KTH Mathematics


Research interests

Insurance- and financial mathematics and risk management.


Papers

H. Aro, B. Djehiche and B. Lofdahl (2013), Stochastic modelling of disability insurance in a multi-period framework. Scandinavian Actuarial Journal.


Manuscripts

B. Djehiche and B. Lofdahl, Risk aggregation and stochastic claims reserving in disability insurance.


Address:
Department of Mathematics
Royal Institute of Technology
SE-100 44 Stockholm
Sweden
Email: bjornlg at kth dot se
Published by: Björn Löfdahl
Updated: 14/8-2013