Erik Bølviken

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All published works

Action	Title	Year	Authors
+ PDF Chat	Loss modeling with many-parameter distributions	2024	Erik Bølviken Ingrid Hobæk Haff
+ PDF Chat	How Much Is Optimal Reinsurance Degraded by Error?	2021	Yinzhi Wang Erik Bølviken
+	How much is optimal reinsurance degraded by error	2019	Yinzhi Wang Erik Bølviken
+	Optimal reinsurance for risk over surplus ratios	2019	Erik Bølviken Yinzhi Wang
+ PDF Chat	How much is optimal reinsurance degraded by error?	2019	Yinzhi Wang Erik Bølviken
+	Optimal reinsurance for risk over surplus ratios	2019	Erik Bølviken Yinzhi Wang
+	How much is optimal reinsurance degraded by error?	2019	Yinzhi Wang Erik Bølviken
+	One family, six distributions -- A flexible model for insurance claim severity	2018	Erik Bølviken Ingrid Hobæk Haff
+	One family, six distributions -- A flexible model for insurance claim severity	2018	Erik Bølviken Ingrid Hobæk Haff
+	Linear algebra and stochastic vectors	2014	Erik Bølviken
+	Numerical algorithms: A third tool	2014	Erik Bølviken
+	Random variables: Principal tools	2014	Erik Bølviken
+	Liabilities over long terms	2014	Erik Bølviken
+	Improved Sampling‐Importance Resampling and Reduced Bias Importance Sampling	2003	Øivind Skare Erik Bølviken Lars Holden
+	A general parameter updating approach to image classification	2002	Hongtao Jiang Erik Bølviken
+ PDF Chat	Confidence Intervals from Monte Carlo Tests	1996	Erik Bølviken Eva Skovlund
+ PDF Chat	Confidence Intervals From Monte Carlo Tests	1996	Erik Bølviken Eva Skovlund
+	Projection pursuit regression for moderate non-linearities	1993	Magne Aldrin Erik Bølviken Tore Schweder
+	MAXIMIN SELECTION AND MULTIPLE COMPARISON PROCEDURES IN MULTIVARIATE NORMAL MODELS	1977	Erik Bølviken

