Jan Grandell

Decision Sciences · Social Sciences

18h-index2.4kcitations81works0.02yr avg
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Research Topics

Probability and Risk Models(29), Insurance, Mortality, Demography, Risk Management(13), Stochastic processes and financial applications(11), Financial Risk and Volatility Modeling(6), Simulation Techniques and Applications(5)

Publications81 total

Mixed Poisson Processes
2020· 18 cited
Segerdahl, Carl‐Otto (1912‐1972)
Wiley StatsRef: Statistics Reference Online·2014
<scp>P</scp>oisson Processes
Wiley StatsRef: Statistics Reference Online·2014· 3 cited
Ruin probabilities in a diffusion environment
Journal of Applied Probability·2011· 1 cited
Ruin probabilities in a diffusion environment
Journal of Applied Probability·2011· 2 citedOpen Access
Insurance Risk Models
Encyclopedia of Quantitative Finance·2010
The life and work of Olof Thorin (1912–2004); pp. 18–25
Proceedings of the Estonian Academy of Sciences·2008· 5 citedOpen Access
<scp>P</scp>oisson Processes
Encyclopedia of Actuarial Science·2004
Risk Theory and Geometric Sums
2002· 6 cited
Simple approximations of ruin probabilities
Insurance Mathematics and Economics·2000· 41 cited
Characterization of mixed Poisson processes
1997· 3 cited
Reliability properties of mixed Poisson processes
1997
Some related processes
1997
The risk business
1997
The mixed Poisson process
1997· 10 cited
Some basic concepts
1997
The mixed Poisson distribution
1997· 2 cited
Introduction
1997· 1 cited
Mixed Poisson Processes
1997· 410 cited
Compound mixed Poisson distributions
1997
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Frequent Co-authors

Henning Rodhe(6), Hanspeter Schmidli(3), Mats Hamrud(3), Tomas Björk(2), Paul Embrechts(1), C.-O. Segerdahl(1), P. Toll(1), Lennart Bondesson(1), J. Peetre(1), Lars Peiram(1), Sven-Åeke Widaeus(1)