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Norberg, Ragnar (b. 1945 d. 2017)

Author ID: norberg.ragnar Recent zbMATH articles by "Norberg, Ragnar"
Published as: Norberg, Ragnar; Norberg, R.
External Links: MGP

Publications by Year

Citations contained in zbMATH Open

42 Publications have been cited 664 times in 469 Documents Cited by Year
Power tailed ruin probabilities in the presence of risky investments. Zbl 1058.60095
Kalashnikov, Vladimir; Norberg, Ragnar
75
2002
Ruin problems with assets and liabilities of diffusion type. Zbl 0962.60075
Norberg, Ragnar
69
1999
Prediction of outstanding liabilities. II: Model variations and extensions. Zbl 1162.91428
Norberg, R.
44
1999
Reserves in life and pension insurance. Zbl 0759.62028
Norberg, Ragnar
42
1991
Empirical Bayes credibility. Zbl 0447.62107
Norberg, Ragnar
37
1980
A theory of bonus life insurance. Zbl 0939.62108
Norberg, Ragnar
28
1999
Hierarchical credibility: Analysis of a random effect linear model with nested classification. Zbl 0649.62099
Norberg, Ragnar
26
1986
Differential equations for moments of present values in life insurance. Zbl 0836.62088
Norberg, Ragnar
26
1995
A credibility theory for automobile bonus systems. Zbl 0337.62071
Norberg, Ragnar
23
1976
A time-continuous Markov chain interest model with applications to insurance. Zbl 1067.91509
Norberg, Ragnar
22
1995
Hattendorff’s theorem and Thiele’s differential equation generalized. Zbl 0755.62081
Norberg, Ragnar
22
1992
A contribution to modelling of IBNR claims. Zbl 0648.62106
Norberg, Ragnar
19
1986
On bonus and bonus prognoses in life insurance. Zbl 0979.91045
Norberg, Ragnar
19
2001
The Markov chain market. Zbl 1098.91531
Norberg, Ragnar
19
2003
The credibility approach to experience rating. Zbl 0424.62071
Norberg, Ragnar
19
1979
On optimal parameter estimation in credibility. Zbl 0504.62090
Norberg, Ragnar
17
1982
Payment measures, interest, and discounting. An axiomatic approach with applications to insurance. Zbl 0734.62100
Norberg, Ragnar
16
1990
Forward mortality and other vital rates - are they the way forward? Zbl 1231.91459
Norberg, Ragnar
15
2010
Actuarial analysis of dependent lives. Zbl 0691.62093
Norberg, Ragnar
13
1989
On the sensitivity of premiums and reserves to changes in valuation elements. Zbl 1039.91043
Kalashnikov, Vladimir; Norberg, Ragnar
12
2003
Vasiček beyond the normal. Zbl 1090.91035
Norberg, Ragnar
12
2004
A nonasymptotic criterion for the evaluation of automobile bonus systems. Zbl 0476.62080
Borgan, Ornulf; Hoem, Jan M.; Norberg, Ragnar
11
1981
On probability distributions of present values in life insurance. Zbl 0855.62096
Hesselager, Ole; Norberg, Ragnar
10
1996
Anomalous PDEs in Markov chains: domains of validity and numerical solutions. Zbl 1093.35017
Norberg, Ragnar
9
2005
Optimal hedging of demographic risk in life insurance. Zbl 1256.91032
Norberg, Ragnar
8
2013
Thiele’s differential equation with stochastic interest of diffusion type. Zbl 0845.62077
Norberg, Ragnar; Møller, Christian Max
5
1996
Lidstone in the continuous case. Zbl 0576.62099
Norberg, Ragnar
5
1985
Experience rating in group life insurance. Zbl 0714.62099
Norberg, Ragnar
5
1989
What is the time value of a stream of investments? Zbl 1122.91037
Norberg, Ragnar; Steffensen, Mogens
4
2005
Identities for present values of life insurance benefits. Zbl 0792.62095
Norberg, Ragnar
4
1993
Modelling in life insurance – a management perspective. Zbl 1337.91011
4
2016
Risk processes with dependence and premium adjusted to solvency targets. Zbl 1269.91042
Constantinescu, Corina; Maume-Deschamps, Véronique; Norberg, Ragnar
4
2012
A quadratic hedging approach to comparison of catastrophe indices. Zbl 1246.91136
Norberg, Ragnar; Savina, Oksana
3
2012
Stochastic calculus in actuarial science. Zbl 1063.65512
Norberg, R.
3
1995
Quadratic hedging: an actuarial view extended to solvency control. Zbl 1277.91174
Norberg, Ragnar
3
2013
Minimum norm estimation under parameter constraints with an application to insurance. Zbl 0903.62085
Kleffe, Jürgen; Norberg, Ragnar
2
1998
Addendum to Hattendorff’s theorem and Thiele’s differential equation generalized, SAJ 1992, 2-14. Zbl 0845.62078
Norberg, Ragnar
2
1996
Stochastic methods in life insurance. Zbl 1075.91561
Norberg, R.
2
1998
Credibility premium plans which make allowance for bonus hunger. Zbl 0309.62077
Norberg, Ragnar
2
1975
Interest guarantees in banking. Zbl 1134.91454
Norberg, Ragnar
