Curriculum
Vitae for (Torsten) Esbjörn
Ohlsson, born June 6, 1957.
Exams:
- Docent in Mathematical
Statistics, Stockholm University
(SU), 2007.
- Ph.D. in Mathematical
Statistics, Royal Institute of
Technology (KTH), 1987.
- B.Sc. (Högskoleexamen Matematikerlinjen), SU, 1982.
Employment:
- Adjunct
Professor in Insurance Mathematics, SU, autumn 2013-
- Senior Actuary,
Länsförsäkringar AB, part time
2001-2006, full time 2007-
- Senior Lecturer in
Mathematical Statistics, SU, 1997-2006 (full time, with
part time leave
during 2001-2006)
- Head, Statistical Methods Unit,
Statistics Sweden, 1997.
- Senior Lecturer in
Mathematical Statistics, SU, 1991- 1996; full time, with
25 % leave during 1991-1992.
- Senior Statistician,
Statistics Sweden (SCB), full time 1988-1990; part time 25 % 1991-1992.
- Senior lecturer in
Mathematical Statistics, KTH, 1987 - 1988, full time.
- Part-time assistant teacher,
KTH, 1982 - 1987.
Appointments
while Senior Lecturer
at Stockholm University (SU):
- Head of the Division of Math
Stats, SU, 1998 - 2004.
- Studierektor (Director of
studies) in Mathematical Statistics, SU, 1998-2003.
Book:
· Ohlsson,
E. & Johansson, B. (2010): Non-Life
Insurance Pricing with Generalized
Linear Models.
Springer, Heidelberg.
Articles
published in refereed
scientific journals and books:
Non-life insurance
mathematics
- Ohlsson, E.
(2014): Unallocated
Loss Adjustment Expense Reserving. Scandinavian
Actuarial Journal.
- Björkwall, S., Hössjer, O.,
Ohlsson, E. & Verrall, R.
(2011): A generalized
linear model with
smoothing effects for claims reserving.
Insurance: Mathematics and Economics, 49, 27-37.
- Björkwall, S., Hössjer, O.,
& Ohlsson, E. (2010): Bootstrapping the separation method in claims
reserving. ASTIN
Bulletin, 40(2), 845-869
- Ohlsson, E. & Lauzeningks,
J. (2009): The
one-year non-life insurance
risk. Insurance: Mathematics
and Economics, 45(2),
203-208.
- Björkwall, S. Hössjer, O.
& Ohlsson, E. (2009). Non-parametric
and parametric bootstrap techniques
for age-to-age development factor
methods in stochastic
claims reserving.
Scandinavian Actuarial
Journal, 306 - 331.
- Hössjer, O., Eriksson, B., Järnmalm, K. & Ohlsson,
E. (2009): Assessing Individual
Unexplained Variation in
Non-Life Insurance. ASTIN Bulletin, 39(1),
249-273.
- Ohlsson, E. (2008): Combining
generalized linear models
and credibility models in practice.
Scandinavian Actuarial
Journal, 301--314.
- Ohlsson, E. & Johansson, B. (2006): Exact credibility
and Tweedie models. ASTIN Bulletin,
36(1), 121-133.
Survey
sampling theory
- Ohlsson, E. (1998): Sequential
Poisson sampling. Journal of Official
Statistics, 14, 149-162.
- Ohlsson, E. (1996): Cross-Classified
Sampling. Journal of Official Statistics,
12, 241-251.
- Dalén, J . &
Ohlsson, E. (1995): Variance estimation in the Swedish consumer price
index. Journal of Business
& Economic Statistics, 13, 347-356.
- Ohlsson, E. (1995): Coordination
of Samples
Using Permanent Random Numbers.
In Business Survey Methods,
edited by Brenda Cox et al., pp 153-169. Wiley, New York.
- Ohlsson, E. (1989): Variance
estimation in the the Rao-Hartley-Cochran procedure. Sankhya
B, 51, 348-361.
- Ohlsson, E. (1989): Asymptotic
normality for two-stage sampling from a finite population. Probability Theory and Related
Fields 81, 341-352.
- Ohlsson, E. (1986): Asymptotic
normality of
the Rao-Hartley-Cochran estimator:
An application of the martingale
CLT. Scandinavian Journal of Statistics,
13, 17-28.
Conference
contributions since 2000 (peer
reviewed):
- Ohlsson, E. (2008). The one-year
non-life insurance
risk. The 38th ASTIN Colloquium,
Manchester, July 2008.
- Ohlsson, E. (2005). Simplified
estimation of
structure parameters in hierarchical credibility.
The 36th ASTIN Colloquium,
Zürich, September 2005.
