Research Director SAMBA
Kjersti Aas
- Department Statistical modelling and machine learning
- Mobile phone +47 995 69 695
- Phone number +47 22 85 26 94
- E-mail kjersti@nr.no
Projects
- Machine learning
A credit model for small and medium-sized businesses
- Statistical modelling
- Machine learning
Predicting the market value of liabilities
- Statistical modelling
DNB’s total risk assessment model
Publications
- 616 publications found
- Publisher
Hvordan benytte AI til å forbedre kredittrisikomodeller? 2025. Lecture
Prediksjon av kundeavgang 2024. Lecture
Kredittscoring, forklarbar AI og syntetiske data 2024. Lecture
Rogelio Andrade Mancisidor; Kjersti Aas; Multimodal Generative Models for Bankruptcy Prediction Using Textual Data 2024. Report
Explainable AI: Global explanations 2024. Scientific lecture
Explainable AI: Shapley values 2024. Scientific lecture
Explainable AI: Counterfactual Explanations 2024. Scientific lecture
MCCE: Monte Carlo sampling of valid and realistic counterfactual explanations for tabular data Data mining and knowledge discovery, pp. 1830 1861 , (ISSN 1384-5810 1573-756X ), doi: https://doi.org/10.1007/s10618-024-01017-y , 2024. Scientific article
A comparative study of methods for estimating model-agnostic Shapley value explanations Data mining and knowledge discovery, vol. 38, pp. 1782 1829 , (ISSN 1384-5810 1573-756X ), doi: https://doi.org/10.1007/s10618-024-01016-z , 2024. Scientific article
Statistiske metoder versus maskinlæringsmetoder 2024. Lecture
Explainable AI: Possibilities and pitfalls 2024. Lecture
My career 2024. Lecture
MCCE: Monte Carlo sampling of realistic counterfactual explanations 2024. Scientific lecture
Hvordan benytte AI til å forbedre kredittrisikomodeller? 2024. Lecture
Technical Implementation Validation 2024. Report
Recent computational advances in Shapley values based prediction explanation 2024. Scientific lecture
Bruk av KI i finans og forsikring 2024. Lecture
More effective computation of Shapley values 2024. Scientific lecture
Insurance analytics: Prediction, explainability, and fairness Annals of Actuarial Science, vol. 18, pp. 535 539 , (ISSN 1748-4995 1748-5002 ), doi: https://doi.org/10.1017/S1748499524000289 , 2024. Scientific review article
RSM Versjon 6.0.1 - Teknisk Rapport 2024. Report
RSM Versjon 6.0.1 - Økonomisk scenariogenerator 2024. Report
RSM Versjon 6.0.1 - Brukermanual 2024. Report
Kjersti Aas; Linda Reiersølmoen Neef; Modell for Solvens II - Versjon 15: Estimeringsmodul 2024. Report
Modell for Solvens II - Versjon 15: Brukermanual 2024. Report
Modell for Solvens II - Versjon 15: Estimeringsmodul 2024. Report
Explainable AI: LIME and Counterfactual explanations 2023. Lecture
Explainable AI: Shapley Values 2023. Lecture
Explainable AI: Global explanations 2023. Lecture
Big Insight 2023. Lecture
Forklarbar AI og kredittrisiko 2023. Lecture
Discriminative multimodal learning via conditional priors in generative models Neural Networks, vol. 169, pp. 417 430 , (ISSN 0893-6080 1879-2782 ), doi: https://doi.org/10.1016/j.neunet.2023.10.048 , 2023. Scientific article
ALM-modell for Fremtind - Versjon 5: Brukermanual 2023. Report
Modell for Solvens II - Versjon XIV: Brukermanual 2023. Report
Modellering av sannsynlighet for uførhet 2023. Report
RSM-Versjon 5.0.2 Teknisk Rapport 2023. Report
RSM Versjon 5.0.2 Økonomisk scenariogenerator 2023. Report
Model for determining the Norwegian deposit guarantee fund liabilities - Version III: Technical report 2023. Report
A ridiculously simple approach to counterfactual explanations 2023. Scientific lecture
A ridiculously simple approach to counterfactual explanations 2023. Scientific lecture
Forklarbar AI og kredittrisiko 2022. Lecture
AI and machine learning in Big Insight 2022. Lecture
Generating customer's credit behavior with deep generative models Knowledge-Based Systems, vol. 245, (ISSN 0950-7051 1872-7409 ), doi: https://doi.org/10.1016/j.knosys.2022.108568 , 2022. Scientific article
Using Shapley Values and Variational Autoencoders to Explain Predictive Models with Dependent Mixed Features Journal of machine learning research, vol. 23, pp. 1 51 , (ISSN 1532-4435 1533-7928 ), , 2022. Scientific article
Bruk av data fra Brønnøysundregisteret og Norges domstoler i kredittscoringsmodell for FundingPartner 2022. Report
RSM - Versjon 5.0.1.R: Brukermanual 2022. Report
Saldoprognoser 2022. Report
Evaluering av XGBoost-modellen for prisestimater 2022. Report
