Erik Bølviken

Image of Erik Bølviken
Phone +47-22855877
Room 833
Username
Visiting address Ullevål stadion Sognsveien 77 B 0855 OSLO
Tags: Stochastic analysis and finance and insurance and risk, Statistics

Publications

  • Bølviken, Erik & Guillen, Montserrat (2017). Risk aggregation in Solvency II through recursive log-normals. Insurance, Mathematics & Economics.  ISSN 0167-6687.  73, s 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), s 113- 122 . doi: 10.4236/jmf.2014.42011
  • Bølviken, Erik (2003). Modeling joint, hidden volatility processes: A semiparametric approach. Insurance, Mathematics & Economics.  ISSN 0167-6687.  32(1), s 165- 166
  • Stenseth, Nils Christian; Viljugrein, Hildegunn; Saitoh, Takashi; Hansen, T. F.; Kittilsen, Marte Ohnstad; Bølviken, Erik & Gløckner, Fredrik (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, s 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 Show summary
  • 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), s 177- 183
  • Bølviken, Erik & Storvik, Geir Olve (2001). Deterministic and stochastic particle filters in state space models, In A. Doucet; N. de Freitas & N. Gordan (ed.),  Sequential Monte Carlo in Practice.  Springer.  s 97 - 116

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  • Dimakos, Xeni Kristine; Aas, Kjersti & Bølviken, Erik (2005). Langtidsmodellering av KLPs balanse. NR-notat. SAMBA/18/05.
  • Bølviken, Erik & Benth, Fred Espen (2002). Evaluation of risk in financial portfolios.
  • Bølviken, Erik (2001). Extremes in finance and insurance.

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Published Nov. 30, 2010 11:20 PM - Last modified Jan. 9, 2013 10:12 AM