Common Coauthors

Coauthor	Papers Together
Yinzhi Wang	5
Ingrid Hobæk Haff	3
Eva Skovlund	2
Tore Schweder	1
Magne Aldrin	1
Øivind Skare	1
Hongtao Jiang	1
Yinzhi Wang	1
Lars Holden	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Modeling loss data using composite models	2014	Shaiful Anuar Abu Bakar Nor Aishah Hamzah Mastoureh Maghsoudi Saralees Nadarajah	2
+	20 The art of computer generation of random variables	1993	M. T. Boswell Sharad D. Gore G. P. Patil C. Taillie	2
+	Fast Computation of Exact Confidence Limits for the Common Odds Ratio in a Series of 2 × 2 Tables	1991	Dan J. Stein Karim F. Hirji Robert M. Elashoff	2
+	Modeling and Evaluating Insurance Losses Via Mixtures of Erlang Distributions	2010	Simon C. K. Lee X. Sheldon Lin	2
+	Tools for Statistical Inference	1993	Martin A. Tanner	2
+ PDF Chat	Adaptive Design and Stochastic Approximation	1979	Tze Leung Lai Herbert Robbins	2
+ PDF Chat	Finite Sample Properties and Asymptotic Efficiency of Monte Carlo Tests	1986	Karl‐Heinz Jöckel	2
+	Generating Monte Carlo Confidence Intervals by the Robbins-Monro Process	1992	Paul H. Garthwaite S. T. Buckland	2
+	Probabilistic Inference Using Markov Chain Monte Carlo Methods	2011	Radford M. Neal	2
+	Modeling loss data using mixtures of distributions	2016	Tatjana Miljkovic Bettina Grün	2
+ PDF Chat	Theoretical Comparison of Bootstrap Confidence Intervals	1988	Peter Hall	2
+	Multiple Comparison Procedures	2013	Y. Hochberg Ajit C. Tamhane	1
+	Inference for the Poly-Weibull Model	2000	A. C. Davison Francisco Louzada	1
+	Fast Computation of Exact Confidence Limits for the Common Odds Ratio in a Series of 2 × 2 Tables	1991	Dan J. Stein Karim F. Hirji Robert M. Elashoff	1
+	Inference from a Deterministic Population Dynamics Model for Bowhead Whales	1995	Adrian E. Raftery Geof H. Givens Judith E. Zeh	1
+	Computing Distributions for Exact Logistic Regression	1987	Karim F. Hirji Cyrus R. Mehta Nitin R. Patel	1
+	Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach	2012	David Lee Wai Keung Li Tony Siu Tung Wong	1
+	Estimating Optimal Transformations for Multiple Regression and Correlation	1985	Leo Breiman Jerome H. Friedman	1
+	Metropolized independent sampling with comparisons to rejection sampling and importance sampling	1996	Jun S. Liu	1
+ PDF Chat	Some Model I Problems of Selection	1961	E. L. Lehmann	1
+	Hyperparameter estimation in forecast models	1999	Hedibert F. Lopes Ajax Reynaldo Bello Moreira Alexandra M. Schmidt	1
+	Bayesian Statistics without Tears: A Sampling–Resampling Perspective	1992	A. F. M. Smith Alan E. Gelfand	1
+ PDF Chat	Annealing Markov Chain Monte Carlo with Applications to Ancestral Inference	1995	Charles J. Geyer E. A. Thompson	1
+	Testing Statistical Hypotheses	2021	E. L. Lehmann	1
+	Multivariate Density Estimation	1992	David W. Scott	1
+	Maximum Likelihood from Incomplete Data Via the <i>EM</i> Algorithm	1977	A. P. Dempster N. M. Laird Donald B. Rubin	1
+	Bayesians Should Not Resample a Prior Sample to Learn about the Posterior	1996	Sheldon M. Ross	1
+	Bayesian Inference in Econometric Models Using Monte Carlo Integration	1989	John Geweke	1
+	An Introduction to Multivariate Statistical Analysis	1986	Robb J. Muirhead T. W. Anderson	1
+	Estimating Transformations for Regression via Additivity and Variance Stabilization	1988	Robert Tibshirani	1
+	Sequential Monte Carlo Methods for Dynamic Systems	1998	Jun S. Liu Rong Chen	1
+	Balanced Simultaneous Confidence Sets	1988	Rudolf Beran	1
+	Improved particle filter for nonlinear problems	1999	James R. Carpenter Peter Clifford Paul Fearnhead	1
+	Sampling-Based Approaches to Calculating Marginal Densities	1990	Alan E. Gelfand A. F. M. Smith	1
+ PDF Chat	Projection Pursuit Regression	1981	Jerome H. Friedman Werner Stuetzle	1
+ PDF Chat	Geometric convergence of the Metropolis-Hastings simulation algorithm	1998	Lars Holden	1
+	Weighted Average Importance Sampling and Defensive Mixture Distributions	1995	Tim Hesterberg	1
+	Monte Carlo sampling methods using Markov chains and their applications	1970	W. Keith Hastings	1
+	The Calculation of Posterior Distributions by Data Augmentation	1987	Martin A. Tanner Wing Hung Wong	1
+ PDF Chat	Bayesian Statistics without Tears: A Sampling-Resampling Perspective	1992	A. F. M. Smith Alan E. Gelfand	1
+	Fitting the Log-Normal Distribution to Loss Data Subject to Multiple Deductibles	1984	Paul G. Marlin	1
+	Nonparametric Statistical Methods	1999		1
+	The Calculation of Posterior Distributions by Data Augmentation: Comment: A Noniterative Sampling/Importance Resampling Alternative to the Data Augmentation Algorithm for Creating a Few Imputations When Fractions of Missing Information Are Modest: The SIR Algorithm	1987	Donald B. Rubin	1
+	Mathematical Problems in Engineering	2022		1
+ PDF Chat	Modelling censored losses using splicing: A global fit strategy with mixed Erlang and extreme value distributions	2017	Tom Reynkens Roel Verbelen Jan Beirlant Katrien Antonio	1
+	MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION	2018	Jennifer Chan S. T. Boris Choy Udi Makov Zinoviy Landsman	1
+ PDF Chat	Modeling the Frequency and Severity of Auto Insurance Claims Using Statistical Distributions	2018	Cyprian Ondieki Omari Shalyne Gathoni Nyambura Joan Martha Wairimu Mwangi	1
+ PDF Chat	Optimal insurance under rank‐dependent utility and incentive compatibility	2018	Zuo Quan Xu Xun Yu Zhou Sheng Chao Zhuang	1
+	Optimal reinsurance for risk over surplus ratios	2019	Erik Bølviken Yinzhi Wang	1
+	Fitting multivariate Erlang mixtures to data: A roughness penalty approach	2020	Wenyong Gui Rongtan Huang X. Sheldon Lin	1