Blar i Publikasjoner fra CRIStin (NHH) på tittel
Viser treff 144-163 av 249
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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 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 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 ... -
Organizational Transformation Through Service Design: The Institutional Logics Perspective
(Journal article; Peer reviewed, 2018) -
Ownership Competence
(Peer reviewed; Journal article, 2020)Ownership is fundamental to firm strategy, organization, and governance. Standard ownership concepts—mainly derived from agency and incomplete contracting theories—focus on its incentive effects. However, these concepts ... -
Pacifying the Algorithm – Anticipatory compliance in the face of algorithmic management in the gig economy
(Peer reviewed; Journal article, 2020)Algorithmic management is used to govern digital work platforms such as Upwork or Fiverr. However, algorithmic decision-making is often non-transparent and rapidly evolving, forcing workers to constantly adapt their ... -
Pay-for-performance reduces bypassing of health facilities: evidence from Tanzania
(Peer reviewed; Journal article, 2020)Many patients and expectant mothers in low-income countries bypass local health facilities in search of betterquality services. This study examines the impact of a payment-for-performance (P4P) scheme on bypassing practices ... -
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 time-charter 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 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 ... -
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, ... -
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 ... -
Progress in the R ecosystem for representing and handling spatial data
(Peer reviewed; Journal article, 2020)Twenty years have passed since Bivand and Gebhardt (J Geogr Syst 2(3):307–317, 2000. https://doi.org/10.1007/PL00011460) indicated that there was a good match between the then nascent open-source R programming language ... -
Prosessledelse og innovasjon: En litteraturstudie
(Journal article, 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 ...