Edit Profile (opens in new tab) Norberg, Ragnar (b. 1945 d. 2017) Co-Author Distance Author ID: norberg.ragnar Published as: Norberg, Ragnar; Norberg, R. External Links: MGP Documents Indexed: 50 Publications since 1975 2 Contributions as Editor · 1 Further Contribution Biographic References: 4 Publications Co-Authors: 13 Co-Authors with 12 Joint Publications 290 Co-Co-Authors all top 5 Co-Authors 40 single-authored 2 Kalashnikov, Vladimir Vyacheslavovich 2 Kleffe, Jürgen 1 Barrieu, Pauline M. 1 Borgan, Ørnulf 1 Constantinescu, Corina D. 1 Hesselager, Ole 1 Hoem, Jan Michael 1 Laurent, Jean Paul 1 Maume-Deschamps, Véronique 1 Møller, Christian Max 1 Morettin, Pedro Alberto 1 Planchet, Frédéric 1 Savina, Oksana 1 Steffensen, Mogens all top 5 Serials 20 Scandinavian Actuarial Journal 5 Insurance Mathematics & Economics 3 Finance and Stochastics 3 Scandinavian Actuarial Journal 2 Statistics 2 Stochastic Processes and their Applications 2 Obozrenie Prikladnoĭ i Promyshlennoĭ Matematiki 2 ASTIN Bulletin 2 European Actuarial Journal 1 Scandinavian Journal of Statistics 1 Journal of Applied Probability 1 Mitteilungen. Vereinigung Schweizerischer Versicherungsmathematiker (VSV) 1 Applied Stochastic Models and Data Analysis 1 Mitteilungen. Schweizerische Vereinigung der Versicherungsmathematiker (SVVM) 1 Communications in Statistics. Theory and Methods 1 Applied Mathematical Finance 1 Mathematical Finance 1 International Journal of Theoretical and Applied Finance 1 Applied Stochastic Models in Business and Industry 1 EAA Series all top 5 Fields 35 Statistics (62-XX) 23 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Probability theory and stochastic processes (60-XX) 3 History and biography (01-XX) 3 Numerical analysis (65-XX) 2 General and overarching topics; collections (00-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Integral equations (45-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 22 Fields 367 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 224 Statistics (62-XX) 178 Probability theory and stochastic processes (60-XX) 16 Systems theory; control (93-XX) 14 Numerical analysis (65-XX) 14 Operations research, mathematical programming (90-XX) 10 Calculus of variations and optimal control; optimization (49-XX) 9 Integral equations (45-XX) 6 Partial differential equations (35-XX) 4 Ordinary differential equations (34-XX) 3 Computer science (68-XX) 3 Biology and other natural sciences (92-XX) 2 History and biography (01-XX) 2 Fluid mechanics (76-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Mathematics education (97-XX) Citations by Year