1
2005
Dynamic Greeks. Zbl 1147.91329
Norberg, Ragnar
1
2006
A class of conjugate hierarchical priors for gammoid likelihoods. Zbl 0714.62025
Norberg, Ragnar
1
1989
Modelling in life insurance – a management perspective. Zbl 1337.91011
4
2016
Optimal hedging of demographic risk in life insurance. Zbl 1256.91032
Norberg, Ragnar
8
2013
Quadratic hedging: an actuarial view extended to solvency control. Zbl 1277.91174
Norberg, Ragnar
3
2013
Risk processes with dependence and premium adjusted to solvency targets. Zbl 1269.91042
Constantinescu, Corina; Maume-Deschamps, Véronique; Norberg, Ragnar
4
2012
A quadratic hedging approach to comparison of catastrophe indices. Zbl 1246.91136
Norberg, Ragnar; Savina, Oksana
3
2012
Forward mortality and other vital rates - are they the way forward? Zbl 1231.91459
Norberg, Ragnar
15
2010
Dynamic Greeks. Zbl 1147.91329
Norberg, Ragnar
1
2006
Anomalous PDEs in Markov chains: domains of validity and numerical solutions. Zbl 1093.35017
Norberg, Ragnar
9
2005
What is the time value of a stream of investments? Zbl 1122.91037
Norberg, Ragnar; Steffensen, Mogens
4
2005
Interest guarantees in banking. Zbl 1134.91454
Norberg, Ragnar
1
2005
Vasiček beyond the normal. Zbl 1090.91035
Norberg, Ragnar
12
2004
The Markov chain market. Zbl 1098.91531
Norberg, Ragnar
19
2003
On the sensitivity of premiums and reserves to changes in valuation elements. Zbl 1039.91043
Kalashnikov, Vladimir; Norberg, Ragnar
12
2003
Power tailed ruin probabilities in the presence of risky investments. Zbl 1058.60095
Kalashnikov, Vladimir; Norberg, Ragnar
75
2002
On bonus and bonus prognoses in life insurance. Zbl 0979.91045
Norberg, Ragnar
19
2001
Ruin problems with assets and liabilities of diffusion type. Zbl 0962.60075
Norberg, Ragnar
69
1999
Prediction of outstanding liabilities. II: Model variations and extensions. Zbl 1162.91428
Norberg, R.
44
1999
A theory of bonus life insurance. Zbl 0939.62108
Norberg, Ragnar
28
1999
Minimum norm estimation under parameter constraints with an application to insurance. Zbl 0903.62085
Kleffe, Jürgen; Norberg, Ragnar
2
1998
Stochastic methods in life insurance. Zbl 1075.91561
Norberg, R.
2
1998
On probability distributions of present values in life insurance. Zbl 0855.62096
Hesselager, Ole; Norberg, Ragnar
10
1996
Thiele’s differential equation with stochastic interest of diffusion type. Zbl 0845.62077
Norberg, Ragnar; Møller, Christian Max
5
1996
Addendum to Hattendorff’s theorem and Thiele’s differential equation generalized, SAJ 1992, 2-14. Zbl 0845.62078
Norberg, Ragnar
2
1996
Differential equations for moments of present values in life insurance. Zbl 0836.62088
Norberg, Ragnar
26
1995
A time-continuous Markov chain interest model with applications to insurance. Zbl 1067.91509
Norberg, Ragnar
22
1995
Stochastic calculus in actuarial science. Zbl 1063.65512
Norberg, R.
3
1995
Identities for present values of life insurance benefits. Zbl 0792.62095
Norberg, Ragnar
4
1993
Hattendorff’s theorem and Thiele’s differential equation generalized. Zbl 0755.62081
Norberg, Ragnar
22
1992
Reserves in life and pension insurance. Zbl 0759.62028
Norberg, Ragnar
42
1991
Payment measures, interest, and discounting. An axiomatic approach with applications to insurance. Zbl 0734.62100
Norberg, Ragnar
16
1990
Actuarial analysis of dependent lives. Zbl 0691.62093
Norberg, Ragnar
13
1989
Experience rating in group life insurance. Zbl 0714.62099
Norberg, Ragnar
5
1989
A class of conjugate hierarchical priors for gammoid likelihoods. Zbl 0714.62025
Norberg, Ragnar
1
1989
Hierarchical credibility: Analysis of a random effect linear model with nested classification. Zbl 0649.62099
Norberg, Ragnar
26
1986
A contribution to modelling of IBNR claims. Zbl 0648.62106
Norberg, Ragnar
19
1986
Lidstone in the continuous case. Zbl 0576.62099
Norberg, Ragnar
5
1985
On optimal parameter estimation in credibility. Zbl 0504.62090
Norberg, Ragnar
17
1982
A nonasymptotic criterion for the evaluation of automobile bonus systems. Zbl 0476.62080
Borgan, Ornulf; Hoem, Jan M.; Norberg, Ragnar
11
1981
Empirical Bayes credibility. Zbl 0447.62107
Norberg, Ragnar
37
1980
The credibility approach to experience rating. Zbl 0424.62071
Norberg, Ragnar
19
1979
A credibility theory for automobile bonus systems. Zbl 0337.62071
Norberg, Ragnar
23
1976
Credibility premium plans which make allowance for bonus hunger. Zbl 0309.62077
Norberg, Ragnar
2
1975
all top 5