Modell for Solvens II - Versjon XIII: Brukermanual 2022. Report
Spatial modelling of risk premiums for water damage insurance Scandinavian Actuarial Journal, (ISSN 0346-1238 1651-2030 ), doi: https://doi.org/10.1080/03461238.2021.1951346 , 2021. Scientific article
Forklarbar AI og kredittrisiko 2021. Lecture
ALM-modell for Fremtind - Versjon 3: Brukermanual 2021. Report
Modell for Solvens II - Versjon XII: Brukermanual 2021. Report
DNB Total Risk Model Version 11: Technical report 2021. Report
Totalrisikomodell for DNB Versjon 11: Brukermanual 2021. Report
Explaining predictive models using Shapley values and non-parametric vine copulas Dependence Modeling, vol. 9, pp. 62 81 , (ISSN 2300-2298 ), doi: https://doi.org/10.1515/demo-2021-0103 , 2021. Scientific article
RSM Versjon 5.0.1: Økonomisk scenariogenerator 2021. Report
RSM - Versjon 5.0.1: Teknisk rapport 2021. Report
RSM - Versjon 5.0.1: Brukermanual 2021. Report
Explaining individual predictions when features are dependent: More accurate approximations to Shapley values Artificial Intelligence, vol. 298, (ISSN 0004-3702 1872-7921 ), doi: https://doi.org/10.1016/j.artint.2021.103502 , 2021. Scientific article
Credit scoring model for FundingPartner 2021. Report
Whitepaper on Exabel’s Factor Model 2021. Report
Efficient and simple prediction explanations with groupShapley: A practical perspective CEUR Workshop Proceedings, vol. 3014, (ISSN 1613-0073 ), , 2021. Scientific article
groupShapley: Efficient prediction explanation with Shapley values for feature groups , 2021. Report
Efficient Shapley value explanations through feature groups 2021. Scientific lecture
Efficient and simple prediction explanations with groupShapley: A practical perspective 2021. Scientific lecture
Explainable AI: Global explanations and LIME 2021. Lecture
Explainable AI for finance 2020. Lecture
Dependence modeling via Vine Copulas 2020. Scientific lecture
Maskinlæring i forsikring 2020. Scientific lecture
Deep generative models for reject inference in credit scoring Knowledge-Based Systems, vol. 196, (ISSN 0950-7051 1872-7409 ), doi: https://doi.org/10.1016/j.knosys.2020.105758 , 2020. Scientific article
Rogelio Andrade Mancisidor; Michael Kampffmeyer; Kjersti Aas; Robert Jenssen; Learning latent representations of bank customers with the Variational Autoencoder Expert systems with applications, vol. 164, pp. 13 , (ISSN 0957-4174 1873-6793 ), doi: https://doi.org/10.1016/j.eswa.2020.114020 , 2020. Scientific article
Learning latent representations of bank customers with the Variational Autoencoder Expert Systems With Applications, vol. 164, (ISSN 0957-4174 1873-6793 ), doi: https://doi.org/10.1016/j.eswa.2020.114020 , 2020. Scientific article
Modell for Solvens II - Versjon XI: Brukermanual 2020. Report
Modell for Solvens II - Versjon XI: Estimeringsmodul 2020. Report
ALM-modell for Fremtind - Versjon 2: Brukermanual 2020. Report
Model for determining the Norwegian deposit guarantee fund liabilities-Version II: Technical report 2020. Report
Oppdaterte problemlånsmodeller 2020. Report
Explaining Predictive Models with Mixed Features Using Shapley Values and Conditional Inference Trees pp. 117 137 , doi: https://doi.org/10.1007/978-3-030-57321-8_7 , 2020. Scientific chapter / article / conference article
ALM-modell for Fremtind - Versjon 1: Brukermanual 2020. Report
Norsk Regnesentral - forskning som synes og brukes 2019. Lecture
Metodisk seminar kredittrisikomodellering 2019. Lecture
The evolution of a mobile payment solution network Network Science, vol. 7, pp. 422 437 , (ISSN 2050-1242 2050-1250 ), doi: https://doi.org/10.1017/nws.2019.5 , 2019. Scientific article
Vine copulas in finance & insurance 2019. Scientific lecture
Explaining predictions from machine learning methods when features are dependent 2019. Scientific lecture
How to open the black box -- Individual prediction explanation 2019. Scientific lecture
Opening the black box -- individual prediction explanation 2019. Scientific lecture
Kjersti Aas; Martin Jullum; Anders Løland; Shapley explanations using conditional inference trees 2019. Report
Model for determining the Norwegian deposit guarantee fund liabilities: Technical report 2019. Report
Vurdering av metoden for dobling av relative posisjoner som Halvor Hoddevik presenterte i Lagmannsretten 2019. Report
Modell for Solvens II - Versjon X: Brukermanual 2019. Report
Modell for Solvens II - Versjon X: Estimeringsmodul 2019. Report
