Now showing items 122-141 of 212

    • On the approximation of Lévy driven Volterra processes and their integrals 

      Di Nunno, Giulia; Fiacco, Andrea; Karlsen, Erik Hove (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 

      Øksendal, Bernt; Sulem, Agnès (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 

      Øksendal, Bernt; Mohammed, Salah-Eldin; Røse, Elin Engen; Dahl, Kristina Rognlien (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 

      Øksendal, Bernt; Zhang, Tusheng (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 

      Aase, Knut Kristian (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 

      Alvarez, Luis H.; Lungu, Edward; Øksendal, Bernt (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 

      Kurtmollaiev, Seidali; Fjuk, Annita; Pedersen, Per Egil; Clatworthy, Simon; Kvale, Knut (Journal article; Peer reviewed, 2018)
    • Paying Respect 

      Ellingsen, Tore; Johannesson, Magnus (Journal article, 2007)
    • Påvirker kjønn forhandlinger? 

      Schei, Vidar; Rognes, Jørn Kjell (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 

      Wang, Xin; Fagerholt, Kjetil; Wallace, Stein W. (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 

      Ketelaar, Paul; Van'T Riet, Jonathan; Thorbjørnsen, Helge; Buijzen, Moniek (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 

      Steinshamn, Stein Ivar (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 

      Steinshamn, Stein Ivar (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 

      Salvanes, Kjell Gunnar; Oreopoulos, Philip (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 

      Fairbrother, Jamie; Turner, Amanda; Wallace, Stein William (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 ...
    • Prosessledelse og innovasjon: En litteraturstudie 

      Iden, Jon; Andestad, Martin; Grung-Olsen, Hans-Christian (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 

      Grytten, Ola Honningdal (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, Non-Homothetic Preferences, and Inequality in India 

      Almås, Ingvild; Kjelsrud, Anders Grøn (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 income-specific, and hence, they ...
    • Recent developments in Norwegian corpus lexicography 

      Andersen, Gisle (Journal article; Peer reviewed, 2013)
      This paper gives an account of recent efforts within corpus-based 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 

      Aase, Knut K. (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 continuous-time model. We use the stochastic maximum ...