×

Sundt, Bjørn Rosted

Compute Distance To:
Author ID: sundt.bjorn-rosted Recent zbMATH articles by "Sundt, Bjørn Rosted"
Published as: Sundt, Bjørn; Sundt, Bjorn; Sundt, B.; Sundt, Bjørn Rosted; Sundt, Bjoern
External Links: MGP

Publications by Year

Citations contained in zbMATH Open

43 Publications have been cited 349 times in 257 Documents Cited by Year
Ruin estimates under interest force. Zbl 0838.62098
Sundt, Bjørn; Teugels, Jozef L.
86
1995
Recursions for convolutions and compound distributions with insurance applications. Zbl 1175.60004
Sundt, Bjørn; Vernic, Raluca
31
2009
The adjustment function in ruin estimates under interest force. Zbl 0910.62107
Sundt, Bjørn; Teugels, Jozef L.
29
1997
Recursive credibility estimation. Zbl 0463.62093
Sundt, Bjorn
20
1981
A hierarchical credibility regression model. Zbl 0418.62087
Sundt, Bjorn
16
1979
Encyclopedia of actuarial science. 3 Vols. Zbl 1114.62112
14
2004
A multi-level hierarchical credibility regression model. Zbl 0432.62074
Sundt, Bjorn
12
1980
Recursive evaluation of aggregate claims distributions. Zbl 1074.62533
Sundt, Bjørn
12
2002
On approximating distributions by approximating their De Pril transforms. Zbl 1031.62500
Dhaene, Jan; Sundt, Bjørn
10
1998
Some results on moments and cumulants. Zbl 1031.62501
Sundt, Bjørn; Dhaene, Jan; De Pril, Nelson
10
1998
On bonus systems with credibility scales. Zbl 0682.62085
Gilde, Vibeke; Sundt, Bjørn
8
1989
On evaluation of the Delaporte distribution and related distributions. Zbl 0721.62019
Willmot, Gordon E.; Sundt, Bjørn
8
1989
Finite credibility formulae in evolutionary models. Zbl 0526.62094
Sundt, Bjorn
7
1983
An introduction to non-life insurance mathematics. Zbl 0543.62087
Sundt, Bjørn
7
1984
An introduction to non-life insurance mathematics. 3rd ed. Zbl 0811.62098
Sundt, Bjørn
7
1993
Improved approximations for the distribution of a heterogeneous risk portfolio. Zbl 0482.62011
Jewell, William S.; Sundt, Bjorn
6
1981
An introduction to non-life insurance mathematics. 2., neubearb. Aufl. Zbl 0727.62102
Sundt, Bjørn
6
1991
Parameter estimation in some credibility models. Zbl 0539.62110
Sundt, Bjørn
5
1983
A generalisation of the De Pril transform. Zbl 1031.62507
Sundt, Bjørn
5
1998
Some recursions for moments of compound distributions. Zbl 1103.62320
Sundt, Bjørn
5
2003
On error bounds for approximations to multivariate distributions. Zbl 1056.62503
Sundt, Bjørn
4
2000
Recursion for distribution functions and stop-loss transforms. Zbl 0922.62110
Dhaene, Jan; Willmont, Gordon; Sundt, Bjørn
4
1999
The multivariate De Pril transform. Zbl 1103.62319
Sundt, Bjørn
3
2000
The De Pril transform of a compound \(\mathcal{R}_k\) distribution. Zbl 1187.91111
Sundt, Bjørn; Ekuma, Okechukwu
3
1999
On posterior probabilities and moments in mixed Poisson processes. Zbl 0711.62093
Willmot, Gordon E.; Sundt, Bjørn
3
1989
Bonus hunger and credibility estimators with geometric weights. Zbl 0676.62087
Sundt, Bjørn
2
1989
Constrained credibility estimators in the regression model. Zbl 0496.62086
de Vylder, Florian; Sundt, Bjorn
2
1982
On greatest accuracy credibility with limited fluctuation. Zbl 0769.62078
Sundt, Bjørn
2
1992
Credibility and relative exchangeability. Zbl 0404.62075
Sundt, Bjorn
2
1979
On choice of statistics in credibility estimation. Zbl 0423.62081
Sundt, Bjorn
2
1979
On asymptotic rates on line in excess of loss reinsurance. Zbl 0723.62068
Sundt, Bjørn
2
1991
Some recursions for moments of \(n\)-fold convolutions. Zbl 1103.91372
Sundt, Bjørn
2
2003
Multivariate compound Poisson distributions and infinite divisibility. Zbl 1040.60013
Sundt, Bjørn
2
2000
Discussion on W. Hürlimann: Error bounds for stop-loss premiums calculated with the fast Fourier transform. Zbl 0649.62101
Sundt, Bjørn
2
1986
Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model. Zbl 1333.91038
Sundt, Bjørn; dos Reis, A. D. E.
2
2007
The variance part of the credibility premium without the jackknife. Zbl 0496.62087
Sundt, Bjorn
1
1982
Invariantly recursive credibility estimation. Zbl 0502.62088
Sundt, Bjorn
1
1982
On the problem of testing whether a mixed Poisson process is homogeneous. Zbl 0503.62078
Sundt, Bjorn
1
1982
Credibility models allowing durational effects. Zbl 0513.62104
Sundt, Bjorn
1
1983
On approximating aggregate claims distributions and stop-loss premiums by truncation. Zbl 0739.62080
Sundt, Bjørn
1
1991
Comparison of methods for evaluation of the \(n\)-fold convolution of an arithmetic distribution. Zbl 1187.62033
Sundt, Bjørn; Dickson, David C. M.
1
2000
