This article was written by Professor Rolf Sundberg in April 2013.

See also the longer version, in Swedish, with more detail of the history up to 1960

You can also find the information below in DiVA

The first two centuries of the Institute history are also discussed in Rolf Sundberg's talk "Harald Cramér, Willy Feller and the 'Institute' – between two world wars", the slides for which can be found below.

Harald Cramér, Willy Feller and the 'Institute' - between two world wars (pdf) (964 Kb)

Harald Cramér

Harald Cramér was born in Stockholm 1893 and started his academic studies at Stockholms Högskola (later to be Stockholm University) in 1912. In 1917, he presented his doctoral thesis in mathematics, related to analytic number theory, and during the next decade he published several more articles in that area. But he also early became interested in probability theory and its application in life insurance. During the 1920s he was employed as an actuary, some years jointly with temporary positions as mathematician at the university. Whereas the door to a future as mathematician appeared to become closed, he was more successful in the actuarial context. The life insurance companies were so impressed with his achievements that they donated money to a chair in Actuarial mathematics and mathematical statistics, and Cramér was appointed professor in July 1929.

Growth of the institute

Two years later the Institute had been formed, with one professor and one assisting teacher, and it could soon move from the mathematics department at Kungstensgatan 45 to a couple of rooms within the new building for the Institute of social research, Odengatan 61. Early in the year 1940 the Institute moved again, now to a little building of its own at Norrtullsgatan 16, and again financed by the life insurance companies.

In the middle 1960s the building had become too small, and the Institute moved again (but not far, to Hagagatan), and within a few years it was turned into a division of the mathematics department at Hagagatan 23. The house at Norrtullsgatan 16 has later been replaced by a block of flats. In 1993 the whole department moved to the present localities in Kräftriket.

In the 1930s the Institute had several visitors, the most important of whom was W. Feller, who found a place of refuge there in the period 1934–1939. The first dissertation took place in 1938 (H. Wold). During the years of 2nd world war the Institute was relatively isolated, but Cramér used the time to write his bestselling classic Mathematical methods of statistics, that immediately became an international success when it appeared in 1945/46.

Cramér was a theoretician who was well aware of the importance and influence of applications. He planned a division of applied statistics, but it was never realized. Instead the Statistical Research Group (SFG) was founded by a group of students in 1948, and the organization is still alive and responsible for managing the applied statistics activities of the department.

From 1950 to his formal retirement from the chair in 1958, Cramér was in parallel the Vice-Chancellor of Stockholm University, and had successively less time for his Institute. In 1958–1961 he was the Chancellor of all Swedish universities. After this period, now retired, he again took up research in probability, in particular during a period with M.R. Leadbetter in North Carolina.

The successors of Cramér

Cramér was succeeded in his professor’s chair by his former student Ulf Grenander, who had also a very wide competence. However, from the middle 1960es Grenander spent most semesters at Brown University, and about 1970 he was formally succeeded by the older actuarial mathematician C-O Segerdahl for a few years, ending with Segerdahl’s death in 1972. The next professor was Bengt von Bahr, originally a probabilist but successively more actuarial mathematician until he resigned in 1984 to take a post in an insurance company. He was replaced by the probabilist and actuarial mathematician Anders Martin-Löf (1987–2007), who was the last to have the chair with the original name from Cramér’s time. Nowadays the appointment system is different, and while the department has been located in Kräftriket a number of professors have been appointed, more or less specialized within the field:
Juni Palmgren, Rolf Sundberg, Åke Svensson, Ola Hössjer, Tom Britton, Dmitrii Silvestrov, Joanna Tyrcha.

(More professors have been appointed since this article was written in 2013.)