Edit Profile (opens in new tab) Sundt, Bjørn Rosted Compute Distance To: Compute Author ID: sundt.bjorn-rosted Published as: Sundt, Bjørn; Sundt, Bjorn; Sundt, B.; Sundt, Bjørn Rosted; Sundt, Bjoern External Links: MGP Documents Indexed: 57 Publications since 1979, including 5 Books 1 Contribution as Editor Co-Authors: 12 Co-Authors with 21 Joint Publications 202 Co-Co-Authors all top 5 Co-Authors 37 single-authored 4 Dhaene, Jan 4 Teugels, Jozef L. 4 Vernic, Raluca 2 Dickson, David C. M. 2 Jewell, William S. 2 Willmot, Gordon E. 1 De Pril, Nelson 1 de Vylder, Florent Etienne 1 Egídio dos Reis, Alfredo D. 1 Ekuma, Okechukwu 1 Gilde, Vibeke 1 Willmont, Gordon all top 5 Serials 19 Scandinavian Actuarial Journal 17 Insurance Mathematics & Economics 6 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 4 Mitteilungen. Vereinigung Schweizerischer Versicherungsmathematiker (VSV) 2 Scandinavian Actuarial Journal 2 ASTIN Bulletin 1 Cahiers du Centre d’Études de Recherche Opérationnelle 1 Belgian Actuarial Bulletin all top 5 Fields 52 Statistics (62-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Probability theory and stochastic processes (60-XX) 1 History and biography (01-XX) 1 Integral equations (45-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 43 Publications have been cited 349 times in 257 Documents Cited by ▼ Year ▼ Ruin estimates under interest force. Zbl 0838.62098Sundt, Bjørn; Teugels, Jozef L. 86 1995 Recursions for convolutions and compound distributions with insurance applications. Zbl 1175.60004Sundt, Bjørn; Vernic, Raluca 31 2009 The adjustment function in ruin estimates under interest force. Zbl 0910.62107Sundt, Bjørn; Teugels, Jozef L. 29 1997 Recursive credibility estimation. Zbl 0463.62093Sundt, Bjorn 20 1981 A hierarchical credibility regression model. Zbl 0418.62087Sundt, Bjorn 16 1979 Encyclopedia of actuarial science. 3 Vols. Zbl 1114.62112 14 2004 A multi-level hierarchical credibility regression model. Zbl 0432.62074Sundt, Bjorn 12 1980 Recursive evaluation of aggregate claims distributions. Zbl 1074.62533Sundt, Bjørn 12 2002 On approximating distributions by approximating their De Pril transforms. Zbl 1031.62500Dhaene, Jan; Sundt, Bjørn 10 1998 Some results on moments and cumulants. Zbl 1031.62501Sundt, Bjørn; Dhaene, Jan; De Pril, Nelson 10 1998 On bonus systems with credibility scales. Zbl 0682.62085Gilde, Vibeke; Sundt, Bjørn 8 1989 On evaluation of the Delaporte distribution and related distributions. Zbl 0721.62019Willmot, Gordon E.; Sundt, Bjørn 8 1989 Finite credibility formulae in evolutionary models. Zbl 0526.62094Sundt, Bjorn 7 1983 An introduction to non-life insurance mathematics. Zbl 0543.62087Sundt, Bjørn 7 1984 An introduction to non-life insurance mathematics. 3rd ed. Zbl 0811.62098Sundt, Bjørn 7 1993 Improved approximations for the distribution of a heterogeneous risk portfolio. Zbl 0482.62011Jewell, William S.; Sundt, Bjorn 6 1981 An introduction to non-life insurance mathematics. 2., neubearb. Aufl. Zbl 0727.62102Sundt, Bjørn 6 1991 Parameter estimation in some credibility models. Zbl 0539.62110Sundt, Bjørn 5 1983 A generalisation of the De Pril transform. Zbl 1031.62507Sundt, Bjørn 5 1998 Some recursions for moments of compound distributions. Zbl 1103.62320Sundt, Bjørn 5 2003 On error bounds for approximations to multivariate distributions. Zbl 1056.62503Sundt, Bjørn 4 2000 Recursion for distribution functions and stop-loss transforms. Zbl 0922.62110Dhaene, Jan; Willmont, Gordon; Sundt, Bjørn 4 1999 The multivariate De Pril transform. Zbl 1103.62319Sundt, Bjørn 3 2000 The De Pril transform of a compound \(\mathcal{R}_k\) distribution. Zbl 1187.91111Sundt, Bjørn; Ekuma, Okechukwu 3 1999 