A stop-loss experience rating scheme for fleets of cars. Zbl 0729.62628
Teugels, Jozef L.; Sundt, Bjoern
1
1991
Credibility models allowing durational effects. Zbl 0638.62101
Sundt, Bjørn Rosted
1
1982
Recursions for convolutions and compound distributions with insurance applications. Zbl 1175.60004
Sundt, Bjørn; Vernic, Raluca
31
2009
Cramér-Lundberg results for the infinite time ruin probability in the compound binomial model. Zbl 1333.91038
Sundt, 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 1103.62320
Sundt, Bjørn
5
2003
Some recursions for moments of \(n\)-fold convolutions. Zbl 1103.91372
Sundt, Bjørn
2
2003
Recursive evaluation of aggregate claims distributions. Zbl 1074.62533
Sundt, Bjørn
12
2002
On error bounds for approximations to multivariate distributions. Zbl 1056.62503
Sundt, Bjørn
4
2000
The multivariate De Pril transform. Zbl 1103.62319
Sundt, Bjørn
3
2000
Multivariate compound Poisson distributions and infinite divisibility. Zbl 1040.60013
Sundt, Bjørn
2
2000
Comparison of methods for evaluation of the \(n\)-fold convolution of an arithmetic distribution. Zbl 1187.62033
Sundt, Bjørn; Dickson, David C. M.
1
2000
Recursion for distribution functions and stop-loss transforms. Zbl 0922.62110
Dhaene, Jan; Willmont, Gordon; Sundt, Bjørn
4
1999
The De Pril transform of a compound \(\mathcal{R}_k\) distribution. Zbl 1187.91111
Sundt, Bjørn; Ekuma, Okechukwu
3
1999
On approximating distributions by approximating their De Pril transforms. Zbl 1031.62500
Dhaene, Jan; Sundt, Bjørn
10
1998
Some results on moments and cumulants. Zbl 1031.62501
Sundt, Bjørn; Dhaene, Jan; De Pril, Nelson
10
1998
A generalisation of the De Pril transform. Zbl 1031.62507
Sundt, Bjørn
5
1998
The adjustment function in ruin estimates under interest force. Zbl 0910.62107
Sundt, Bjørn; Teugels, Jozef L.
29
1997
Ruin estimates under interest force. Zbl 0838.62098
Sundt, Bjørn; Teugels, Jozef L.
86
1995
An introduction to non-life insurance mathematics. 3rd ed. Zbl 0811.62098
Sundt, Bjørn
7
1993
On greatest accuracy credibility with limited fluctuation. Zbl 0769.62078
Sundt, Bjørn
2
1992
An introduction to non-life insurance mathematics. 2., neubearb. Aufl. Zbl 0727.62102
Sundt, Bjørn
6
1991
On asymptotic rates on line in excess of loss reinsurance. Zbl 0723.62068
Sundt, Bjørn
2
1991
On approximating aggregate claims distributions and stop-loss premiums by truncation. Zbl 0739.62080
Sundt, Bjørn
1
1991
A stop-loss experience rating scheme for fleets of cars. Zbl 0729.62628
Teugels, Jozef L.; Sundt, Bjoern
1
1991
On bonus systems with credibility scales. Zbl 0682.62085
Gilde, Vibeke; Sundt, Bjørn
8
1989
On evaluation of the Delaporte distribution and related distributions. Zbl 0721.62019
Willmot, Gordon E.; Sundt, Bjørn
8
1989
On posterior probabilities and moments in mixed Poisson processes. Zbl 0711.62093
Willmot, Gordon E.; Sundt, Bjørn
3
1989
Bonus hunger and credibility estimators with geometric weights. Zbl 0676.62087
Sundt, Bjørn
2
1989
Discussion on W. Hürlimann: Error bounds for stop-loss premiums calculated with the fast Fourier transform. Zbl 0649.62101
Sundt, Bjørn
2
1986
An introduction to non-life insurance mathematics. Zbl 0543.62087
Sundt, Bjørn
7
1984
Finite credibility formulae in evolutionary models. Zbl 0526.62094
Sundt, Bjorn
7
1983
Parameter estimation in some credibility models. Zbl 0539.62110
Sundt, Bjørn
5
1983
Credibility models allowing durational effects. Zbl 0513.62104
Sundt, Bjorn
1
1983
Constrained credibility estimators in the regression model. Zbl 0496.62086
de Vylder, Florian; Sundt, Bjorn
2
1982
The variance part of the credibility premium without the jackknife. Zbl 0496.62087
Sundt, Bjorn
1
1982
Invariantly recursive credibility estimation. Zbl 0502.62088
Sundt, Bjorn
1
1982
On the problem of testing whether a mixed Poisson process is homogeneous. Zbl 0503.62078
Sundt, Bjorn
1
1982
Credibility models allowing durational effects. Zbl 0638.62101
Sundt, Bjørn Rosted
1
1982
Recursive credibility estimation. Zbl 0463.62093
Sundt, Bjorn
20
1981
Improved approximations for the distribution of a heterogeneous risk portfolio. Zbl 0482.62011
Jewell, William S.; Sundt, Bjorn
6
1981
A multi-level hierarchical credibility regression model. Zbl 0432.62074
Sundt, Bjorn
12
1980
A hierarchical credibility regression model. Zbl 0418.62087
Sundt, Bjorn
16
1979
Credibility and relative exchangeability. Zbl 0404.62075
Sundt, Bjorn
2
1979
On choice of statistics in credibility estimation. Zbl 0423.62081
Sundt, Bjorn
2
1979
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

Citations by Year