Risk And Stochastics: Ragnar Norberg

Risk And Stochastics: Ragnar Norberg
Author :
Publisher : World Scientific
Total Pages : 319
Release :
ISBN-10 : 9781786341969
ISBN-13 : 1786341964
Rating : 4/5 (964 Downloads)

Book Synopsis Risk And Stochastics: Ragnar Norberg by : Pauline Barrieu

Download or read book Risk And Stochastics: Ragnar Norberg written by Pauline Barrieu and published by World Scientific. This book was released on 2019-04-18 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: with an autobiography from Ragnar NorbergThe Risk and Stochastics Conference, held at the Royal Statistical Society in April 2015, brought together academics from the worlds of actuarial science, stochastic calculus, finance and statistics to celebrate the achievements of Professor Ragnar Norberg as he turned 70. After the conference, Ragnar Norberg suddenly fell very ill and passed away; this book honours his life and work.This collection of articles is written by speakers of the conference, themselves respected academics who have influenced and been influenced by the life and work of Professor Norberg. His professional and academic achievements are celebrated here, most significantly the instrumental work he put into setting up the world-renowned Risk and Stochastics Enterprise at the London School of Economics (LSE). Subjects covered include discussion of risk measurements, ruin constraint, supporting stable pensions, filtration in discrete time, Riesz means and Beurling moving averages and orthonormal polynomial expansions. Also featured are notes from contributors giving account of their personal relations with Professor Norberg, as well as an autobiographical chapter from the man himself.Aimed at graduate level students and researchers interested in the life and work of Ragnar Norberg, this book provides a unique opportunity to reflect on and understand key findings and ground-breaking research in modern actuarial and financial mathematics and their interface, while giving intimate insights into the life of a leading academic mind.


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