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Viser treff 1-20 av 20

2016
1 Lindset, Snorre; Persson, Svein-Arne.
A Stochastic Mesh Size Simulation Algorithm for Pricing Barrier Options in a Jump-diffusion Model. Journal of Applied Operational Research 2016 ;Volum 8.(1) s. 15-25
NHH NTNU Untitled
 
2014
2 Lindset, Snorre; Lund, Arne-Christian; Persson, Svein-Arne.
Credit risk and asymmetric information: A simplified approach. Journal of Economic Dynamics and Control 2014 ;Volum 39. s. 98-112
NHH NTNU Untitled
 
2010
3 Mjøs, Aksel; Persson, Svein-Arne.
A simple model of deferred callability in defaultable debt. European Journal of Operational Research 2010 ;Volum 207.(3) s. 1350-1357
NHH Untitled
 
4 Mjøs, Aksel; Persson, Svein-Arne.
Callable risky perpetual debt with protection period. European Journal of Operational Research 2010 ;Volum 270.(1) s. 391-400
NHH Untitled
 
5 Mjøs, Aksel; Persson, Svein-Arne.
Level-Dependent Annuities: Defaults of Multiple Degrees. Journal of Financial and Quantitative Analysis 2010 ;Volum 45.(5) s. 1311-1339
NHH Untitled
 
6 Mjøs, Aksel; Persson, Svein-Arne.
Level-Dependent Annuities: Defaults of Multiple Degrees. Journal of financial and quantitative analysis 2010 ;Volum 45.(5) s. 1311-1339
NHH Untitled
 
2009
7 Lindset, Snorre; Persson, Svein-Arne.
Continuous Monitoring: Does Credit Risk Vanish?. ASTIN Bulletin: The Journal of the International Actuarial Association 2009 ;Volum 39.(2) s. 13-
NHH NTNU Untitled
 
8 Lindset, Snorre; Persson, Svein-Arne.
Continuous Monitoring: Does Credit Risk Vanish?. ASTIN Bulletin: The Journal of the International Actuarial Association 2009 ;Volum 39.(2) s. 577-589
NHH NTNU Untitled
 
2006
9 Lindset, Snorre; Persson, Svein-Arne.
A Note on a Barrier Exchange Option: The World´s Simplest Option Formula?. Finance Research Letters 2006 ;Volum 3.(3) s. 207-211
NHH NTNU Untitled
 
2003
10 Persson, Svein-Arne; Aase, Knut K..
New Econ for Life Actuaries. Astin Bulletin : Actuarial Studies in Non-Life Insurance 2003 ;Volum 33.(2) s. 117-122
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11 Persson, Svein-Arne; Miltersen, Kristian R..
Guaranteed Investment Contracts: Distributed and Undistributed Excess Return. Scandinavian Actuarial Journal 2003 (4) s. 257-279
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2002
12 Persson, Svein-Arne; Bacinello, Anna Rita.
Design and Pricing of Equity-Linked Life Insurance under Stochastic Interest Sates. The Journal of Risk Finance 2002 ;Volum 3.(2) s. 6-21
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2000
13 Miltersen, Kristian R.; Persson, Svein-Arne; Norberg, Ragnar.
A note on interest rate guarantees and bonus: The Norwegian case. I: Proceedings AFIR 2000. Tromsø: Universitetet i Tromsø 2000 s. 507-516
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14 Persson, Svein-Arne.
Comments on Pricing Dynamic Investment Fund Protection by Hans U. Gerber and Gerard Pafumi. North American Actuarial Journal 2000 ;Volum 4.(2) s. 39-40
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15 Persson, Svein-Arne; Trovik, Tørres.
Optimal Hedging of Contingent Exposure: The Importance of a Risk Premium. ? 2000 ;Volum 20.(9) s. 823-841
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1999
16 Persson, Svein-Arne; Miltersen, Kristian.
Pricing rate of return guarantees in a Heath-Jarrow-Morton framework. Insurance, Mathematics & Economics 1999 ;Volum 25.(3) s. 307-325
NHH Untitled
 
1998
17 Persson, Svein-Arne.
Stochastic Interest Rate in Life Insurance: The Principle of Equivalence Revisited. Scandinavian Actuarial Journal 1998 (2) s. 97-112
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1997
18 Aase, Knut K.; Persson, Svein-Arne.
Valuation of the minimum guaranteed return embedded in life insurance products. Journal of Risk and Insurance 1997 ;Volum 64.(4) s. 599-617
NHH Untitled
 
1996
19 Ekern, Steinar; Persson, Svein-Arne.
Exotic Unit-Linked Life Insurance Contracts. The Geneva Papers on Risk and Insurance Theory 1996 ;Volum 21.(1) s. 35-63
NHH Untitled
 
1994
20 Aase, Knut Kristian; Persson, Svein Arne.
Pricing of Unit-linked Life Insurance Policies. Scandinavian Actuarial Journal 1994 ;Volum 1994.(1) s. 26-52
NHH Untitled