Totalrisikomodell for DNB Versjon 10: Brukermanual 2019. Report
DNB Total Risk Model Version 9: Technical report 2019. Report
Økonomisk scenariogenerator-alternativ metodikk 2019. Report
Turning Big Data into Big Insight 2018. Lecture
Credit Scoring using Deep Learning 2018. Lecture
Totalrisikomodell for et kraftselskap 2018. Lecture
Big Data og maskinlæring i finans og forsikring 2018. Lecture
Predicting mortgage default using convolutional neural networks Expert Systems With Applications, vol. 102, pp. 207 217 , (ISSN 0957-4174 1873-6793 ), doi: https://doi.org/10.1016/j.eswa.2018.02.029 , 2018. Scientific article
Kjersti Aas; Modell for Solvens II - Versjon IX: Teknisk rapport for balansemodul 2018. Report
Modell for Solvens II – Versjon IX: Estimeringsmodul 2018. Report
Modell for Solvens II - Versjon IX: Brukermanual 2018. Report
Statistisk modell for forsikringsrisiko 2018. Report
RSM - Versjon IV: Teknisk rapport 2018. Report
DNB Total Risk Model Version 9: Technical report 2018. Report
RSM - Versjon IV: Brukermanual 2018. Report
RSM Versjon IV: Økonomisk scenariogenerator 2018. Report
Credit scoring by deep learning on time series 2017. Lecture
Prediksjon av kundeavgang 2017. Lecture
Big Data Analysis - Methods and Examples 2017. Lecture
The hunt for customers with good vibrations! 2017. Lecture
Big Data og/eller Big Insight 2017. Lecture
Interest rate model comparisons for participating products under Solvency II Scandinavian Actuarial Journal, pp. 203 224 , (ISSN 0346-1238 1651-2030 ), doi: https://doi.org/10.1080/03461238.2017.1332679 , 2017. Scientific article
Maskinlæring for vurdering av forsikringsrisiko 2017. Report
RSM Versjon III: Økonomisk scenariogenerator 2017. Report
DNB Total Risk Model Version 8: Technical report 2017. Report
RSM Versjon III: Brukermanual 2017. Report
Modell for Solvens II - Versjon VIII: Brukermanual 2017. Report
RSM Versjon III: Teknisk rapport 2017. Report
Kjersti Aas; Nikolai Sellereite; Håvard Kvamme; Roboten gir lån hvis den får gode vibrasjoner fra kontoen din , 2017. Media interview
Big Data + NR = Big Insight! 2016. Lecture
Individrettet markedsføring 2016. Lecture
Pair-copula constructions for financial applications: A review Econometrics, vol. 4, (ISSN 2225-1146 ), doi: https://doi.org/10.3390/econometrics4040043 , 2016. Scientific review article
Structure learning in Bayesian Networks using regular vines Computational Statistics & Data Analysis, vol. 101, pp. 186 208 , (ISSN 0167-9473 1872-7352 ), doi: https://doi.org/10.1016/j.csda.2016.03.003 , 2016. Scientific article
Enhancing mean-variance portfolio selection by modeling distributional asymmetries Journal of Economics and Business, vol. 85, pp. 49 72 , (ISSN 0148-6195 1879-1735 ), doi: https://doi.org/10.1016/j.jeconbus.2016.01.003 , 2016. Scientific article
Gode modeller gir innsikt 2016. Article feature
Modell for Solvens II - Versjon VII: Brukermanual 2016. Report
Analysis of Vipps data 2016. Report
DNB Total Risk Model Version 7: Technical report 2016. Report
RSM Versjon II: Økonomisk scenariegenerator 2016. Report
RSM - Versjon II: Brukermanual 2016. Report
RSM- Versjon II: Teknisk rapport 2016. Report
RMS Model Validation 2016. Report
Pair-copula constructions - even more flexible than copulas 2015. Scientific lecture
Interest rate model comparisons for participating products under Solvency II 2015. Scientific lecture
Pair copula constructions with applications in finance 2015. Scientific lecture
Statistiske metoder for analyse av finansielle data 2015. Lecture
A DLM for Predicting the Return of a Portfolio 2015. Report
Smelter cash flow modelling - User manual in R 2015. Report
DNB Total Risk Model Version 6: Technical report 2015. Report
Totalrisikomodell for DNB Versjon 6: Brukermanual 2015. Report
Resultatmodul i Frigg - Versjon I: Teknisk rapport 2015. Report
Frigg - Versjon I: Brukermanual 2015. Report
RMS Model Validation 2015. Report
Modell for Solvens II - Versjon VI: Estimeringsmodul 2015. Report
Modell for Solvens II - Versjon VI: Brukermanual 2015. Report
Modellvalg i Solvens II for kort og lang tidshorisont 2014. Lecture
Praktiske eksempler på bruk av copulas 2014. Lecture
Modelling and predicting customer churn from an insurance company Scandinavian Actuarial Journal, pp. 58 71 , (ISSN 0346-1238 1651-2030 ), doi: https://doi.org/10.1080/03461238.2011.636502 , 2014. Scientific article
