Erik Helmer Bølviken

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Room 833
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Visiting address Moltke Moes vei 35 Niels Henrik Abels hus 0851 Oslo
Postal address Postboks 1053 Blindern 0316 Oslo
Tags: Statistics, Stochastic analysis and finance and insurance and risk

Publications

  • Wang, Yinzhi & Bølviken, Erik (2021). How Much Is Optimal Reinsurance Degraded by Error? North American Actuarial Journal (NAAJ). ISSN 1092-0277. doi: 10.1080/10920277.2021.1956974.
  • Banos, David; Bølviken, Erik; Duedahl, Sindre & Proske, Frank Norbert (2019). Modeling and estimation of stochastic transition rates in life insurance with regime switching based on generalized Cox processes. Scandinavian Actuarial Journal. ISSN 0346-1238. doi: 10.1080/03461238.2019.1636858. Full text in Research Archive
  • Bølviken, Erik & Guillen, Montserrat (2017). Risk aggregation in Solvency II through recursive log-normals. Insurance, Mathematics & Economics. ISSN 0167-6687. 73, p. 20–26. doi: 10.1016/j.insmatheco.2016.12.006. Full text in Research Archive
  • Bølviken, Erik; Proske, Frank Norbert & Rubtsov, Mark (2014). Pricing of Margrabe options for large investors with application to asset-liability management in life insurance. Journal of Mathematical Finance. ISSN 2162-2434. 4(2), p. 113–122. doi: 10.4236/jmf.2014.42011.
  • Stenseth, Nils Christian; Viljugrein, Hildegunn; Saitoh, Takashi; Hansen, T. F.; Kittilsen, Marte Ohnstad & Bølviken, Erik [Show all 7 contributors for this article] (2003). Seasonality, density dependence and population cycles in Hokkaido voles. Proceedings of the National Academy of Sciences of the United States of America. ISSN 0027-8424. 100, p. 11478–11483.
  • Skare, Øivind; Bølviken, Erik & Holden, Lars (2003). Improved samping-importance resampling and reduced bias importance sampling. Scandinavian Journal of Statistics. ISSN 0303-6898. 30(4). doi: 10.1111/1467-9469.00360.
  • Bølviken, Erik (2003). Modeling joint, hidden volatility processes: A semiparametric approach. Insurance, Mathematics & Economics. ISSN 0167-6687. 32(1), p. 165–166.
  • Bølviken, Erik & Storvik, Geir Olve (2001). Deterministic and stochastic particle filters in state space models. In Doucet, A.; Freitas, N. de & Gordan, N. (Ed.), Sequential Monte Carlo in Practice. Springer. p. 97–116.
  • Bølviken, Erik; Acklam, Peter John; Christophersen, Nils Damm & Størdal, J.M. (2001). Monte-Carlo filters for non-linear state estimation. Automatica. ISSN 0005-1098. 37(2), p. 177–183.
  • Kåresen, Kjetil Fleischer & Bølviken, Erik (1999). Blind deconvolution of ultrasonic traces accounting for pulse variance. IEEE Transactions on Ultrasonics, Ferroelectrics and Frequency Control. ISSN 0885-3010. 46(3), p. 564–573. doi: 10.1109/58.764843.
  • Bratvedt, K; Bølviken, Erik & Gimse, T. (1998). Comment on Special Issue on Geostatistics with Guest Editor A. G. Journel. Mathematical Geology. ISSN 0882-8121. 30(2), p. 245–246.
  • Bølviken, Erik & Skovlund, Eva (1996). Confidence intervals from Monte Carlo tests. Journal of the American Statistical Association. ISSN 0162-1459. 91, p. 1071–1078.
  • Bølviken, Erik & Egeland, Thore (1995). Arson, statistics and the law: Can the defendant's proximity to a large number of fires be explained by chance? Science & justice. ISSN 1355-0306. 35(2).
  • Aldrin, Magne; Bølviken, Erik & Schweder, Tore (1993). Projection pursuit regression for moderate non-linearities. Computational Statistics & Data Analysis. ISSN 0167-9473. 01.01.1904 16:04:00, p. 379–403. doi: 10.1016/0167-9473%2893%2990156-N.
  • Bølviken, Erik; Høgåsen, Gutorm Thomas; Larsson, Pål & Lundervold, Arvid (1993). Robust spike detection in paperless EEG. Ukjent.
  • Bølviken, Erik; Storvik, Geir; Nilsen, Dag Erik; Siring, Erling & Wel, Dirk van der (1991). Automated prediction of sedimentary facies from wireline logs. Ukjent.
  • Helgeland, Jon; Bølviken, Erik; Storvik, Geir; Wel, Dirk van der & Siring, Erling (1988). Statistical permeability prediction from wireline logs by switching and Markov regime models. Ukjent.

