Curriculum Vitae for (Torsten) Esbjörn Ohlsson, born June 6, 1957.

Exams:

Employment:

Appointments while Senior Lecturer at Stockholm University (SU):

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
  1. Ohlsson, E. (2014): Unallocated Loss Adjustment Expense Reserving. Scandinavian Actuarial Journal.
  2. 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.
  3. Björkwall, S., Hössjer, O., & Ohlsson, E. (2010): Bootstrapping the separation method in claims reserving. ASTIN Bulletin, 40(2), 845-869
  4. Ohlsson, E. & Lauzeningks, J. (2009): The one-year non-life insurance risk. Insurance: Mathematics and Economics, 45(2), 203-208.
  5. 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.
  6. Hössjer, O., Eriksson, B., Järnmalm, K. & Ohlsson, E. (2009): Assessing Individual Unexplained Variation in Non-Life Insurance. ASTIN Bulletin, 39(1), 249-273.
  7. Ohlsson, E. (2008): Combining generalized linear models and credibility models in practice. Scandinavian Actuarial Journal, 301--314.
  8. Ohlsson, E. & Johansson, B. (2006): Exact credibility and Tweedie models. ASTIN Bulletin, 36(1), 121-133.
Survey sampling theory
  1. Ohlsson, E. (1998): Sequential Poisson sampling. Journal of Official Statistics, 14, 149-162.
  2. Ohlsson, E. (1996): Cross-Classified Sampling. Journal of Official Statistics, 12, 241-251.
  3. Dalén, J . & Ohlsson, E. (1995): Variance estimation in the Swedish consumer price index. Journal of Business & Economic Statistics, 13, 347-356.
  4. 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.
  5. Ohlsson, E. (1989): Variance estimation in the the Rao-Hartley-Cochran procedure. Sankhya B, 51, 348-361.
  6. Ohlsson, E. (1989): Asymptotic normality for two-stage sampling from a finite population. Probability Theory and Related Fields 81, 341-352.
  7. 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):

  1. Ohlsson, E. (2008). The one-year non-life insurance risk. The 38th ASTIN Colloquium, Manchester, July 2008. 
  2. Ohlsson, E. (2005). Simplified estimation of structure parameters in hierarchical credibility. The 36th ASTIN Colloquium, Zürich, September 2005. 
  3. Ohlsson, E. (2004). Credibility rating in a multiplicative tariff. The 35th ASTIN Colloquium, Bergen, June 2004.
  4. 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/.
  5. 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):

  1. Ohlsson, E. (2001): Kort handledning i SAS. Kompendium, SU. (23 pages)
  2. Ohlsson, E. (2000): Log-linjära modeller och Logistisk regression Kompendium, SU. (131 pages)
  3. Ohlsson, E. (2000): Log-linjära modeller och Logistisk regression: Räkneövningar med Excel och SAS. Kompendium, SU. (20 pages)
  4. Ohlsson, E. (1993): Felfortplantningsformlerna. Kompendium, SU. (13 pages)

Supervision

Graduate student (Co-supervisor)
  1. Susanna Björkwall: Stochastic claims reserving in non-life insurance: Bootstrap and smoothing models. PhD 2011.
Master thesises (some of which may be found here):
  1. Anna Flodström: Separation av IBNYR och IBNER i reservsättningen för sjuk-och olycksfallsskador. 2013.
  2. Totte Pikanen: Stokastisk reservsättning med Tweedie-modeller och bootstrap-simulering. 2005.
  3. Elize Wästanfors: En reservberäkningsmetodik baserad på enskilda skador. 2005.
  4. Andreas Ericsson: Modellering av kostnaden för Excess of loss återförsäkring. 2004.
  5. Meng Ruoyan: Estimation of Dispersion Parameters in GLMs with and without Random Effects. 2004.
  6. Sabina Jusopovic: Variansjämförelse av excess-of-loss-kontrakt med och utan aggregerat självbehåll. 2003.
  7. Niklas Svensson: Asset and Liability Management för ett sakförsäkringsbolag. 2003. 
  8. Gunilla Munk: Jämförande studie av reservsättningmetoder inom ansvarsförsäkring. 2002.
  9. Victoria Carlsson: Anpassning av skadebeloppsfördelningar vid varierande självrisk. 2002.
  10. Annika Reistad: Fördelningsanpassning av anmälningstiden vid skadeförsäkring. 1999.
  11. Gunde Brandin och Morgan Skogh: Winsorisering av Outliers. Utvärdering av en metod som minskar inflytandet av extrema observationer vid stratifierat urval. 1997.
  12. Jesper Jacobsen: Urvals- och allokeringsproblem i konsumentprisindex. 1994.
  13. Harald Hannerz: Orthognatic surgery - from the patients viewpoint. 1993.

Member of PhD Thesis Committees:

Organizer:

Popular science

  1. Den glömda sannolikhetsfördelningen. Qvartilen 14;4, december 1999. (In Swedish.)
  2. Has participated in "Filosofiska rummet", "Värt att veta" and other radio programs.

Pedagogic prices:

Memberships:

Miscellanea:

Last updated May 2015