Bounds on total economic capital: the DNB case study Extremes, vol. 17, pp. 693 715 , (ISSN 1386-1999 1572-915X ), doi: https://doi.org/10.1007/s10687-014-0202-0 , 2014. Scientific article
A simulation-based ALM model in practical use by a Norwegian Life Insurance company pp. 155 169 , doi: https://doi.org/10.1007/978-3-319-06653-0_10 , 2014. Scientific chapter / article / conference article
Predicting Future Claims Among High Risk Policyholders Using Random Effects pp. 171 186 , doi: https://doi.org/10.1007/978-3-319-06653-0_11 , 2014. Scientific chapter / article / conference article
Learning Bayesian Networks Using Vine Methodology 2014. Scientific lecture
Structure learning of Bayesian Belief Nets using regular vines 2014. Scientific lecture
Statistical methods used for financial risk management 2014. Scientific lecture
Structure Learning in BBNs using Regular Vines 2014. Scientific lecture
Statistiske metoder for analyse av finansielle data 2014. Lecture
Økonomisk scenariogenerator: Teknisk rapport 2014. Report
RSM - Versjon I: Teknisk rapport 2014. Report
Modell for Solvens II - Versjon V: Brukermanual 2014. Report
Modell for Solvens II - Versjon V: Estimeringsmodul 2014. Report
Totalrisikomodell for DNB Versjon 5: Brukermanual 2014. Report
DNB Total Risk Model Version 5: Technical report 2014. Report
RSM - Versjon I: Brukermanual 2014. Report
A GARCH-NIG-Copula Model for Portfolio Optimization 2014. Report
Sammenligning av AR(1)- og CIR++-modellen 2014. Report
Risikostyringen for boliglån er ikke god nok 2013. Article feature
Hvordan identifisere høyrisikable forsikringstagere for prediksjon av framtidige skader? 2013. Scientific lecture
How to identify high risk policyholders for prediction of future insurance claims 2013. Scientific lecture
A Simulation-Based ALM Model in Practical Use by a Norwegian Life Insurance Company 2013. Scientific lecture
Predicting Future Claims Among High Risk Policyholders Using Random Effects 2013. Scientific lecture
Pair-copula constructions - even more flexible than copulas 2013. Scientific lecture
Statistiske metoder brukt i finansiell risikostyring 2013. Scientific lecture
ALM-modell for Solvens II-beregninger 2013. Scientific lecture
Pair-copula constructions - even more flexible than copulas 2013. Scientific lecture
Pair-copula constructions 2013. Scientific lecture
Statistical Methods used for financial risk management 2013. Scientific lecture
Statistiske metoder for analyse av finansielle data 2013. Lecture
Problemlånsmodeller 2013. Report
Nested simulations for Solvency II internal models 2013. Report
Modell for Solvens II - Versjon IV: Brukermanual 2013. Report
Modell for Solvens II - Versjon IV: Estimeringsmodul 2013. Report
Truncated regular vines in high dimensions with application to financial data Canadian journal of statistics, vol. 40, pp. 68 85 , (ISSN 0319-5724 1708-945X ), doi: https://doi.org/10.1002/cjs.10141 , 2012. Scientific article
Hvem sier at Basel I hadde sannheten? pp. 46 46 , 2012. Article feature
Modellering og prediksjon av kundeavgang 2012. Scientific lecture
Pair-copula constructions - even more flexible than copulas 2012. Scientific lecture
Multivariat modellering 2012. Scientific lecture
Univariat modellering 2012. Scientific lecture
Pair-copula constructions of multiple dependence 2012. Scientific lecture
Likestilling uten et eneste tiltak 2012. Lecture
Statistiske metoder for analyse av finansielle data 2012. Lecture
Statistiske metoder for analyse av finansielle data 2012. Lecture
Importance Sampling from DNB's Credit Risk Model 2012. Report
Libor-modellen og Solvens II 2012. Report
Model for prediction of client churn 2012. Report
Modell for Solvens II - Versjon III: Brukermanual 2012. Report
DNB Total Risk Model Version 4: Technical report 2012. Report
CIR++-rentemodellen 2012. Report
Estimating market risk based on historical data 2012. Report
ICAAP beregninger for Sparebanken Sør 2012. Report
ICAAP beregninger for Sparebanken Sogn og Fjordane 2012. Report
Porteføljeoptimering 2012. Report
A new robust importance-sampling method for measuring value-at-risk and expected shortfall allocations for credit portfolios The Journal of Credit Risk, vol. 6, (ISSN 1744-6619 1755-9723 ), , 2011. Scientific article
Dependence Modeling: Vine Copula Handbook Ukjent, 2011. Scientific article
Estimating stochastic volatility models using integrated nested Laplace approximations European Journal of Finance, vol. 17, pp. 487 503 , (ISSN 1351-847X 1466-4364 ), doi: https://doi.org/10.1080/1351847X.2010.495475 , 2011. Scientific article