View all works in Cristin

  • Wang, Yinzhi & Bølviken, Erik (2019). How much is optimal reinsurance degraded by error?
  • Bølviken, Erik; Dimakos, Xeni Kristine & Aas, Kjersti (2000). Aktuarielle og finansielle beregninger ved simulering.
  • Bratvedt, Kyrre; Bølviken, Erik; Gimse, Tore; Holden, Helge; Holden, Lars & Knarud, Ragnar (1998). Comment on Special Issue on Geostatistics with Guest Editor A. G. Journel. Mathematical Geology. ISSN 0882-8121. 30(2), p. 245–246.
  • Bølviken, Erik & Egeland, Thore (1995). Jus og Statistikk.
  • Taxt, Torfinn & Bølviken, Erik (1991). Relaxation using models from quantum mechanics. Pattern Recognition. ISSN 0031-3203. 24(7), p. 695–709.
  • Bølviken, Erik (1991). Statistikere i EDB-alderen. Utnytter vi mulighetene?
  • Bølviken, Erik (1991). Automatic, computerbased predictions of sedimentary facies from well logs.
  • Bølviken, Erik; Storvik, Geir Olve; Nilssen, Dag Egil; Siring, E. & Wel, D. van der (1991). Automated predication of sedimentary facies from wireline logs.
  • Bølviken, Erik; Helgeland, Jon & Storvik, Geir Olve (1991). Stochastic regime models and wireline log data.
  • Bølviken, Erik; Helgeland, Jon; Storvik, Geir Olve & Helgeland, Jon (1991). Stochastic regime models and wireline log data.
  • Bølviken, Erik; Helgeland, Jon; Storvik, Geir Olve; Siring, E. & Wel, D. van der (1988). Statistical permeability prediction from wireline logs by switching and Markov regime models.
  • Berteig, Vidar; Bølviken, Erik; Helgeland, Jon; Homleid, Mariken & Mohn, Erik (1986). Lithofacies. Sluttrapport.
  • Dimakos, Xeni Kristine; Aas, Kjersti & Bølviken, Erik (2005). Langtidsmodellering av KLPs balanse. Norsk Regnesentral.
  • Bølviken, Erik & Benth, Fred Espen (2002). Evaluation of risk in financial portfolios.
  • Bølviken, Erik (2001). Extremes in finance and insurance.
  • Bølviken, Erik; Storvik, Geir Olve & Gløckner, Fredrik (1999). Deterministic and stochastic particle filters in state space models. Universitetet i Oslo, Matematisk Institutt. ISSN 0806-3842. 11.
  • Bølviken, Erik; Storvik, Geir Olve & Gløckner, Fredrik (1999). Deterministic and stochastic particle filters in state space models. Mat. Inst, Univ. i Oslo. ISSN 0806-3842.
  • Bølviken, Erik; Christophersen, Nils Damm & Storvik, Geir Olve (1998). Linear dynamical models, Kalman filtering and statistics. Lecture notes to IN-ST 259.
  • Abrahamsen, Petter & Bølviken, Erik (1997). Prediction of geological subsurfaces based on Gaussian random field models. University of Oslo.
  • Abrahamsen, Petter; Buland, Arild; Bølviken, Erik; Hauge, Ragnar; Hektoen, Anne-Lise & Skorstad, Arne (1996). Conditioning stochastic reservoir models on seismic amplitude traces - Stochastic inversion and simulation. Norsk Regnesentral.
  • Bølviken, Erik; Storvik, Geir; Høgåsen, Gutorm Thomas & Larsson, Pål Gunnar (1995). Textural segmentation in 1D through sequences of double stochastic segments. Norsk Regnesentral.
  • Storvik, Geir Olve; Bølviken, Erik & Solberg, Anne H S (1994). Hidden Markov Chains for recognition of structures in time series. Norsk Regnesentral.
  • Bølviken, Erik & Egeland, Thore (1993). Arson and statistics: Can the defendant's proximity to a large number of fires be explained by chance?
  • Bølviken, Erik & Egeland, Thore (1992). Simulation of spatially linked curves with applications to production profiles.
