Blar i Publikasjoner fra CRIStin (NHH) på tittel
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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 ... 
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 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 multidimensional stochastic harvesting with densitydependent prices
(Journal article; Peer reviewed, 2016)We prove a verification theorem for a class of singular control problems which model optimal harvesting with densitydependent prices or optimal dividend policy with capitaldependent utilities. The result is applied to ... 
Organizational Transformation Through Service Design: The Institutional Logics Perspective
(Journal article; Peer reviewed, 2018) 
Paying Respect
(Journal article, 2007) 
Påvirker kjønn forhandlinger?
(Journal article; Peer reviewed, 2017)Det synes å være en utbredt oppfatning at kvinner er dårlige til å forhandle. Nyere internasjonal forskning viser imidlertid at det er små forskjeller mellom kvinner og menn. Og det avgjørende er hvorvidt forhandlingssituasjonen ... 
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 timecharter contracts to enter into, in particular, how many ships of each type to charter in, and ... 
Positive uncertainty: the benefit of the doubt in advertising
(Journal article; Peer reviewed, 2018)Positive uncertainty refers to uncertainty surrounding an anticipated positive outcome. It provides consumers with the opportunity to imagine and speculate on a product’s or experience’s potentially positive characteristics. ... 
Predators in the market: implications of market interaction on optimal resource management
(Journal article; Peer reviewed, 2017)A twospecies 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 twospecies 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 ... 
Priceless: The nonpecuniary benefits of schooling
(Journal article; Peer reviewed, 2011)Increasing wealth provides key motivation for students to forgo earnings and struggle through exams. But, as we argue in this paper, schooling generates many experiences and affects many dimensions of skill that, in turn, ... 
Problemdriven 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 distributiondriven, that is, they attempt ... 
Prosessledelse og innovasjon: En litteraturstudie
(Conference object; Journal article; Peer reviewed, 2013)Denne artikkelen studerer hvilken innvirkning prosessledelse har på bedrifters innovasjonsevne. Artikkelen deler prosessledelse inn i seks dimensjoner, og det gjøres en litteraturstudie for å avdekke sammenhengen mellom ... 
Public finances, governance control and economic growth: a macroeconomic history approach
(Journal article; Peer reviewed, 2019)The size of the public sector is an important tool in public governance. Public sector size may fuel both economic growth and political influence over the economy. By compiling and processing data from different sources ... 
Rags and Riches: Relative Prices, NonHomothetic Preferences, and Inequality in India
(Peer reviewed; Journal article, 2017)It is well known that consumption patterns change with income. Relative price changes would therefore affect rich and poor consumers differently. Yet, the standard price indices are not incomespecific, and hence, they ... 
Recent developments in Norwegian corpus lexicography
(Journal article; Peer reviewed, 2013)This paper gives an account of recent efforts within corpusbased lexicography in Norway. I explore the lexical neology database that has been developed in the Norwegian Newspaper Corpus project (Andersen and Hofland 2012). ... 
Recursive utility using the stochastic maximum principle
(Journal article; Peer reviewed, 2016)Motivated by the problems of the conventional model in rationalizing market data, we derive the equilibrium interest rate and risk premiums using recursive utility in a continuoustime model. We use the stochastic maximum ...