Jostein Paulsen
Management Science and Operations Research · 2002–2008
A researcher in the Science corpus: 4 papers; trusts 24 researchers and is trusted by 20 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 35 citations into it; #1,358 of 11,946 by trust here, #4,267 by citations
- Demography — 32 citations into it; #432 of 4,236 by trust here, #1,578 by citations
- Finance — 24 citations into it; #1,557 of 10,518 by trust here, #4,482 by citations
- Economics and Econometrics — 10 citations into it
Whom Jostein Paulsen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Qihe Tang
- Hanspeter Schmidli
- Jeffrey F. Collamore
- G. Tsitsiashvili
- Michael I. Taksar
- Guojing Wang
- Hans U. Gerber
- Bjarne Højgaard
- Hailiang Yang
- Christian Hipp
Who trusts Jostein Paulsen overall
- Qihe Tang
- Claudia Klüppelberg
- Kam Chuen Yuen
- Guojing Wang
- A. Lindner
- Radostina Kostadinova
- Jeffrey F. Collamore
- Xiang Lin
- Chris C. Heyde
- Chuancun Yin
Papers from Jostein Paulsen's perspective
Ordered by how strongly the researchers Jostein Paulsen trusts endorse each paper. Same corpus, a different order for every researcher.
- Finite and infinite time ruin probabilities in a stochastic economic environment
- On Cramér-like asymptotics for risk processes with stochastic return on investments
- On minimizing the ruin probability by investment and reinsurance
- Power tailed ruin probabilities in the presence of risky investments
- Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails
- Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tai
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Advances in Applied Probability)
- Distributions for the risk process with a stochastic return on investments
- Ruin probability in the presence of risky investments
- Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
Their papers
- On Cramér-like asymptotics for risk processes with stochastic return on investments (2002) — 87 citations
- Ruin Models with Investment Income (2008) — 104 citations
- Optimal control of risk exposure, reinsurance and investments for insurance portfolios (2004) — 115 citations
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs (2007) — 67 citations