  • Bølviken, Erik & Georgsen, Frode (1992). Computer-based, sedimentary interpretation of 18 GULLFAKS wells using log-information only. Norsk Regnesentral.
  • Bølviken, Erik (1992). User's manual for the sedimentary facies identification (SEDFACI II) system.
  • Bølviken, Erik & Storvik, Geir (1991). Predicting sedimentary facies from wireline logs II: Further testing and developments. Norsk Regnesentral.
  • Aldrin, Magne; Bølviken, Erik & Schweder, Tore (1991). Projection pursuit regression for moderate non-linearities. Norsk Regnesentral.
  • Aldrin, Magne Tommy & Bølviken, Erik (1990). Siktforhold på Stikkvannskollen, Hurum. Norsk Regnesentral.
  • Bølviken, Erik & Storvik, Geir (1990). User's manual for the sedimentary facies indentification (SEDFACI) system. Norsk Regnesentral.
  • Aldrin, Magne & Bølviken, Erik (1990). Siktforhold på Stikkvannskollen, Hurum. Norsk Regnesentral.
  • Bølviken, Erik & Storvik, Geir (1989). Predicting sedimentary facies from wireline logs. Norsk Regnesentral.
  • Abrahamsen, Petter; Bølviken, Erik; Helgeland, Jon & Storvik, Geir (1988). Kan en computer inndele en brønn i sedimentære facies uten å anvende andre data enn logger? Norsk Regnesentral.
  • Bølviken, Erik; Helgeland, Jon; Storvik, Geir; Siring, Erling & Wel, Dirk van der (1988). Statistical permeability from wireline logs by switching and Markov regime models. Norsk Regnesentral.
  • Bølviken, Erik; Helgeland, Jon; Mohn, Erik & Storvik, Geir (1988). Prediksjon av lithofacies og permeabilitet. En metodeutprøvning basert på data fra tre Troll-brønner. Norsk Regnesentral.
  • Mohn, Erik; Berteig, Vidar; Bølviken, Erik; Helgeland, Jon; Hjort, Nils Lid & Homleid, Mariken [Show all 7 contributors for this article] (1987). Prediksjon av lithofacies og permeabilitet basert på brønnlogging.
  • Bølviken, Erik & Aldrin, Magne (1987). Automatiske prognosemetoder basert på Kalmanfilteret: Muligheter og problemer. Norsk Regnesentral.
  • Berteig, Vidar; Bølviken, Erik; Helgeland, Jon; Homleid, Mariken & Mohn, Erik (1987). Prediction of rock types in oil wells from log data.
  • Berteig, Vidar; Bølviken, Erik; Helgeland, Jon; Hjort, Nils Lid; Homleid, Mariken & Mohn, Erik [Show all 7 contributors for this article] (1987). CLAPP: Contextual Lithofacies And Permeability Prediction. Norwegian Computing Centre.
  • Bølviken, Erik & Damsleth, Eivind (1986). Forecasting traffic matrices by Kalman filtering.
  • Bølviken, Erik (1986). Forecasting telephone traffic using Kalman filtering: Theoretical considerations.
  • Bølviken, Erik & Helgeland, Jon (1986). Two models for contextual classification in one dimension.
  • Bølviken, Erik; Helgeland, Jon; Hjort, Nils Lid & Mohn, Erik (1986). Modeller og algoritmer for lithofacies prediksjon.
  • Bølviken, Erik; Helgeland, Jon & Homleid, Mariken (1986). Dekonvolusjon av brønnlogger. En forstudie.
  • Bølviken, Erik; Helgeland, Jon; Hjort, Nils Lid & Mohn, Erik (1986). Models and algorithms for lithofacies classification. Norwegian Computing Centre.
  • Berteig, Vidar; Bølviken, Erik; Helgeland, Jon; Homleid, Mariken & Mohn, Erik (1985). Vurdering og videre utvikling av et system for lithofacies prediksjon.

View all works in Cristin

Published Nov. 30, 2010 11:20 PM - Last modified May 8, 2020 9:47 AM