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
https://portal.mardi4nfdi.de/entity/Q3008256	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
https://portal.mardi4nfdi.de/entity/Q5425567	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
https://portal.mardi4nfdi.de/entity/Q3685046	1985-01-01	Paper
LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE	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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Jostein Paulsen