Jostein Paulsen

Jostein Paulsen

Professor


Publication year:
  1. 2013
  2. Published

    Optimal dividend policies with transaction costs for a class of jump-diffusion processes

    Hunting, M. & Paulsen, Jostein, 2013, In : Finance and Stochastics. 17, 1, p. 73-106

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. 2012
  4. Published

    On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs

    Bai, L. & Paulsen, Jostein, 2012, In : Stochastic Processes and Their Applications. 122, p. 4005-4027 23 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints

    Bai, L., Hunting, M. & Paulsen, Jostein, 2012, In : Finance and Stochastics. 16, 3, p. 477-511 35 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. 2011
  7. Published

    On maximum likelihood and pseudo-maximum likelihood estimation in compound insurance models with deductibles

    Paulsen, Jostein & Stubø, K., 2011, In : ASTIN Bulletin: The Journal of the IAA. 41, 1, p. 1-28 28 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. 2010
  9. Published

    Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes

    Bai, L. & Paulsen, Jostein, 2010, In : SIAM Journal of Control and Optimization. 48, 8, p. 4987-5008 22 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

ID: 13586035