On posterior probabilities and moments in mixed Poisson processes. Zbl 0711.62093Willmot, Gordon E.; Sundt, Bjørn 3 1989 Bonus hunger and credibility estimators with geometric weights. Zbl 0676.62087Sundt, Bjørn 2 1989 Constrained credibility estimators in the regression model. Zbl 0496.62086de Vylder, Florian; Sundt, Bjorn 2 1982 On greatest accuracy credibility with limited fluctuation. Zbl 0769.62078Sundt, Bjørn 2 1992 Credibility and relative exchangeability. Zbl 0404.62075Sundt, Bjorn 2 1979 On choice of statistics in credibility estimation. Zbl 0423.62081Sundt, Bjorn 2 1979 On asymptotic rates on line in excess of loss reinsurance. Zbl 0723.62068Sundt, Bjørn 2 1991 Some recursions for moments of \(n\)-fold convolutions. Zbl 1103.91372Sundt, Bjørn 2 2003 Multivariate compound Poisson distributions and infinite divisibility. Zbl 1040.60013Sundt, Bjørn 2 2000 Discussion on W. Hürlimann: Error bounds for stop-loss premiums calculated with the fast Fourier transform. Zbl 0649.62101Sundt, Bjørn 2 1986 Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model. Zbl 1333.91038Sundt, Bjørn; dos Reis, A. D. E. 2 2007 The variance part of the credibility premium without the jackknife. Zbl 0496.62087Sundt, Bjorn 1 1982 Invariantly recursive credibility estimation. Zbl 0502.62088Sundt, Bjorn 1 1982 On the problem of testing whether a mixed Poisson process is homogeneous. Zbl 0503.62078Sundt, Bjorn 1 1982 Credibility models allowing durational effects. Zbl 0513.62104Sundt, Bjorn 1 1983 On approximating aggregate claims distributions and stop-loss premiums by truncation. Zbl 0739.62080Sundt, Bjørn 1 1991 Comparison of methods for evaluation of the \(n\)-fold convolution of an arithmetic distribution. Zbl 1187.62033Sundt, Bjørn; Dickson, David C. M. 1 2000 A stop-loss experience rating scheme for fleets of cars. Zbl 0729.62628Teugels, Jozef L.; Sundt, Bjoern 1 1991 Credibility models allowing durational effects. Zbl 0638.62101Sundt, Bjørn Rosted 1 1982 Recursions for convolutions and compound distributions with insurance applications. Zbl 1175.60004Sundt, Bjørn; Vernic, Raluca 31 2009 Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model. Zbl 1333.91038Sundt, Bjørn; dos Reis, A. D. E. 2 2007 Encyclopedia of actuarial science. 3 Vols. Zbl 1114.62112 14 2004 Some recursions for moments of compound distributions. Zbl 1103.62320Sundt, Bjørn 5 2003 Some recursions for moments of \(n\)-fold convolutions. Zbl 1103.91372Sundt, Bjørn 2 2003 Recursive evaluation of aggregate claims distributions. Zbl 1074.62533Sundt, Bjørn 12 2002 On error bounds for approximations to multivariate distributions. Zbl 1056.62503Sundt, Bjørn 4 2000 The multivariate De Pril transform. Zbl 1103.62319Sundt, Bjørn 3 2000 Multivariate compound Poisson distributions and infinite divisibility. Zbl 1040.60013Sundt, Bjørn 2 2000 Comparison of methods for evaluation of the \(n\)-fold convolution of an arithmetic distribution. Zbl 1187.62033Sundt, Bjørn; Dickson, David C. M. 1 2000 Recursion for distribution functions and stop-loss transforms. Zbl 0922.62110Dhaene, Jan; Willmont, Gordon; Sundt, Bjørn 4 1999 The De Pril transform of a compound \(\mathcal{R}_k\) distribution. Zbl 1187.91111Sundt, Bjørn; Ekuma, Okechukwu 3 1999 On approximating distributions by approximating their De Pril transforms. Zbl 1031.62500Dhaene, Jan; Sundt, Bjørn 10 1998 Some results on moments and cumulants. Zbl 1031.62501Sundt, Bjørn; Dhaene, Jan; De Pril, Nelson 10 1998 A generalisation of the De Pril transform. Zbl 1031.62507Sundt, Bjørn 5 1998 The adjustment function in ruin estimates under interest force. Zbl 0910.62107Sundt, Bjørn; Teugels, Jozef L. 29 1997 Ruin estimates under interest force. Zbl 0838.62098Sundt, Bjørn; Teugels, Jozef L. 86 1995 An introduction to non-life insurance mathematics. 