Cited by 569 Authors

22 Norberg, Ragnar
19 Christiansen, Marcus Christian
16 Yang, Yang
12 Steffensen, Mogens
12 Yuen, Kam Chuen
11 Tang, Qihe
10 Denuit, Michel M.
9 Antonio, Katrien
9 Furrer, Christian
9 Wang, Dingcheng
9 Wu, Xianyi
8 Zhou, Xian
7 Buchardt, Kristian
7 Dhaene, Jan
7 Neuhaus, Walther
7 Pitselis, Georgios
7 Sundt, Bjørn Rosted
7 Wang, Guojing
6 Guo, Fenglong
6 Kremer, Erhard K.
6 Wang, Kaiyong
5 Ahmad, Jamaal
5 Chen, Yu
5 Djehiche, Boualem
5 Frees, Edward W.
5 Goovaerts, Marc J.
5 Grandits, Peter
5 Paulsen, Jostein
5 Yang, Hailiang
4 Bladt, Mogens
4 Constantinescu, Corina D.
4 de Vylder, Florent Etienne
4 Delong, Łukasz
4 Hesselager, Ole
4 Hughston, Lane P.
4 Macdonald, Angus S.
4 Milbrodt, Hartmut
4 Özekici, Süleyman
4 Peng, Jiangyan
4 Qiu, Chunjuan
4 Siu, Tak Kuen
4 Wen, Limin
4 Wu, Rong
4 Zhao, Xiaobing
3 Avanzi, Benjamin
3 Belkina, Tat’yana Andreevna
3 Biagini, Francesca
3 Chen, Yiqing
3 Crevecoeur, Jonas
3 Frangos, Nikos E.
3 Huang, Jinlong
3 Jakubowski, Jacek
3 Konstantinides, Dimitrios G.
3 Konyukhova, Nadyezhda B.
3 Kurochkin, Sergey Vladimirovich
3 Li, Jinzhu
3 Liu, Jiajun
3 Liu, Junfeng
3 Liu, Rongfei
3 Matsui, Muneya
3 Milevsky, Moshe Arye
3 Møller, Thomas H.
3 Pergamenshchikov, Sergeĭ Markovich
3 Pigeon, Mathieu
3 Rheinländer, Thorsten
3 Taylor, Greg
3 Tsai, Cary Chi-Liang
3 Tsitsiashvili, Gurami Sh.
3 Wang, Guangchen
3 Wang, Rongming
3 Wang, Zhigao
3 Wong, Bernard
3 Wu, Zhen
3 Wüthrich, Mario Valentin
3 Zehnwirth, Ben
3 Zhang, Qing
2 Ahn, Jae Youn
2 Andrade e Silva, João Manuel
2 Asmussen, Søren
2 Badescu, Andrei L.
2 Barigou, Karim
2 Bladt, Martin
2 Blake, David
2 Bouzianis, George
2 Brazauskas, Vytaras
2 Brody, Dorje C.
2 Çanakoğlu, Ethem
2 Chen, An
2 Chen, Ping
2 Chen, Ze
2 Cheng, Dongya
2 Cheung, Ka Chun
2 Chiu, Mei Choi
2 Cossette, Hélène
2 Dahl, Mikkel
2 D’Amico, Guglielmo
2 De Lourdes Centeno, Maria
2 Dellaportas, Petros
2 Di Lorenzo, Emilia
2 Dornheim, Harald
...and 469 more Authors
all top 5

