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Anders Martin-Löf


Professor i matematisk statistik

Postadress/Postal address
Department of Mathematics
Stockholm University
SE-106 91 Stockholm
Sweden

Besöksadress/Address for visitors
Kräftriket
(Roslagsv. 101, Stockholm)
Rum/Room no   301
Hus/Building no   6
Tel/Phone   +46 8 16 4551
EpostEmail andersmlmath.su.se

Undervisning

Under läsåret 2001/02 undervisar jag på kursen

Research areas

  • Insurance mathematics
  • Statistical physics
  • Probability
  • Large deviations

Publications

  • Martin-Löf, Anders (2001): An analysis of two modifications of the Petersburg game and of another game allowing arbitrage. Report 2001:11, Mathematical Statistics, Stockholm University.
  • Greenwood, Priscilla E., Stephen A.Marion and Anders Martin-Löf (2001): The asymptotics of a near-critical epidemic. Report 2001:7, Mathematical Statistics, Stockholm University.
    September 2001
  • Martin-Löf, Anders. Harald Cramer and insurance mathematics. Applied Stochastic Models and Data Analysis, (1995), no. 11, 271-276.
  • Martin-Löf, Anders (ed.) Harald Cramer symposium, held in Stockholm, Sweden on September 24-25, 1993. Proceedings. Scand. Actuarial J.
    (1995), No.1, 152 p.
  • Cramér, Harald. Collected works. Vol. I, II. Edited and with a preface by Anders Martin-Löf. Springer-Verlag, Berlin, (1994). Vol. I: xx+728 pp.;
    Vol. II: pp. i--viii and 729--1437. ISBN: 3-540-56671-6
  • Martin-Löf, Anders. Lectures on the use of control theory in insurance. Scand. Actuar. J. (1994), no. 1, 1--25.
  • Martin-Löf, Anders. The final size of a nearly critical epidemic, and the first passage time of a Wiener process to a parabolic barrier. (1994)
    Research report N 179, Stockholms Universitet, 1-15.
  • Martin-Löf, Anders. Threshold limit theorems in the theory of rumors, snowball sampling and epidemics. Stochastic processes in epidemic theory,
    Proc. Conf., Luminy/Fr. 1988, Lect. Notes Biomath. 86, 184-188 (1990).
  • Martin-Löf, Anders. A stochastic theory of life insurance. Scand. Actuar. J. (1986), no. 2, 65--81.
  • Martin-Löf, Anders. Entropy estimates for the first passage time of a random walk to a time dependent barrier. Scand. J. Statist. 13 (1986), no. 3,
    221--229.
  • Martin-Löf, Anders. Entropy, a useful concept in risk theory. Scand. Actuar. J. (1986), no. 3-4, 223--235.
  • Martin-Löf, Anders. Symmetric sampling procedures, general epidemic processes and their threshold limit theorems. J. Appl. Probab. 23 (1986), no.
    2, 265--282.
  • Martin-Löf, Anders. A limit theorem which clarifies the "Petersburg paradox". J. Appl. Probab. 22 (1985), no. 3, 634--643.
  • Martin-Löf, Anders. Entropy estimates for ruin probabilities. Probability and mathematical statistics, 129--139, Uppsala Univ., Uppsala, (1983).
  • Martin-Löf, Anders. Premium control in an insurance system, an approach using linear control theory. Scand. Actuar. J. (1983), no. 1, 1--27.
  • Martin-Löf, Anders. A Laplace approximation for sums of independent random variables. Z. Wahrsch. Verw. Gebiete 59 (1982), no. 1, 101--115.
  • Martin-Löf, Anders. Statistical mechanics and the foundations of thermodynamics. Lecture Notes in Physics, 101. Springer-Verlag, Berlin-New
    York, 1979. ii+120 pp. ISBN: 3-540-09255-2
  • von Bahr, Bengt; Martin-Löf, Anders. Threshold limit theorems for some epidemic processes. Adv. in Appl. Probab. 12 (1980), no. 2, 319--349.
  • Martin-Löf, Anders. The equivalence of ensembles and the Gibbs phase rule for classical lattice systems. J. Statist. Phys. 20 (1979), no. 5, 557--569.
  • Martin-Löf, Anders. Limit theorems for the motion of a Poisson system of independent Markovian particles with high density. Z.
    Wahrscheinlichkeitstheorie und Verw. Gebiete 34 (1976), no. 3, 205--223.
  • Martin-Löf, Anders. A method for finding the optimal decision rule for a policy holder of an insurance with a bonus sytem. Skand. Aktuarietidskr.
    (1973), 23--29.
  • Martin-Löf, Anders. Mixing properties, differentiability of the free energy and the central limit theorem for a pure phase in the Ising model at low
    temperature. Comm. Math. Phys. 32 (1973), 75--92.
  • Lebowitz, Joel L.; Martin-Löf, Anders. On the uniqueness of the equilibrium state for Ising spin systems. Comm. Math. Phys. 25 (1972), 276--282.
  • Martin-Löf, Anders. On the spontaneous magnetization in the Ising model. Comm. Math. Phys. 24 (1972), 253--259.
  • Martin-Löf, Anders. A central limit theorem for Markov chains, and its application to the calculation of transition probabilities in a mine field.
    Skand. Aktuarietidskr (1967) 70--86.
  • Martin-Löf, Anders. Existence of a stationary control for a Markov chain maximizing the average reward. Operations Res. 15 (1967) 866--871.
  • Martin-Löf, Anders. Optimal control of a continuous-time Markov chain with periodic transition probabilities. Operations Res. 15 (1967) 872--881.
  • Martin-Löf, Anders. A limit theorem for the size of the $n$th generation of an age-dependent branching process. J. Math. Anal. Appl. 15 (1966)
    273--279.



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