Ekstremvær, Bolt og børsfall Dagens næringsliv, (ISSN 0803-9372 ), 2011. Reader opinion
Hvorfor så forskjellig i bank og forsikring? 2011. Article feature
Modeling Dependence between Financial Returns Using Pair-Copula Constructions pp. 305 328 , doi: https://doi.org/10.1142/9789814299886_0015 , 2011. Scientific chapter / article / conference article
Vines Arise pp. 37 72 , doi: https://doi.org/10.1142/9789814299886_0003 , 2011. Scientific chapter / article / conference article
Solvens II-modellering 2011. Scientific lecture
Predicting the time-varying covariance matrix of NordPool Energy Forwards 2011. Scientific lecture
Pair-copula constructions 2011. Scientific lecture
Pair-copula constructions: even more flexible than copulas 2011. Scientific lecture
Faster simulation of C- and D-vines 2011. Scientific lecture
Modelling and predicting customer churn from an insurance company 2011. Scientific lecture
Statistisk Analyse av Finansielle Data 2011. Lecture
Norsk Regnesentral 2011. Lecture
Statistiske metoder for analyse av finansiell risiko 2011. Lecture
Totalrisikomodell for DNB Versjon 4: Teknisk Rapport 2011. Report
Vurdering av IPS-beregninger 2011. Report
Modell for Solvens II - Versjon II: Brukermanual 2011. Report
Totalrisikomodell for DNB Versjon 4: Brukermanual 2011. Report
Vurdering av Unit Link beregninger 2011. Report
Vurderinger av IPS-beregninger 2011. Report
Måling av finansiell risiko for Stiftelsen UNI 2011. Report
Sammenligning av metoder for risikoaggregering 2011. Report
Scenario Generator 2011. Report
Kvalitetssikring av markedsrisikomodell 2011. Report
Evaluering av kredittmodul 2011. Report
Parallellisering av simulering fra vines 2011. Report
On the simplified pair-copula construction - Simply useful or too simplistic? Journal of Multivariate Analysis, vol. 101, pp. 1296 1310 , (ISSN 0047-259X 1095-7243 ), doi: https://doi.org/10.1016/j.jmva.2009.12.001 , 2010. Scientific article
A New Robust Importance Sampling Method for Measuring VaR and ES Allocations for Credit Portfolios The Journal of Credit Risk, vol. 6, (ISSN 1744-6619 1755-9723 ), 2010. Scientific article
A new robust importance-sampling method for measuring value-at-risk and expected shortfall allocations for credit portfolios The Journal of Credit Risk, vol. 6, pp. 113 149 , (ISSN 1744-6619 1755-9723 ), 2010. Scientific article
Stor formue - flaks eller dyktighet? Kapital, (ISSN 0332-5423 ), 2010. Reader opinion
Pair copula constructions of multiple dependence 2010. Scientific lecture
The profit-loss distribution of a hydropower company 2010. Scientific lecture
Statistikk med finansielle anvendelser 2010. Lecture
QIS5 system for SpareBank 1 Livsforsikring 2010. Lecture
Statistiske metoder for analyse av finansielle data 2010. Lecture
Tidsrekkemodeller 2010. Lecture
Multivariat modellering 2010. Lecture
Passivamodell for Solvens II: Teknisk rapport 2010. Report
Modellering og prediksjon av kundeavgang 2010. Report
Robustifisering av program for RND-estimering 2010. Report
Parallellisering av Totalrisiko-programmet 2010. Report
Modell for Solvens II: Brukermanual 2010. Report
Balansemodell for Solvens II: Teknisk rapport 2010. Report
Parallellisering av Kredittrisiko-programmet 2010. Report
Models for construction of multivariate dependence - a comparison study European Journal of Finance, vol. 15, pp. 639 659 , (ISSN 1351-847X 1466-4364 ), doi: https://doi.org/10.1080/13518470802588767 , 2009. Scientific article
Pair-copula constructions of multiple dependence Insurance, Mathematics & Economics, vol. 44, pp. 182 198 , (ISSN 0167-6687 1873-5959 ), doi: https://doi.org/10.1016/j.insmatheco.2007.02.001 , 2009. Scientific article
Models for construction of multivariate dependence European Journal of Finance, vol. 15 (7/8), pp. 639 659 , (ISSN 1351-847X 1466-4364 ), 2009. Scientific article
Discussion of ``Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations,'' by H. Rue, S. Martino and N. Chopin Journal of the Royal Statistical Society, Series B (Statistical Methodology), vol. 71, Part 2, pp. 364 365 , (ISSN 1369-7412 1467-9868 ), 2009. Scientific article
Finanskrise – Risikomodeller, Basel II og Internrevisjonens rolle: Fra en statistikers synsvinkel. Intervju Internrevisoren, 2009. Reader opinion
Risiko og krise. Kredittkommentar Dagens næringsliv, (ISSN 0803-9372 ), 2009. Reader opinion
Ingen fri lunsj mer? Kredittkommentar Dagens næringsliv, (ISSN 0803-9372 ), 2009. Reader opinion
