Jostein Paulsen

Available identifiers

zbMath Open paulsen.josteinMaRDI QIDQ713214

List of research outcomes

Publication	Date of Publication	Type
Optimal dividend policies with transaction costs for a class of jump-diffusion processes	2013-02-07	Paper
Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints	2012-11-15	Paper
On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs	2012-10-26	Paper
On maximum likelihood and pseudo-maximum likelihood estimation in compound insurance models with deductibles	2011-06-15	Paper
Optimal dividend policies with transaction costs for a class of diffusion processes	2011-03-21	Paper
Ruin models with investment income	2010-06-29	Paper
Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs	2009-09-29	Paper
Fitting mixed-effects models when data are left truncated	2008-08-18	Paper
Numerical ultimate ruin probabilities under interest force	2007-11-14	Paper
Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs	2007-11-12	Paper
A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments	2007-05-24	Paper
Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach	2006-05-24	Paper
Optimal control of risk exposure, reinsurance and investments for insurance portfolios	2004-11-29	Paper
Optimal dividend payouts for diffusions with solvency constraints	2004-03-16	Paper
Simulating Ruin Probabilities for a Class of Semimartingales by Importance Sampling Methods	2004-03-16	Paper
On Cramér-like asymptotics for risk processes with stochastic return on investments	2003-05-06	Paper
Markov Chain Monte Carlo simulation of the distribution of some perpetuities	2002-02-17	Paper
Present value distributions with applications to ruin theory and stochastic equations	2000-03-01	Paper
Present value of some insurance portfolios	2000-01-10	Paper
Sharp conditions for certain ruin in a risk process with stochastic return on investments	1999-11-18	Paper
Optimal choice of dividend barriers for a risk process with stochastic return on investments	1998-09-07	Paper
https://portal.mardi4nfdi.de/entity/Q4396368	1998-06-14	Paper
Ruin theory with stochastic return on investments	1998-06-11	Paper
Ruin theory with compounding assets -- a survey	1998-01-01	Paper
On the distribution of a randomly discounted compound Poisson process	1996-08-05	Paper
Optimal per claim deductibility in insurance with the possibility of risky investments	1996-05-06	Paper
Properties of functions of the excess of loss retention limit with applications	1995-01-09	Paper
Risk theory in a stochastic economic environment	1993-12-19	Paper
LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3685046	1985-01-01	Paper
ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS	1984-01-01	Paper
Bias of some commonly-used time series estimates	1983-01-01	Paper
EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES	1982-01-01	Paper

Research outcomes over time

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