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Fitting mixed-effects models when data are left truncated
Paulsen, Jostein; Lunde, Astrid; Skaug, Hans Julius - In: Insurance / Mathematics & economics 43 (2008) 1, pp. 121-134
Persistent link: https://www.econbiz.de/10008883786
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Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach
Irgens, Christian; Paulsen, Jostein - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 2, pp. 142
Persistent link: https://www.econbiz.de/10005922186
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Simulating Ruin Probabilities for a Class of Semimartingales by Importance Sampling Methods
Paulsen, Jostein; Rasmussen, Bo Normann - In: Scandinavian actuarial journal : Actuarial Society of … (2003) 3, pp. 178-216
Persistent link: https://www.econbiz.de/10005929930
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Simulating Ruin Probabilities for a Class of Semimartingales by Importance Sampling Methods
Paulsen, Jostein; Rasmussen, Bo Normann - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2003) 3, pp. 178-216
Persistent link: https://www.econbiz.de/10005934063
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A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments
Paulsen, Jostein; Kasozi, Juma; Steigen, Andreas - In: Insurance / Mathematics & economics 36 (2005) 3, pp. 399-420
Persistent link: https://www.econbiz.de/10006876260
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Optimal control of risk exposure, reinsurance and investments for insurance portfolios
Irgens, Christian; Paulsen, Jostein - In: Insurance / Mathematics & economics 35 (2004) 1, pp. 21-52
Persistent link: https://www.econbiz.de/10006880468
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Ruin theory with compounding assets - a survey
Paulsen, Jostein - In: Insurance / Mathematics & economics 22 (1998) 1, pp. 3-16
Persistent link: https://www.econbiz.de/10006919617
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Optimal dividend payouts for diffusions with solvency constraints
Paulsen, Jostein - In: Finance and stochastics 7 (2003) 4, pp. 457-474
Persistent link: https://www.econbiz.de/10008215552
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Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
Bai, Lihua; Hunting, Martin; Paulsen, Jostein - In: Finance and stochastics 16 (2012) 3, pp. 477-512
Persistent link: https://www.econbiz.de/10009983147
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Optimal dividend policies with transaction costs for a class of jump-diffusion processes
Hunting, Martin; Paulsen, Jostein - In: Finance and stochastics 17 (2012) 1, pp. 73-106
Persistent link: https://www.econbiz.de/10010057620