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Maritime Shipping and Emissions: A three-layered, damage based approach
(Journal article; Peer reviewed, 2015)Policy emphasis in ship design must be shifted away from global and idealized towards regional based and realistic vessel operating conditions. The present approach to reducing shipping emissions through technical standards ... -
Modeling Freight Markets for Coal
(Journal article; Peer reviewed, 2009)In this paper we study bulk shipping of coal between the central regions in the world. We compare the performance of cost-minimizing models with a gravity model approach. The main finding in the paper is that cost minimizing ... -
Modellering av usikkerhet i numeriske likevektsmodeller med stokastisk scenariometode :
(Peer reviewed; Journal article, 2013) -
Multivariate modeling and analysis of regional ocean freight rates
(Peer reviewed; Journal article, 2017)In this paper, we propose a new multivariate model for the dynamics of regional ocean freight rates. We show that a cointegrated system of regional spot freight rates can be decomposed into a common non-stationary market ... -
On Farm Conservation of Crop Genetic Resource: Declining De Facto Diversity and Optimal Funding Strategy
(Journal article; Peer reviewed, 2015)Crop genetic resources (CGRs) are crucial natural resource which ensure food or livelihood security of billions of people today as well as ensure future agricultural innovations. However, the CGR diversity remaining in in ... -
On the approximation of Lévy driven Volterra processes and their integrals
(Journal article; Peer reviewed, 2019)Volterra processes appear in several applications ranging from turbulence to energy finance where they are used in the modelling of e.g.temperatures and wind and the related financial derivatives. Volterra processes are ... -
One size fits all? Facility management in Norwegian local governments
(Journal article; Peer reviewed, 2014)Up to the mid-1990s almost all Norwegian local governments had a decentralized structure on their facility management. Over the following 15 years a swift centralization followed, and in 2010 roughly 85% of the ... -
Optimal control of predictive mean-field 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 Insurance Policies in the Presence of Costs
(Journal article; Peer reviewed, 2017)We reconsider costs in insurance, and suggest a new type of cost function, which we argue is a natural choice when there are relatively small, but frequent, claims. If a fixed cost is incurred each time a claim is made, ... -
Optimal multi-dimensional stochastic harvesting with density-dependent prices
(Journal article; Peer reviewed, 2016)We prove a verification theorem for a class of singular control problems which model optimal harvesting with density-dependent prices or optimal dividend policy with capitaldependent utilities. The result is applied to ... -
Patient allocations in general practice in case of patients' preferences for gender of doctor and their unavailability
(Journal article; Peer reviewed, 2011)Background: In some countries every citizen has the right to obtain a designated general practitioner. However, each individual may have preferences that cannot be fulfilled due to shortages of some kind. The questions ... -
Perceived mortality and perceived morality: Perceptions of value-orientation are more likely when a decision is preceded by a mortality reminder
(Journal article; Peer reviewed, 2016)The questions addressed in this paper are whether and how reported mortality reminders can function as an indication of sincerity when communicating ambiguously motivated decisions. In two experiments, ... -
Planning for charters: A stochastic maritime fleet composition and deployment problem
(Peer reviewed; Journal article, 2017)This paper introduces a chartering problem that arises in the shipping industry. The chartering decisions determine the time-charter contracts to enter into, in particular, how many ships of each type to charter in, and ... -
Predators in the market: implications of market interaction on optimal resource management
(Journal article; Peer reviewed, 2017)A two-species bioeconomic model is analyzed, but in contrast to most similar models, there is no biological interaction between the species, only economic. The interaction takes place in the market where the quantity of ... -
Predators in the market: implications of market interaction on optimal resource management
(Journal article; Peer reviewed, 2017)A two-species bioeconomic model is analyzed, but in contrast to most similar models, there is no biological interaction between the species, only economic. The interaction takes place in the market where the quantity of ... -
Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
(Journal article; Peer reviewed, 2019)Scenario generation is the construction of a discrete random vector to represent parameters of uncertain values in a stochastic program. Most approaches to scenario generation are distribution-driven, that is, they attempt ... -
Properties of range-based volatility estimators
(Journal article; Peer reviewed, 2012)Volatility is not directly observable and must be estimated. Estimator based on daily close data is imprecise. Range-based volatility estimators provide significantly more precision, but still remain noisy volatility ...