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Beyond the local mean-variance analysis in continuous time : the problem of non-normality
Aase, Knut K.; Lillestøl, Jostein - 2015
Persistent link: https://www.econbiz.de/10010515222
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Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein - 2000
Persistent link: https://www.econbiz.de/10001582162
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A regression surprise resolved
Lillestøl, Jostein (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003756900
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Revelation of preferences in patient list data
Ubøe, Jan (contributor); Lillestøl, Jostein (contributor) - 2007
Persistent link: https://www.econbiz.de/10003538967
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Statistical testing of bounded rationality with applications to the newsvendor model
Ubøe, Jan; Andersson, Jonas; Jörnsten, Kurt O.; … - In: European journal of operational research : EJOR 259 (2017) 1, pp. 251-261
Persistent link: https://www.econbiz.de/10011644972
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Sampling risk evaluations in a tax fraud case : some modelling issues
Lillestøl, Jostein - 2020
Persistent link: https://www.econbiz.de/10012265536
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Matched dispatching in randomized settings
Lillestøl, Jostein; Manne, Per - 2023
Persistent link: https://www.econbiz.de/10014517910
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A jump diffusion consumption-based capital asset pricing model and the equity premium puzzle
Aase, Knut K. - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 65-84
Persistent link: https://www.econbiz.de/10001333353
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Dynamic equilibrium and the structure of premiums in a reinsurance market
Aase, Knut K. - In: The Geneva papers on risk and insurance theory 17 (1992) 2, pp. 93-136
Persistent link: https://www.econbiz.de/10001134915
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A Markov model for the pricing of catastrophe insurance futures and spreads
Aase, Knut K. - In: The journal of risk and insurance : the journal of the … 68 (2001) 1, pp. 25-50
Persistent link: https://www.econbiz.de/10001601107