- Ohlsson, E. (2004). Credibility
rating in a multiplicative
tariff. The 35th ASTIN Colloquium,
Bergen, June 2004.
- Ohlsson, E. & Johansson, B. (2004): Combining credibility
and GLM for rating of multi-level
factors. CAS 2004 Discussion Paper Program,
Colorado Springs. http://www.casact.org/pubs/dpp/dpp04/.
- Ohlsson, E. (2000): Coordination
of PPS Samples
Over Time. Proceedings of the Second International
Conference on Establishment Surveys, ASA, Alexandria,
Virginia, USA, pp 255-264.
Lecture
notes (in Swedish):
- Ohlsson, E. (2001): Kort handledning i SAS.
Kompendium, SU. (23 pages)
- Ohlsson, E. (2000): Log-linjära modeller och
Logistisk regression Kompendium, SU. (131 pages)
- Ohlsson, E. (2000): Log-linjära modeller och
Logistisk regression: Räkneövningar med Excel och SAS.
Kompendium, SU. (20 pages)
- Ohlsson, E. (1993): Felfortplantningsformlerna.
Kompendium, SU. (13 pages)
Supervision
Graduate
student (Co-supervisor)
- Susanna
Björkwall: Stochastic claims
reserving in non-life insurance:
Bootstrap and smoothing models.
PhD 2011.
Master
thesises (some
of which
may be found
here):
- Anna Flodström:
Separation
av IBNYR och IBNER i reservsättningen för sjuk-och
olycksfallsskador. 2013.
- Totte Pikanen:
Stokastisk reservsättning med Tweedie-modeller
och bootstrap-simulering. 2005.
- Elize Wästanfors: En
reservberäkningsmetodik baserad på enskilda skador. 2005.
- Andreas Ericsson: Modellering av kostnaden för
Excess of loss återförsäkring.
2004.
- Meng Ruoyan: Estimation of
Dispersion Parameters in GLMs with and without
Random Effects.
2004.
- Sabina Jusopovic:
Variansjämförelse av excess-of-loss-kontrakt
med och utan aggregerat självbehåll.
2003.
- Niklas Svensson: Asset and Liability Management för ett
sakförsäkringsbolag. 2003.
- Gunilla Munk: Jämförande studie av reservsättningmetoder inom
ansvarsförsäkring. 2002.
- Victoria Carlsson: Anpassning av
skadebeloppsfördelningar vid varierande självrisk. 2002.
- Annika Reistad:
Fördelningsanpassning av anmälningstiden vid
skadeförsäkring. 1999.
- Gunde Brandin och Morgan Skogh: Winsorisering av Outliers. Utvärdering av en metod
som minskar inflytandet av extrema observationer vid
stratifierat urval. 1997.
- Jesper Jacobsen: Urvals- och allokeringsproblem
i konsumentprisindex. 1994.
- Harald Hannerz: Orthognatic surgery
- from the patients viewpoint.
1993.
Member
of PhD Thesis
Committees:
- Martin Englund (2010): Pricing
of General Insurance and the Impact of
Asymmetric Information. Aarhus
Scholl of Business.
- Per-Gösta Andersson (2001): Improving Estimation
Quality in Large
Sample Surveys.
Organizer:
- Chair of the Organizing committee
for NORDSTAT 2002 - the 19th Nordic Conference on Mathematical Statistics.
- Organizer of an Invited author
session at 52nd ISI Session in Helsinki,
1999. (Coordination of samples
and managing response burden.)
Popular
science
- Den
glömda sannolikhetsfördelningen.
Qvartilen 14;4, december 1999.
(In Swedish.)
- Has participated
in "Filosofiska rummet", "Värt att veta" and other radio programs.
Pedagogic
prices:
- Nominated to SU's pedagogic
price 1992.
- Awarded the price "Den
Gyllene Pekpinnen" by the student division of the teachers
union Lärarnas Riksförbund 1991.
- Nominated to "Teacher of
the Year" at KTH by the
students in the computer science section
(datatekniksektionen) 1987.
Memberships:
- Full member of Svenska aktuarieföreningen
(Swedish Actuarial Society).
- Member of Svenska statistikfr_mjandet (Swedish Statistical Association).
Miscellanea:
- Associate editor of Journal
of Official
Statistics 2000-2001.
- Referee for a number
of manuscripts
for ASTIN Bulletin, Scandinavian Actuarial
Journal, Journal of Official Statistics,
Scandinavian Journal of Statistics, International Statistical Review.
- Member of
Försäkringstekniska Forskningsnämnden (the Swedish insurance research council).
- Chair of the Education Committee
of the Swedish Actuarial Society.
- Member of the Acounting Committee
of the Swedish Actuarial Society.
Last updated
May 2015