A new robust importance sampling method for measuring VaR and ES allocations for credit portfolios 2009. Scientific lecture
Forenklede par-copula-konstruksjoner 2009. Scientific lecture
Kurs i totalrisikomodellering for Eksportfinans 2009. Lecture
Totalrisikomodellering 2009. Lecture
Har statistiske modeller skylden for finanskrisen? 2009. Lecture
Statistisk analyse av energipriser 2009. Lecture
Statistisk analyse av finansielle tidsrekker 2009. Lecture
Vurdering av modell for å beregne marginer 2009. Report
Scoring model for Spain 2009. Report
Validering av modell for finansielle indikatorer 2009. Report
Måling av finansiell risiko for Fritt Ord 2009. Report
Måling av finansiell risiko for Stiftelsen UNI 2009. Report
Estimating Stochastic Volatility Models Using Integrated Nested Laplace Approximations Preprint NTNU, pp. 21 21 , (ISSN 0804-029X ), 2008. Article journal
Historie og fremtid Dagens næringsliv, (ISSN 0803-9372 ), 2008. Reader opinion
Tvangsssalg i aksjemarkedet. Kredittkommentar Dagens næringsliv, (ISSN 0803-9372 ), 2008. Reader opinion
Hvor mange sorte svaner? Dagens næringsliv, (ISSN 0803-9372 ), 2008. Reader opinion
Kjersti Aas; Statistical Modelling of Financial Risk 2008. Doctor dissertat
Integrating different types of risk into VaR 2008. Scientific lecture
The Generalised Hyperbolic Skew Student's t-distribution 2008. Scientific lecture
Pair-copula constructions of multiple dependence 2008. Scientific lecture
Models for construction of multivariate dependence 2008. Scientific lecture
Modellbruk i finans: Nye metoder - nye svar? 2008. Scientific lecture
Models for construction of multivariate dependence - A comparison study 2008. Scientific lecture
Pair-copula constructions 2008. Scientific lecture
Måling av finansiell risiko: Nye metoder- nye svar? 2008. Lecture
Statistisk Analyse av Finansielle Tidsrekker 2008. Lecture
Totalrisiko og Basel II 2008. Lecture
Volatilitet og avkastning 2008. Report
Vurdering av metode for å beregne ICAAP 2008. Report
Simuleringsmodell for kredittrisiko: Brukermanual 2008. Report
Problemlån 2008. Report
Simuleringsmodell for kredittrisiko: Teknisk Rapport 2008. Report
Scoring Model for UK 2008. Report
Scoring model for Austria 2008. Report
Modellering av finansielle indikatorer 2008. Report
Scoring model for Canada 2008. Report
Scoring model for Germany 2008. Report
Risk Capital Aggregation Risk Management: An International Journal, vol. 9 (2), (ISSN 1460-3799 1743-4637 ), 2007. Scientific article
Bankene bedre rustet Ukjent, 2007. Reader opinion
Nye metoder - nye svar. Kredittkommentar Dagens næringsliv, (ISSN 0803-9372 ), 2007. Reader opinion
Pair-copula constructions of multiple dependence 2007. Scientific lecture
Risk Estimation using the Multivariate Normal Inverse Gaussian Distribution 2007. Scientific lecture
A Model for simulation of Nordic Electricity Spot Prices 2007. Scientific lecture
Modellering av avhengighetsstrukturer med finans som anvendelse 2007. Scientific lecture
Totalrisikomodellering og Basel II 2007. Lecture
Statistiske metoder for analyse av finansielle data 2007. Lecture
Statistiske metoder for analyse av finansiell risiko 2007. Lecture
Economic capital modelling in DnB NOR 2007. Lecture
Basel II og totalrisikomodellering 2007. Lecture
Integrating different kinds of risk into VaR 2007. Lecture
Totalrisikomodell for sparebanker: Brukermanual 2007. Report
Modell for beregning av belåningsgrader 2007. Report
Totalrisiko for sparebanker: Teknisk rapport 2007. Report
Likviditetsrisiko 2007. Report
Models for construction of multivariate dependence 2007. Report
Validering av kredittrisikomodell 2007. Report
Estimering av sektorkonsentrasjoner 2007. Report
Revidert Vital-modul 2007. Report
The Generalised Hyperbolic Skew Student’s t-distribution Journal of Financial Econometrics, vol. 02.04.2012, pp. 275 309 , (ISSN 1479-8409 1479-8417 ), 2006. Scientific article
Statistisk analyse for Finans, Forsikring og Råvaremarkeder Tilfeldig gang, (ISSN 0803-8953 0806-7406 ), 2006. Reader opinion
Statistisk analyse for finans, forsikring og råvaremarkerder Tilfeldig gang, (ISSN 0803-8953 0806-7406 ), 2006. Reader opinion
Statistisk analyse av finansielle tidsrekker 2006. Scientific lecture
The Agder Energi Model for Simulation of The Nordic Electricity Spot Prices 2006. Scientific lecture
Methodological developments in the analysis of financial risk called for by industry needs 2006. Scientific lecture
