Concepedia

Jostein Paulsen

JP

Statistics

Publications

27

Citations

1.8K

H-Index

21

Active since

1982

Affiliations

University of Bergen(Current)

Haukeland University Hospital

University of Copenhagen

Nankai University

Makerere University

Jostein Paulsen is an author at University of Bergen specializing in business, engineering, and finance.

Top concepts

BusinessEngineeringFinanceEconomicsAsset PricingFinancial EngineeringOperations ResearchMathematical ProgrammingStatisticsProbability

Publications per year

1982–2012

27

Publications

27

Ruin theory with stochastic return on investments

Jostein Paulsen, Håkon K. Gjessing · Advances in Applied Probability · 1997 · 196 citations

Economics, Engineering, Asset Pricing +15

Risk theory in a stochastic economic environment

Jostein Paulsen · Stochastic Processes and their Applications · 1993 · 160 citations

Economics, Risk Theory, Asset Pricing +7

ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS

Jostein Paulsen · Journal of Time Series Analysis · 1984 · 152 citations

Parameter Identification, Order Determination, Engineering +9

Bias of some commonly-used time series estimates

Dag Tjøstheim, Jostein Paulsen · Biometrika · 1983 · 151 citations

Econometric Model, Economics, Least Squares Estimates +13

Optimal choice of dividend barriers for a risk process with stochastic return on investments

Jostein Paulsen, Håkon K. Gjessing · Insurance Mathematics and Economics · 1997 · 144 citations

Economics, Financial Economics, Asset Pricing +12

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