3rd ed. Zbl 0811.62098Sundt, Bjørn 7 1993 On greatest accuracy credibility with limited fluctuation. Zbl 0769.62078Sundt, Bjørn 2 1992 An introduction to non-life insurance mathematics. 2., neubearb. Aufl. Zbl 0727.62102Sundt, Bjørn 6 1991 On asymptotic rates on line in excess of loss reinsurance. Zbl 0723.62068Sundt, Bjørn 2 1991 On approximating aggregate claims distributions and stop-loss premiums by truncation. Zbl 0739.62080Sundt, Bjørn 1 1991 A stop-loss experience rating scheme for fleets of cars. Zbl 0729.62628Teugels, Jozef L.; Sundt, Bjoern 1 1991 On bonus systems with credibility scales. Zbl 0682.62085Gilde, Vibeke; Sundt, Bjørn 8 1989 On evaluation of the Delaporte distribution and related distributions. Zbl 0721.62019Willmot, Gordon E.; Sundt, Bjørn 8 1989 On posterior probabilities and moments in mixed Poisson processes. Zbl 0711.62093Willmot, Gordon E.; Sundt, Bjørn 3 1989 Bonus hunger and credibility estimators with geometric weights. Zbl 0676.62087Sundt, Bjørn 2 1989 Discussion on W. Hürlimann: Error bounds for stop-loss premiums calculated with the fast Fourier transform. Zbl 0649.62101Sundt, Bjørn 2 1986 An introduction to non-life insurance mathematics. Zbl 0543.62087Sundt, Bjørn 7 1984 Finite credibility formulae in evolutionary models. Zbl 0526.62094Sundt, Bjorn 7 1983 Parameter estimation in some credibility models. Zbl 0539.62110Sundt, Bjørn 5 1983 Credibility models allowing durational effects. Zbl 0513.62104Sundt, Bjorn 1 1983 Constrained credibility estimators in the regression model. Zbl 0496.62086de Vylder, Florian; Sundt, Bjorn 2 1982 The variance part of the credibility premium without the jackknife. Zbl 0496.62087Sundt, Bjorn 1 1982 Invariantly recursive credibility estimation. Zbl 0502.62088Sundt, Bjorn 1 1982 On the problem of testing whether a mixed Poisson process is homogeneous. Zbl 0503.62078Sundt, Bjorn 1 1982 Credibility models allowing durational effects. Zbl 0638.62101Sundt, Bjørn Rosted 1 1982 Recursive credibility estimation. Zbl 0463.62093Sundt, Bjorn 20 1981 Improved approximations for the distribution of a heterogeneous risk portfolio. Zbl 0482.62011Jewell, William S.; Sundt, Bjorn 6 1981 A multi-level hierarchical credibility regression model. Zbl 0432.62074Sundt, Bjorn 12 1980 A hierarchical credibility regression model. Zbl 0418.62087Sundt, Bjorn 16 1979 Credibility and relative exchangeability. Zbl 0404.62075Sundt, Bjorn 2 1979 On choice of statistics in credibility estimation. Zbl 0423.62081Sundt, Bjorn 2 1979 all cited Publications top 5 cited Publications all top 5 Cited by 282 Authors 25 Sundt, Bjørn Rosted 8 Cai, Jun 7 Vernic, Raluca 6 Kremer, Erhard K. 6 Tang, Qihe 6 Willmot, Gordon E. 6 Wu, Rong 6 Yang, Hailiang 5 Denuit, Michel M. 5 Dhaene, Jan 5 Hu, Yijun 5 Hürlimann, Werner 5 Paulsen, Jostein 5 Pitselis, Georgios 5 Wang, Guojing 4 Calderín Ojeda, Enrique 4 Cheung, Eric C. K. 4 Gómez-Déniz, Emilio 4 Lefèvre, Claude 4 Léveillé, Ghislain 4 Ren, Jiandong 4 Sangüesa, Carmen 4 Szynal, Dominik 4 Teugels, Jozef L. 4 Wang, Rongming 4 Yin, Chuancun 3 Dickson, David C. M. 3 Gerber, Hans U. 3 Konstantinides, Dimitrios G. 3 Li, Shuanming 3 Loisel, Stéphane 3 Steliga, Katarzyna 3 Yao, Dingjun 3 Young, Virginia R. 3 Yuan, Haili 3 Yuen, Kam Chuen 3 Zhang, Lihong 2 Adékambi, Franck 2 Albrecher, Hansjörg 2 Andrade e Silva, João Manuel 2 Asmussen, Søren 2 Cardoso, Rui M. R. 2 Chadjiconstantinidis, Stathis 2 Chiu, Sung Nok 2 De Lourdes Centeno, Maria 2 Dutang, Christophe 2 Eisele, Karl-Theodor 2 Feng, Runhuan 2 Gjessing, Håkon K. 2 Højgaard, Bjarne 2 Jewell, William S. 2 Jin, Tao 2 Landriault, David 2 