Methods of improving assessment of portfolio risk using the multivariate NIG 2006. Scientific lecture
Modellering av totalrisiko 2006. Lecture
DnB NORs totalrisikomodell 2006. Lecture
STK 4520 Finans- og forsikringsmatematisk laboratorium 2006. Lecture
Modellering av total økonomisk kapital 2006. Lecture
Faren for børskrakk er større enn du kanskje tror 2006. Lecture
Kvalitetssikring av risikorapportering 2006. Report
Net Present Value with Uncertainty , 2006. Report
Pair-copula constructions of multiple dependence 2006. Report
Prediction of spot rates 2006. Report
Totalrisikomodell - forprosjekt 2006. Report
Totalrisikomodell for E-CO Energi 2006. Report
Komponentbasert aggregering av risiko 2006. Report
Totalrisikomodell for Sparebanken Sør: Brukermanual 2006. Report
Risk Estimation using the Multivariate Normal Inverse Gaussian Distribution Journal of Risk, vol. 8, (ISSN 1465-1211 1755-2842 ), 2005. Scientific article
Ser ikke rasfaren Ukjent, 2005. Reader opinion
Sannsynligheten for et nytt børskrakk er kanskje større enn man tror Ukjent, 2005. Science for the public article
Modellering av totalrisiko 2005. Scientific lecture
The Generalised Hyperbolic Skew Student’s t-distribution 2005. Scientific lecture
Copulas 2005. Scientific lecture
Brukermanual: ALM-modellering for KLP 2005. Report
OLGA III 2005. Report
Risk Capital Aggregation , 2005. Report
Totalrisikomodell for DnB NOR: Teknisk rapport 2005. Report
Rådgivning 2005. Report
Statistisk risikostyring i E-CO Energi - forprosjekt 2005. Report
Totalrisikomodell for DnB NOR: Brukermanual 2005. Report
Langtidsmodellering av KLPs balanse 2005. Report
The Matrix Ukjent, vol. 9(4), 2004. Scientific article
Integrated risk modelling Statistical Modelling, vol. 4, (ISSN 1471-082X 1477-0342 ), doi: https://doi.org/10.1191/1471082X04st079oa , 2004. Scientific article
Statistisk analyse av finansielle tidsrekker 2004. Scientific lecture
Predicting the Time-Varying Covariance Matrix of Electricity Forwards 2004. Scientific lecture
Modellering av totalrisiko 2004. Lecture
Estimation of Parameters in the GARCH(1,1) Model 2004. Report
OLGA II User Manual 2004. Report
Statistisk analyse av produksjons- og prisdata 2004. Report
Modellering av eierrisiko: Forskjeller mellom analytisk og simuleringsbasert modellering 2004. Report
Kjersti Aas; Swing Option Valuation Using Monte Carlo Simulations 2004. Report
Return modelling in financial markets: A Survey 2003. Report
Integrated Risk Modelling (ISSN 9788253905068 ), , 2003. Report
Sucessful price modeling in energy markets 2002. Scientific lecture
Predicting default rates using macroeconomic factors 2002. Report
Optimization of flexibility 2002. Report
Volatility prediction 2002. Report
Credit risk modelling: A survey 2002. Report
OLGA: User manual 2002. Report
OlGA: A joint model for oil and gas prices 2002. Report
Verification of batch numbers on plastic vials Ukjent, 2001. Scientific article
Microarray Data Mining: A Survey 2001. Report
Modelling Uncertainty in TASTE 2001. Report
Data analysis of UK electricity and gas prices 2001. Report
Model for quantifying risk in the DnB Group 2001. Report
MUNIT Version 2 2001. Report
Aktuarielle og finansielle beregninger ved simulering 2000. Scientific lecture
Pattern recognition in text documents 2000. Scientific lecture
Data Mining - løsningen eller bare en bløff? 2000. Scientific lecture
Example-based search for tourism information 2000. Report
Credit rating in the swedish corporate market 2000. Report
Speech-driven facial animation 2000. Report
Estimating total risk 2000. Report
Applications of hidden Markov chains in image analysis Pattern Recognition, vol. 32, pp. 703 713 , (ISSN 0031-3203 1873-5142 ), 1999. Scientific article
Hidden Markov Chains in Image Analysis Ukjent, 1999. Science for the public article
Data Mining - A Survey (ISSN 9788253904269 ), 1999. Report
Text categorisation - A survey (ISSN 9788253904252 ), 1999. Report
News Filtering 1999. Report
Kundesegmentering 1999. Report
Automatic wrapper generation: A preliminary study 1999. Report
Decoding bar codes from human-readable characters Pattern Recognition Letters, vol. 18, pp. 1519 1527 , (ISSN 0167-8655 1872-7344 ), 1998. Scientific article
Data Mining - Løsningen eller bare en bløff? (kronikk) ComputerWorld Norge, (ISSN 1501-6595 ), 1998. Science for the public article
Data mining løsningen eller bare en bløff ? FOP-nytt, vol. 13, pp. 24 25 , 1998. Science for the public article
