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Paulsen, Jostein - Mathematics Institute, Universitetet i Bergen
A numerical method to find the probability of ultimate ruin in the classical risk model with
A comparison of two methods to estimate parameters in a compound Poisson model with left
A numerical method to find the probability of ultimate ruin in the classical risk model with
Maximizing terminal utility by controlling risk exposure; a discretetime dynamic control
On Cramerlike asymptotics for risk processes with stochastic return on investments
A comparison of two methods to estimate parameters in a compound Poisson model with left
Optimal control of risk exposure, reinsurance and investments for insurance portfolios
On Cramer-like asymptotics for risk processes with stochastic return on investments
Optimal control of risk exposure, reinsurance and investments for insurance portfolios
Simulating ruin probabilities for a class of semimartingales by importance sampling methods
Optimal dividend payouts for di#usions with solvency constraints