Cited in 87 Serials

121 Insurance Mathematics & Economics
58 Scandinavian Actuarial Journal
25 Scandinavian Actuarial Journal
23 North American Actuarial Journal
22 ASTIN Bulletin
16 Stochastic Processes and their Applications
16 European Actuarial Journal
15 Communications in Statistics. Theory and Methods
10 Finance and Stochastics
9 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
8 Journal of Applied Probability
7 Applied Stochastic Models in Business and Industry
5 Journal of Mathematical Analysis and Applications
5 Journal of Computational and Applied Mathematics
5 Statistics & Probability Letters
5 European Journal of Operational Research
5 Methodology and Computing in Applied Probability
5 Journal of Industrial and Management Optimization
4 The Annals of Applied Probability
3 Advances in Applied Probability
3 Lithuanian Mathematical Journal
3 Journal of Econometrics
3 Journal of Optimization Theory and Applications
3 Acta Mathematicae Applicatae Sinica. English Series
3 International Journal of Theoretical and Applied Finance
3 Journal of Systems Science and Complexity
3 Science China. Mathematics
2 Computers & Mathematics with Applications
2 International Journal of Control
2 Scandinavian Journal of Statistics
2 Applied Mathematics and Computation
2 Mathematics and Computers in Simulation
2 Statistics
2 Applied Mathematical Finance
2 Mathematical Problems in Engineering
2 Mathematical Finance
2 Abstract and Applied Analysis
2 Mathematical Methods of Operations Research
2 Journal of Inequalities and Applications
2 Extremes
2 Acta Mathematica Sinica. English Series
2 Probability in the Engineering and Informational Sciences
2 Stochastic Models
2 Stochastics
2 Journal of the Korean Statistical Society
2 Mathematics and Financial Economics
2 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
1 Mathematical Methods in the Applied Sciences
1 Zhurnal Vychislitel’noĭ Matematiki i Matematicheskoĭ Fiziki
1 Chaos, Solitons and Fractals
1 Theory of Probability and its Applications
1 Automatica
1 Biometrical Journal
1 Journal of the American Statistical Association
1 Journal of Mathematical Economics
1 Systems & Control Letters
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 Applied Stochastic Models and Data Analysis
1 Statistical Science
1 Journal of Economic Dynamics & Control
1 Queueing Systems
1 Annals of Operations Research
1 Japan Journal of Industrial and Applied Mathematics
1 Computational Mathematics and Mathematical Physics
1 Applied Mathematical Modelling
1 Automation and Remote Control
1 Journal of Statistical Computation and Simulation
1 Applied Mathematics. Series B (English Edition)
1 Journal of Mathematical Sciences (New York)
1 Opuscula Mathematica
1 Bernoulli
1 Revista Investigación Operacional
1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 Quantitative Finance
1 Decisions in Economics and Finance
1 Hacettepe Journal of Mathematics and Statistics
1 Frontiers of Mathematics in China
1 Journal of Mathematical Inequalities
1 AStA. Advances in Statistical Analysis
1 SIAM Journal on Financial Mathematics
1 Probability Surveys
1 Advances in Decision Sciences
1 Mathematical Control and Related Fields
1 Frontiers of Computer Science in China
1 Modern Stochastics. Theory and Applications
1 Statistical Theory and Related Fields

Citations by Year