Working papers
A comparison of two methods to estimate parameters in a compound Poisson
model with left truncated observations,
Jostein Paulsen, Jostein Paulsen and Knut Stubø
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or pdf format
A numerical method to find the probability of ultimate ruin
in the classical risk model with stochastic return on investments,
Jostein Paulsen, Juma Kasozi and Andreas Steigen.
ps format
or pdf format
Maximizing terminal utility by controlling risk exposure; a
discrete-time dynamic control approach,
Christian Irgens and Jostein Paulsen.
ps format
or pdf format
Optimal control of risk exposure, reinsurance
and investments for insurance
portfolios,
Christian Irgens and Jostein Paulsen.
ps format
or pdf format
On Cramer-like asymptotics for risk processes with stochastic
return on investments, Jostein Paulsen.
ps format
or pdf format
Optimal dividend payouts for diffusions with solvency
constraints,
Jostein Paulsen.
ps format
or pdf format
Simulating ruin probabilities for a class of semimartingales by
importance sampling methods, Jostein Paulsen and Bo Normann Rasmussen.
ps format
or pdf format