Modern Problems in Insurance Mathematics

  • Dmitrii Silvestrov
  • Anders Martin-Löf

Part of the EAA Series book series (EAAS)

Table of contents

  1. Front Matter
    Pages i-xvii
  2. International Cramér Symposium on Insurance Mathematics

    1. Front Matter
      Pages 1-1
    2. Dmitrii Silvestrov, Anders Martin-Löf
      Pages 3-6
    3. Anders Martin-Löf
      Pages 7-14
    4. Boualem Djehiche, Arne Sandström
      Pages 15-17
  3. Modern Risk Theory and Its Applications

  4. Stochastic Modelling of Insurance Business

    1. Front Matter
      Pages 153-153
    2. Kjersti Aas, Linda R. Neef, Dag Raabe, Ingeborg D. Vårli
      Pages 155-170
    3. Clara-Cecilie Günther, Ingunn Fride Tvete, Kjersti Aas, Jørgen Andreas Hagen, Lars Kvifte, Ørnulf Borgan
      Pages 171-185
    4. Guglielmo D’Amico, Fulvio Gismondi, Jacques Janssen, Raimondo Manca
      Pages 187-196
  5. New Mathematical Problems in Life and Non-Life Insurance

    1. Front Matter
      Pages 197-197
    2. Yurij Kartashov, Vitalij Golomoziy, Nikolai Kartashov
      Pages 223-237
    3. Rahim Mahmoudvand, Samane Aziznasiri
      Pages 261-271
  6. Related Topics in Applied and Financial Mathematics

    1. Front Matter
      Pages 273-273
    2. Alessandro De Gregorio, Claudio Macci
      Pages 275-289
    3. Christopher Engström, Sergei Silvestrov
      Pages 313-333
    4. Karl Lundengård, Carolyne Ogutu, Sergei Silvestrov, Patrick Weke
      Pages 335-363
  7. Back Matter
    Pages 379-385

About this book


This book is a compilation of 21 papers presented at the International Cramér Symposium on Insurance Mathematics (ICSIM) held at Stockholm University in June, 2013. The book comprises selected contributions from several large research communities in modern insurance mathematics and its applications.

The main topics represented in the book are modern risk theory and its applications, stochastic modelling of insurance business, new mathematical problems in life and non-life insurance, and related topics in applied and financial mathematics.

The book is an original and useful source of inspiration and essential reference for a broad spectrum of theoretical and applied researchers, research students and experts from the insurance business. In this way, Modern Problems in Insurance Mathematics will contribute to the development of research and academy–industry co-operation in the area of insurance mathematics and its applications.


Life and Non-Life Insurance Modelling of Insurance Business Reinsurance Risk Theory

Editors and affiliations

  • Dmitrii Silvestrov
    • 1
  • Anders Martin-Löf
    • 2
  1. 1.Department of Mathematics Professor of Mathematical StatisticsStockholm UniversityStockholmSweden
  2. 2.Department of Mathematics Professor in Mathematical StatisticsStockholm UniversityStockholmSweden

Bibliographic information