Kjersti Aas
Kjersti Aas
Assistant research director Norsk Regnesentral
Verifisert e-postadresse på nr.no
Tittel
Sitert av
Sitert av
År
Pair-copula constructions of multiple dependence
K Aas, C Czado, A Frigessi, H Bakken
Insurance: Mathematics and economics 44 (2), 182-198, 2009
16822009
Text categorisation: A survey
K Aas, L Eikvil
Technical report, Norwegian computing center, 1999
6671999
The Generalized Hyperbolic Skew Student’s t-Distribution
K Aas, IH Haff
Journal of financial econometrics 4 (2), 275-309, 2006
4132006
Models for construction of multivariate dependence–a comparison study
K Aas, D Berg
The European Journal of Finance 15 (7-8), 639-659, 2009
329*2009
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
2652012
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
2252010
Integrated risk modelling
XK Dimakos, K Aas
Statistical modelling 4 (4), 265-277, 2004
1302004
Modelling the dependence structure of financial assets: A survey of four copulas
K Aas
Samba 22 (4), 18, 2004
1092004
Applications of hidden Markov chains in image analysis
K Aas, L Eikvil, RB Huseby
Pattern recognition 32 (4), 703-713, 1999
761999
Predicting mortgage default using convolutional neural networks
H Kvamme, N Sellereite, K Aas, S Sjursen
Expert Systems with Applications 102, 207-217, 2018
682018
Risk capital aggregation
K Aas, XK Dimakos, A Øksendal
Risk Management 9 (2), 82-107, 2007
672007
Risk estimation using the multivariate normal inverse gaussian distribution
K Aas, IH Haff, XK Dimakos
The Journal of Risk 8 (2), 39, 2005
612005
Enhancing mean–variance portfolio selection by modeling distributional asymmetries
RKY Low, R Faff, K Aas
Journal of Economics and Business 85, 49-72, 2016
572016
Explaining individual predictions when features are dependent: More accurate approximations to Shapley values
K Aas, M Jullum, A Løland
arXiv preprint arXiv:1903.10464, 2019
462019
Pair-copula constructions for financial applications: A review
K Aas
Econometrics 4 (4), 43, 2016
462016
Tools for interactive map conversion and vectorization
L Eikvil, K Aas, H Koren
Proceedings of 3rd International Conference on Document Analysis and …, 1995
441995
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
412014
A survey on personalized information filtering systems for the world wide web
K Aas
Norwegian Computing Center, 1997
381997
Text page recognition using grey-level features and hidden Markov models
K Aas, L Eikvil
Pattern Recognition 29 (6), 977-985, 1996
361996
Microarray data mining: A survey
K Aas
NR Note, SAMBA, Norwegian Computing Center, 2001
312001
Systemet kan ikke utføre handlingen. Prøv igjen senere.
Artikler 1–20