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Harald Cramér and Insurance Mathematics

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Modern Problems in Insurance Mathematics

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Abstract

A short history of Harald Cramér’s work in insurance mathematics is given. In particular, the early development of the collective risk theory is outlined, starting with the works of F. Lundberg. Also, the so-called zero point method for premium calculations invented by Cramér is described.

This chapter is a reprint of the chapter by Martin-Löf, A. Harald Cramér and Insurance Mathematics. Applied Stochastic Models and Data Analysis 11, 271–276 (1995). It is included in this book with the permission of the journal.

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References

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Author information

Authors and Affiliations

  1. Stockholm University, Stockholm, Sweden

    Anders Martin-Löf

Authors
  1. Anders Martin-Löf
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Correspondence to Anders Martin-Löf .

Editor information

Editors and Affiliations

  1. Department of Mathematics Professor of Mathematical Statistics, Stockholm University, Stockholm, Sweden

    Dmitrii Silvestrov

  2. Department of Mathematics Professor in Mathematical Statistics, Stockholm University, Stockholm, Sweden

    Anders Martin-Löf

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Martin-Löf, A. (2014). Harald Cramér and Insurance Mathematics. In: Silvestrov, D., Martin-Löf, A. (eds) Modern Problems in Insurance Mathematics. EAA Series. Springer, Cham. https://doi.org/10.1007/978-3-319-06653-0_2

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