Ragnar Norberg Professor of Statistics
		Office: 69 Aldwych (Columbia House), Room B601 Post: Department of Statistics London School of Economics Houghton Street London, WC2A 2AE United Kingdom Phone: +44 (0)20 7955 6030 Fax: +44 (0)20 7955 7416 Email: R dot Norberg at lse dot ac dot uk

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 of 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 environmental risk in life insurance
  
• Stochastic models for earthquake risk
  
• Optimal stochastic control in insurance
  
• Dynamical sensitivity analysis in insurance and finance
  
• Ruin problems with stochastic interest
  
• Heterogeneity models in life insurance
  
• Numerical methods for differential equations
  
• Point processes in financial mathematics
  
• Linear empirical Bayes estimation (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. Full versions are available at the URL addresses provided. E-mailed requests for preliminary versions will be considered.

Curriculum Vitae

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Courses Taught

• ST431.1 Life Insurance Mathematics
  
• ST431.2 Non-life Insurance Mathematics
  
• ST305 Actuarial Mathematics
  
• ST435 Advanced probability theory
  

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[Last modified: 24 February 2010 by R. Norberg]
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