaranta (Q4109157) (← links)
- (Q4127813) (← links)
- Discussion of the paper by Aven and Myre (Q4207501) (← links)
- (Q4296394) (← links)
- Erling Sverdrup (Q4322965) (← links)
- On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements (Q4455903) (← links)
- MINIMUM NORM ESTIMATION OF VARIANCE COMPONENTS FOR LIFE INSURANCE DATA (Q4540677) (← links)
- Jan M. Hoem, 1939–2017 (Q4577193) (← links)
- The Markov Chain Market (Q4661683) (← links)
- VASIČEK BEYOND THE NORMAL (Q4673672) (← links)
- (Q4728072) (← links)
- (Q4791404) (← links)
- (Q4791426) (← links)
- Thiele's differential equation with stochastic interest of diffusion type (Q4881685) (← links)
- Addendum to Hattendorff's Theorem and Thiele's Differential Equation Generalized, SAJ 1992, 2–14 (Q4881686) (← links)
- A time‐continuous markov chain interest model with applications to insurance (Q4940114) (← links)
- Book Reviews (Q5895280) (← links)
- Book Reviews (Q5895281) (← links)
