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Kjersti Aas
Kjersti Aas
Assistant research director Norsk Regnesentral
Verified email at nr.no
Title
Cited by
Cited by
Year
Pair-copula constructions of multiple dependence
K Aas, C Czado, A Frigessi, H Bakken
Insurance: Mathematics and economics 44 (2), 182-198, 2009
25232009
Text categorisation: A survey
K Aas, L Eikvil
Technical report, Norwegian computing center, 1999
7181999
Explaining individual predictions when features are dependent: More accurate approximations to Shapley values
K Aas, M Jullum, A Løland
Artificial Intelligence 298, 103502, 2021
6722021
The Generalized Hyperbolic Skew Student’s t-Distribution
K Aas, IH Haff
Journal of financial econometrics 4 (2), 275-309, 2006
5172006
Models for construction of multivariate dependence–a comparison study
K Aas, D Berg
Copulae and Multivariate Probability Distributions in Finance, 31-51, 2013
384*2013
Truncated regular vines in high dimensions with application to financial data
EC Brechmann, C Czado, K Aas
Canadian journal of statistics 40 (1), 68-85, 2012
3682012
On the simplified pair-copula construction—simply useful or too simplistic?
IH Haff, K Aas, A Frigessi
Journal of Multivariate Analysis 101 (5), 1296-1310, 2010
3112010
Predicting mortgage default using convolutional neural networks
H Kvamme, N Sellereite, K Aas, S Sjursen
Expert Systems with Applications 102, 207-217, 2018
1882018
Integrated risk modelling
XK Dimakos, K Aas
Statistical modelling 4 (4), 265-277, 2004
1502004
Modelling the dependence structure of financial assets: A survey of four copulas
K Aas
Samba 22 (4), 18, 2004
1222004
Pair-copula constructions for financial applications: A review
K Aas
Econometrics 4 (4), 43, 2016
1072016
Enhancing mean–variance portfolio selection by modeling distributional asymmetries
RKY Low, R Faff, K Aas
Journal of Economics and Business 85, 49-72, 2016
1032016
Modelling and predicting customer churn from an insurance company
CC Günther, IF Tvete, K Aas, GI Sandnes, Ø Borgan
Scandinavian Actuarial Journal 2014 (1), 58-71, 2014
822014
Applications of hidden Markov chains in image analysis
K Aas, L Eikvil, RB Huseby
Pattern recognition 32 (4), 703-713, 1999
791999
Risk capital aggregation
K Aas, XK Dimakos, A Øksendal
Risk Management 9, 82-107, 2007
762007
Risk estimation using the multivariate normal inverse Gaussian distribution
K Aas, IH Haff, XK Dimakos
The Journal of Risk 8 (2), 39, 2005
672005
Deep generative models for reject inference in credit scoring
RA Mancisidor, M Kampffmeyer, K Aas, R Jenssen
Knowledge-Based Systems 196, 105758, 2020
512020
Tools for interactive map conversion and vectorization
L Eikvil, K Aas, H Koren
Proceedings of 3rd International Conference on Document Analysis and …, 1995
481995
A survey on personalized information filtering systems for the world wide web
K Aas
Norwegian Computing Center, 1997
421997
Text page recognition using grey-level features and hidden Markov models
K Aas, L Eikvil
Pattern Recognition 29 (6), 977-985, 1996
361996
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