J. Paulsen

发表

On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs

Lihua Bai, J. Paulsen, 2012, 1203.5206.

Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach

J. Paulsen, Christian Irgens *, 2005 .

Risk theory in a stochastic economic environment

Jostein Paulsen, J. Paulsen, 1993 .

Ruin models with investment incomes January 19 , 2009

J. Paulsen, 2009 .

ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS

Jostein Paulsen, J. Paulsen, 1984 .

LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE

D. Tjøstheim, J. Paulsen, 1985 .

EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES

D. Tjøstheim, J. Paulsen, 1982 .

Impact of random number generators in time series monte carlo simulation

J. Paulsen, 1984 .

Ruin Models with Investment Income

J. Paulsen, 2008 .

Flow of Dividends under a Constant Force of Interest

J. Paulsen, Juma Kasozi, 2005 .

Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints

Lihua Bai, J. Paulsen, Martin Hunting, 2012, Finance and Stochastics.

Simulating Ruin Probabilities for a Class of Semimartingales by Importance Sampling Methods

J. Paulsen, Bo Normann Rasmussen, 2003 .

Ruin theory with stochastic return on investments

Jostein Paulsen, Håkon K. Gjessing, H. Gjessing, 1997, Advances in Applied Probability.

Present value distributions with applications to ruin theory and stochastic equations

Jostein Paulsen, Håkon K. Gjessing, H. Gjessing, 1997 .

Present value of some insurance portfolios

J. Paulsen, 1997 .

On the distribution of a randomly discounted compound Poisson process

J. Paulsen, T. Nilsen, 1996 .

Fitting mixed-effects models when data are left truncated

Hans J. Skaug, Jostein Paulsen, Astrid Lunde, 2008 .

Optimal choice of dividend barriers for a risk process with stochastic return on investments

Jostein Paulsen, Håkon K. Gjessing, H. Gjessing, 1997 .

Ruin theory with compounding assets -- a survey

Jostein Paulsen, J. Paulsen, 1998 .

Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs

Jostein Paulsen, J. Paulsen, 2008, SIAM J. Control. Optim..

Optimal control of risk exposure, reinsurance and investments for insurance portfolios

J. Paulsen, C. Irgens, 2004 .

Properties of functions of the excess of loss retention limit with applications

H. Gjessing, J. Paulsen, 1994 .

‘Bias of some commonly-used time series estimates’

Dag Tjøstheim, Jostein Paulsen, D. Tjøstheim, 1983 .

On the Estimation of Residual Variance and Order in Autoregressive Time Series

Dag Tjøstheim, Jostein Paulsen, D. Tjøstheim, 1985 .

Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs

Jostein Paulsen, J. Paulsen, 2007, Advances in Applied Probability.

Optimal dividend policies with transaction costs for a class of jump-diffusion processes

Lihua Bai, Jostein Paulsen, Lihua Bai, 2010, Finance and Stochastics.

Optimal dividend payouts for diffusions with solvency constraints

Jostein Paulsen, J. Paulsen, 2003, Finance Stochastics.

Markov Chain Monte Carlo simulation of the distribution of some perpetuities

J. Paulsen, Arne Hove, 1999, Advances in Applied Probability.

Numerical Ultimate Ruin Probabilities under Interest Force

J. Paulsen, Juma Kasozi, 2005 .

Optimal dividend policies with transaction costs for a class of jump-diffusion processes

Martin Hunting, Jostein Paulsen, J. Paulsen, 2013, Finance Stochastics.