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Optimal agestructured harvest in a dynamic model with heterogenous capital
(Working Paper, Working paper, 200308)A dynamic optimization model with four state variables and two control variables is developed in order to analyze a fishery where on fleetsegment is targeting young fish and another fleetsegment is targeting older fish ... 
Optimal agricultural policy and PSE measurement : an assessment and application to Norway
(Discussion paper, Working paper, 200710)The producer support estimate (the successor to the producer support equivalent) calculated by the OECD is widely used as an indicator of distortions created by agricultural policies. In this paper we demonstrate that ... 
Optimal aktivaallokering i innskuddspensjon : En analyse av deterministiske porteføljestrategier i innskuddspensjon
(Master thesis, 2014)I denne utredningen forsøker vi å finne optimal aktivaallokering i innskuddspen sjon. Ved å sammenligne ulike tilgjengelige og alternative innskuddsprofiler, finner vi hvilke deterministiske porteføljestrategier som ... 
Optimal bets in oilrelated stocks: a quantitative approach
(Master thesis, 2015)This thesis examines how implied cost of equity from fundamental valuations affect optimal allocation for a marginal investor, net of costs. We find Black Litterman longonly restricted portfolio incorporating implied ... 
Optimal consumption and portfolio in a jump diffusion market
(Discussion paper, Working paper, 200106)We consider the problem of optimal consumption and portfolio in a jump diffusion market consisting of a bank account and a stock, whose price is modeled by a geometric Lévy process. We show that in the absence of transaction ... 
Optimal contracts under imperfect enforcement revisited
(Discussion paper, Working paper, 200508)We consider a financing game with costly enforcement based on Townsend (1979), but where monitoring is noncontractible and allowed to be stochastic. Debt is the optimal contract. Moreover, the debt contract induces creditor ... 
Optimal control of a renewable natural resources and the "stochastically induced critical depensation"
(Discussion paper, Working paper, 200212)This paper focus aspects connected to the optimal control of a renewable resource modelled by a stochastic differential equation. The main point is to show how small changes of the problem may cause severe changes in the ... 
Optimal control of predictive meanfield equations and applications to finance
(Peer reviewed; Journal article, 2016)We study a coupled system of controlled stochastic differential equations (SDEs) driven by a Brownian motion and a compensated Poisson random measure, consisting of a forward SDE in the unknown process X(t) and a predictive ... 
Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives
(Journal article; Peer reviewed, 2016)In this article we consider a stochastic optimal control problem where the dynamics of the state process, X(t), is a controlled stochastic differential equation with jumps, delay and noisy memory. The term noisy memory ... 
Optimal control with partial information for stochastic Volterra equations
(Journal article; Peer reviewed, 2010)In the first part of the paper we obtain existence and characterizations of an optimal control for a linear quadratic control problem of linear stochastic Volterra equations. In the second part, using the Malliavin calculus ... 
Optimal control with partial information for stochastic Volterra equations
(Journal article; Peer reviewed, 2010)In the first part of the paper we obtain existence and characterizations of an optimal control for a linear quadratic control problem of linear stochastic Volterra equations. In the second part, using the Malliavin ... 
Optimal feedback controls : comparative evaluation of the cod fisheries in Denmark, Iceland and Norway
(Working paper, Working paper; Working paper, 200001)The purpose of this paper is to compare the relative efficiency of the fish harvesting policies of Iceland, Norway and Denmark. We have chosen to concentrate on the cod fishery as this is the single most important fishery ... 
Optimal fishing mortalities with agestructured bioeconomic model  a case of NEA mackerel
(Discussion paper;9/16, Working paper, 20160531)The effects of random environmental impacts on optimal exploitation of a fish population are investigated using both optimization and simulation, based on a discretetime agestructured bioeconomic model. The optimization ... 
Optimal fishing mortalities with agestructured bioeconomic modela case of NEA mackerel
(Working paper;2016:6, Working paper, 201605)The effects of random environmental impacts on optimal exploitation of a fish population are investigated using both optimization and simulation, based on a discretetime agestructured bioeconomic model. The optimization ... 
Optimal fishing policy for two species in a threespecies predatorprey model: The case of capelin, cod and juvenile herring in the Barents Sea
(Discussion paper, Working paper, 200712)This paper presents a management model for the Barents Sea capelin and cod fisheries including juvenile herring in the biological model as the young herring influences the codcapelin system. The objective of the study is ... 
Optimal flåtestørrelse, flåtestruktur og fangsfordeling
(Rapport, Research report, 200302)I denne rapporten har en beregnet den økonomisk optimale størrelsen og sammensetningen av den norske helårsdrevne fiskeflåten gitt at totalfangsten for de enkelte fiskeslag ikke må overskrides, gitt fartøyenes kapasitet ... 
Optimal forsikringsportefølje for Frende Skadeforsikring : kan en optimal sammensetning av forsikringsbransjer bedre egenkapitalavkastningen?
(Master thesis, 2020)Denne masterutredningen undersøker om egenkapitalavkastningen til skade og helseforsikringsporteføljen til Frende Skadeforsikring øker ved utnyttelse av en optimeringsmodell som opprinnelig brukes i aksjemarkedet. Vi ... 
Optimal heating of large block of flats
(Discussion paper, Working paper, 2007) 
Optimal hospital payment rules under rationing by random waiting.
(SAM;8/2016, Working paper, 20160519)We derive optimal rules for paying hospitals in a public health care system in which providers can choose quality and random patient demand is rationed by waiting time. Since waiting time imposes real costs on patients ... 
Optimal income taxation with a risky asset : the triple income tax
(Discussion paper, Working paper, 200406)We show in a twoperiod world with endogenous savings and two assets, one of them exhibiting a stochastic return that an interest adjusted income tax is optimal. This tax leaves a safe component of interest income tax ...