Erik Bølviken

Professor of applied statistics and actuarial science. Department
Main affiliation: University of Oslo, Department of Mathematics.
. Secondary affiliation: The Norwegian Computing Centre ( NR ).

Office Address: Erik Bølviken Department of Mathematics University of Oslo PO Box 1053 Blindern N-0316 Oslo Norway
Phone: Office: +47-22 85 58 77
Fax(Dept.Office, indicate address clearly) +47-22 85 43 49
Email erikb@math.uio.no
How to get there: The Department of mathematics is located on the seventh floor of building 14 on this map . The institute can be reached by taking subway line 4 or 5 or tram line 17 or 18 to Blindern (Universitetet) .

Teaching, Spring 2001 Introduction to non-life insurance (FM212). Research interests Application of statistics, in particular to ecology and finance Computational statistics, in particular non-linear filtering Empirical finance and actuarial science Some recent writings Bølviken, E. Acklam, P.J., Christophersen, N. and Størdahl, J-M. (2001). Monte Carlo filters for non-linear state estimation. Automatica, 37,2001 ps-version . pdf-version . Bølviken E. and Storvik, G. (2001) Deterministic and stochastic particle filters for state space estimation. In 'Sequential Monte Carlo methods in practice'. Freytas, N, Gordon, N. and Doucet, A. eds. Cambridge University Press. ps-version . pdf-version . Bølviken, E. (2001). Extremes in finance and insurance: An introduction. Lecture note. ps-version . pdf-version Bølviken, E. Gløckner, F. and Stenseth, N.C.(2000), Autoregessive dynamics deduced from categorical numerical data. Under review ps-version . pdf-version Bølviken, E. and Skovlund, E. (2000) Interval estimates for difference between medians. Under review. ps-version . pdf-version Bølviken, E. and Benth, F.E. (2000). Quantification of risk in Norwegian stocks via the normal inverse gaussian distribution. Proceedings AFIR Troms\o\, 87-98. ps-version . pdf-version Bølviken, E. (2000). Evaluating risk in insuarnce and finance by stochastic simulation. introduction. Lecture note. ps-version . pdf-version Kaaresen, K. and Bølviken E. (1999). Blind deconvolution of ultrasonic traces accounting for pulse variance. IEEE transactions on ultrasonics, ferroelectrics and frequency control, 46, 564-573. Bølviken, E. and Christophersen, N. (1998) Non-linear state estimation by Monte Carlo filters. A six-dimensional example. Proceedings IEEE Decision and control, Florida. ps-version . pdf-version . B\o lviken E. and Skovlund, E. (1996). Confidence intervals from Monte Carlo tests. Journal American statistical association, 91, 1071-1080. ps-version . pdf-version Last updated: May 20, 2001 erikbb@math.uio.no