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Bølviken, Erik - Matematisk institutt, Universitetet i Oslo
QUANTIFICATION OF RISK IN NORWEGIAN STOCKS VIA THE NORMAL INVERSE GAUSSIAN DISTRIBUTION
Monte Carlo lters for non-linear state estimation Erik B lviken 1 , Peter J. Acklam 1 ,
Autoregressive dynamics deduced from noisy, categorical ecological data
Non-linear state estimation by Monte Carlo lters: Two examples
Evaluating risk in insurance and nance by stochastic simulation
Interval estimates for di erences between Erik B lviken 1 and Eva Skovlund 2
Extremes in nance and insurance: An introduction Erik B lviken
Con dence Intervals From Monte Carlo Tests Erik B lviken and Eva Skovlund
