Kjartan Kloster Osmundsen
Kjartan Kloster Osmundsen
PhD Student in Statistics, University of Stavanger
Verified email at uis.no
TitleCited byYear
Using expected shortfall for credit risk regulation
KK Osmundsen
Journal of International Financial Markets, Institutions and Money 57, 80-93, 2018
32018
Credit Risk Modelling with Expected Shortfall-A Simulation-based Portfolio Analysis
KK Osmundsen
NTNU, 2016
22016
MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood
KK Osmundsen, TS Kleppe, A Oglend
Communications in Statistics-Simulation and Computation, 1-22, 2019
2019
Pseudo-Marginal Hamiltonian Monte Carlo with Efficient Importance Sampling
KK Osmundsen, TS Kleppe, R Liesenfeld
arXiv preprint arXiv:1812.07929, 2018
2018
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Articles 1–4