Professor Ragnar Norberg Chercheur 2011-2014
		Post: Institut de Science Financiere et d'Assurances - ISFA Universite Lyon 1 50 avenue Tony Garnier FR-69366 LYON CEDEX 7 France Email: ragnar(dot)norberg(at)univ-lyon1(dot)fr

Research Interests

Certain forms of uncertainty make life interesting but less safe. I was always intrigued by the various forms of risk that are associated with human life and activity and how they can be mitigated for the individual by contractual risk exchange between two or more parties. Certain forms of certainty make life interesting and more safe. I was always attracted to mathematics because it allows for statements that are non-trivial and still indisputably true. These two areas of interest synthesize perfectly into actuarial/financial mathematics, which gives precise contents to notions of risk and develops methods for measuring and controlling it. I work broadly in life and non-life insurance mathematics and general risk theory, in the interface between these actuarial disciplines and mathematical finance, and with associated probabilistic and statistical problems. Here are some keywords for my current research:
• Management of financial and demographic risk in life insurance
  
• Stochastic models for earthquake risk in insurance
  
• Dynamical sensitivity analysis in insurance and finance
  
• Heterogeneity models in life insurance
  
• Point processes in financial mathematics
  
• Linear prediction (credibility) in continuous time
  

SELECTED PUBLICATIONS. Statement of policy: In compliance with copyright regulations, only abstracts and introductions are posted here for printed journal papers that are available from the publisher. Full versions are available at the URL addresses provided. E-mailed requests for preliminary versions will be considered.

Curriculum Vitae

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[Last modified: July 2015 by R. Norberg]