Leonenko, Nikolai N. 2 Lu, Yi 2 Neuhaus, Walther 2 Ng, Kai Wang 2 Norkin, B. V. 2 Picard, Philippe 2 Robe-Voinea, Elena-Gratiela 2 Taksar, Michael I. 2 Tsai, Cary Chi-Liang 2 Tsitsiashvili, Gurami Sh. 2 Wang, Chunwei 2 Waters, Howard R. 2 Weba, Michael 2 Woo, Jae-Kyung 2 Zehnwirth, Ben 2 Zhang, Chunsheng 1 Adamic, Peter F. 1 Adelfio, Giada 1 Adell, José Antonio 1 Afonso, Lourdes B. 1 Anh, Vo V. 1 Antzoulakos, Demetrios L. 1 Arnold, Barry Charles 1 Asamoah, Kwadwo 1 Avram, Florin 1 Bai, Manying 1 Bakar, S. A. A. 1 Bakouch, Hassan S. 1 Balasooriya, Uditha 1 Bao, Zhenhua 1 Becker-Kern, Peter 1 Beknazaryan, Aleksandr F. 1 Bhati, Deepesh 1 Bondarev, Borys Volodymyrovych 1 Borovkov, Aleksandr Alekseevich 1 Boucher, Jean-Philippe 1 Boxma, Onno Johan 1 Bozikas, Apostolos 1 Brazauskas, Vytaras 1 Brekelmans, Ruud C. M. 1 Bruno, Maria Giuseppina 1 Camerini, Emanuela 1 Centeno, Lourdes 1 Chan, Fung-Yee 1 Chen, Yiqing 1 Chen, Yongzhao 1 Cheng, Jianhua ...and 182 more Authors all top 5 Cited in 56 Serials 79 Insurance Mathematics & Economics 21 Scandinavian Actuarial Journal 16 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 15 Scandinavian Actuarial Journal 14 ASTIN Bulletin 11 North American Actuarial Journal 8 Communications in Statistics. Theory and Methods 6 Methodology and Computing in Applied Probability 5 Advances in Applied Probability 4 Journal of Computational and Applied Mathematics 4 Acta Mathematicae Applicatae Sinica. English Series 4 Stochastic Models 3 Journal of Applied Probability 3 Statistics & Probability Letters 3 Stochastic Analysis and Applications 3 Stochastic Processes and their Applications 3 Cybernetics and Systems Analysis 3 Applicationes Mathematicae 3 Acta Mathematica Sinica. English Series 3 Applied Stochastic Models in Business and Industry 2 Computers & Mathematics with Applications 2 Journal of Mathematical Analysis and Applications 2 Journal of Econometrics 2 Journal of Multivariate Analysis 2 The Annals of Applied Probability 2 European Journal of Operational Research 2 Mathematical Problems in Engineering 2 Wuhan University Journal of Natural Sciences (WUJNS) 2 European Actuarial Journal 1 Metrika 1 Annals of the Institute of Statistical Mathematics 1 Applied Mathematics and Computation 1 International Journal of Mathematics and Mathematical Sciences 1 International Statistical Review 1 Journal of Mathematical Economics 1 Journal of Statistical Planning and Inference 1 Mathematics of Operations Research 1 Operations Research Letters 1 Statistics 1 Annals of Operations Research 1 Applications of Mathematics 1 Communications in Statistics. Simulation and Computation 1 Journal of Statistical Computation and Simulation 1 Journal of Mathematical Sciences (New York) 1 Computational and Applied Mathematics 1 Bernoulli 1 Journal of Inequalities and Applications 1 Far East Journal of Applied Mathematics 1 Probability in the Engineering and Informational Sciences 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Journal of Applied Mathematics and Computing 1 East Asian Mathematical Journal 1 Risk and Decision Analysis 1 Journal of Probability and Statistics 1 East Asian Journal on Applied Mathematics 1 Dependence Modeling all top 5 Cited in 13 Fields 164 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 161 Statistics (62-XX) 98 Probability theory and stochastic processes (60-XX) 15 Numerical analysis (65-XX) 5 Operations research, mathematical programming (90-XX) 4 Integral equations (45-XX) 3 Systems theory; control (93-XX) 2 Combinatorics (05-XX) 2 Integral transforms, operational calculus (44-XX) 2 Operator theory (47-XX) 1 Number theory (11-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) Citations by Year