Kroppen gir deg adgang Teknisk Ukeblad, vol. 145, pp. 22 23 , (ISSN 0040-2354 ), 1998. Science for the public article
Detection and Recognition of Faces in Video Sequences Ukjent, 1998. Science for the public article
Biometri 1998. Media participation
Data Mining - Løsningen på alle problemer eller bare en bløff ? 1998. Scientific lecture
Hva er bildeanalyse? 1998. Scientific lecture
Jakt på kunnskap 1998. Scientific lecture
Et system for resirkulering av bokser 1998. Scientific lecture
REGMODII: Brukermanual 1998. Report
Verification of batch numbers on plastic vials 1998. Report
Semi-automatic revision of forest maps combining spectral, textural, laser altimeter and GIS data Ukjent, 1997. Scientific article
Reading bar codes from low resolution images Ukjent, 1997. Science for the public article
Intelligente agenter: Til hjelp i informasjonssøket? 1997. Scientific lecture
Transmission of digital real-time video over ATM networks, Applied at alarm trigged video surveillance (ISSN 9788253904320 ), 1997. Report
Uttesting av metode for strekkodedeteksjon 1997. Report
A survey on: Content-based access to image and video databases (ISSN 9788253904337 ), 1997. Report
An intelligent news agent 1997. Report
A Survey on personalised information filtering systems for the World Wide Web (ISSN 9788253904429 ), 1997. Report
Text page recognition using grey level features and hidden Markov models Pattern Recognition, vol. 29, pp. 977 985 , (ISSN 0031-3203 1873-5142 ), 1996. Scientific article
Semi-automatic revision of forest maps combining spectral, textural, laser altimeter and GIS data Ukjent, 1996. Scientific article
The suitability of future high-resolution satellite imagery for forest inventory Ukjent, 1996. Scientific article
Automatic can separation Ukjent, vol. III, pp. 954 954 , 1996. Scientific article
Text recognition from grey level images using hidden Markov models Ukjent, 1996. Science for the public article
Semi-automatic revision of forest maps combining spectral, textural, laser altimeter and GIS data 1996. Scientific lecture
Audio-visual recognition: A survey (ISSN 9788253904115 ), 1996. Report
Semi-automatic revision of forest maps combining spectral, texture, laser altimeter and GIS data (ISSN 9788253904085 ), 1996. Report
Reading bar codes from low resolution images 1996. Report
Automatic classification of bottles in crates Ukjent, 1995. Scientific article
Tools for interactive map conversion and vectorization Ukjent, vol. 2, pp. 927 930 , 1995. Scientific article
Text recognition from grey level images using hidden Markov models Lecture Notes in Computer Science (LNCS), vol. 970, pp. 503 508 , (ISSN 0302-9743 1611-3349 ), 1995. Scientific article
Automatic recognition of character strings in maps Ukjent, 1995. Scientific article
Dagens Sherlock Holmes Teknisk Ukeblad, (ISSN 0040-2354 ), 1995. Science for the public article
Videoanalyse Teknisk Ukeblad, (ISSN 0040-2354 ), 1995. Science for the public article
HCPV evaluation of Troll Olje Gas Province 1995. Report
Bar code localization 1995. Report
Recognition of spikes in EEG-signals: Further experimentations with the Hidden Markov Chain model 1995. Report
Automatic can separation 1995. Report
HCPV evaluation of Sleipner satellites 1995. Report
Representative parameters from thin sections 1995. Report
Characterization of lesions in dynamical MRI using contrast agent and statistical analysis Ukjent, pp. 123 127 , 1994. Science for the public article
Theory and methods for filtering of lines 1994. Report
Theory and methods for digitizing of areas 1994. Report
Classification of bottles in crates 1994. Report
Recognition of degraded symbols using hidden Markov models (ISSN 9788253903699 ), 1993. Report
Theory and methods for grouping and syntax analysis 1993. Report
Recognition of 3-D objects in coregistered range- and intensity images using stochastic simulation Ukjent, vol. 9, 1992. Science for the public article
Combining range and intensity data with a hidden Markov model 1992. Scientific lecture
Combining range and intensity data with a hidden Markov model 1992. Scientific lecture
An evaluation of statistical modeling in magnetic resonance imaging using images fron the central nervous system aquired with and without a Gladolium-based contrast medium (ISSN 9788253903484 ), 1992. Report
Classification of objects in multispectral images 1992. Report
Classification of objects in multi-spectral images 1991. Report