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.

B. Djehiche and B. Lofdahl (2014), Risk aggregation and stochastic claims reserving in disability insurance. Insurance: Mathematics and Economics.


Preprints

B. Djehiche and B. Lofdahl, A hidden Markov approach to disability insurance. ArXiv Preprint.


Address:
Department of Mathematics
Royal Institute of Technology
SE-100 44 Stockholm
Sweden
Email: bjornlg at kth dot se
Published by: Björn Löfdahl
Updated: 8/1-2015