| Publication | Date of Publication | Type |
|---|
Jan M. Hoem, 1939–2017
Scandinavian Actuarial Journal | 2018-07-17 | Paper |
Quadratic hedging: an actuarial view extended to solvency control
European Actuarial Journal | 2013-08-20 | Paper |
Risk processes with dependence and premium adjusted to solvency targets
European Actuarial Journal | 2013-08-05 | Paper |
Optimal hedging of demographic risk in life insurance
Finance and Stochastics | 2013-02-07 | Paper |
A quadratic hedging approach to comparison of catastrophe indices
International Journal of Theoretical and Applied Finance | 2012-08-30 | Paper |
Forward mortality and other vital rates - are they the way forward?
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Prediction of Outstanding Liabilities II. Model Variations and Extensions
ASTIN Bulletin | 2009-06-15 | Paper |
Dynamic Greeks
Insurance Mathematics & Economics | 2006-10-05 | Paper |
Anomalous PDEs in Markov chains: domains of validity and numerical solutions
Finance and Stochastics | 2006-05-24 | Paper |
Interest Guarantees in Banking
Applied Mathematical Finance | 2006-03-08 | Paper |
What is the time value of a stream of investments?
Journal of Applied Probability | 2006-01-26 | Paper |
VASIČEK BEYOND THE NORMAL
Mathematical Finance | 2005-05-09 | Paper |
The Markov Chain Market
ASTIN Bulletin | 2005-03-30 | Paper |
Power tailed ruin probabilities in the presence of risky investments.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
Scandinavian Actuarial Journal | 2004-03-16 | Paper |
| scientific article; zbMATH DE number 1865407 (Why is no real title available?) | 2003-02-06 | Paper |
| scientific article; zbMATH DE number 1865387 (Why is no real title available?) | 2003-02-06 | Paper |
MINIMUM NORM ESTIMATION OF VARIANCE COMPONENTS FOR LIFE INSURANCE DATA
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
On Bonus and Bonus Prognoses in Life Insurance
Scandinavian Actuarial Journal | 2001-12-12 | Paper |
Ruin problems with assets and liabilities of diffusion type
Stochastic Processes and their Applications | 2001-01-17 | Paper |
A theory of bonus life insurance
Finance and Stochastics | 2000-05-24 | Paper |
A time‐continuous markov chain interest model with applications to insurance
Applied Stochastic Models and Data Analysis | 2000-03-02 | Paper |
Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance
Statistics | 1998-11-08 | Paper |
On probability distributions of present values in life insurance
Insurance Mathematics & Economics | 1997-02-09 | Paper |
Thiele's differential equation with stochastic interest of diffusion type
Scandinavian Actuarial Journal | 1996-06-11 | Paper |
Addendum to Hattendorff's Theorem and Thiele's Differential Equation Generalized, SAJ 1992, 2–14
Scandinavian Actuarial Journal | 1996-06-11 | Paper |
Differential equations for moments of present values in life insurance
Insurance Mathematics & Economics | 1996-05-06 | Paper |
Erling Sverdrup
Scandinavian Actuarial Journal | 1995-03-16 | Paper |
| scientific article; zbMATH DE number 591095 (Why is no real title available?) | 1994-06-19 | Paper |
Hattendorff's theorem and Thiele's differential equation generalized
Scandinavian Actuarial Journal | 1993-02-18 | Paper |
Reserves in Life and Pension Insurance
Scandinavian Actuarial Journal | 1992-09-27 | Paper |
Payment Measures, Interest, and Discounting
Scandinavian Actuarial Journal | 1990-01-01 | Paper |
Bisk theory and its statistics enyiroment
Statistics | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4131506 (Why is no real title available?) | 1989-01-01 | Paper |
Book Reviews
Scandinavian Actuarial Journal | 1989-01-01 | Paper |
Book Reviews
Scandinavian Actuarial Journal | 1989-01-01 | Paper |
Discussion of the paper by Aven and Myre
Scandinavian Actuarial Journal | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4003319 (Why is no real title available?) | 1987-01-01 | Paper |
A contribution to modelling of IBNR claims
Scandinavian Actuarial Journal | 1986-01-01 | Paper |
Hierarchical credibility: analysis of a random effect linear model with nested classification
Scandinavian Actuarial Journal | 1986-01-01 | Paper |
Karl Henrik Borch
Scandinavian Actuarial Journal | 1986-01-01 | Paper |
Lidstone in the continuous case
Scandinavian Actuarial Journal | 1985-01-01 | Paper |
On optimal parameter estimation in credibility
Insurance Mathematics & Economics | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3748274 (Why is no real title available?) | 1981-01-01 | Paper |
Empirical Bayes credibility
Scandinavian Actuarial Journal | 1980-01-01 | Paper |
The credibility approach to experience rating
Scandinavian Actuarial Journal | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3555251 (Why is no real title available?) | 1977-01-01 | Paper |
A credibility theory for automobile bonus systems
Scandinavian Actuarial Journal | 1976-01-01 | Paper |
Correction note to<i>A credibility theory for automobile bonus systems</i>with apologies to K. Loimaranta
Scandinavian Actuarial Journal | 1976-01-01 | Paper |
Credibility premium plans which make allowance for bonus hunger
Scandinavian Actuarial Journal | 1975-01-01 | Paper |
