Jostein Paulsen
Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-8396-2448
1 - 5 out of 5Page size: 10
- 2010
- 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 journal › Journal article › Research › peer-review
- 2011
- 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 journal › Journal article › Research › peer-review
- 2012
- 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 journal › Journal article › Research › peer-review
- 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 journal › Journal article › Research › peer-review
- 2013
- 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. 73-106Research output: Contribution to journal › Journal article › Research › peer-review
ID: 13586035