| Ruin theory with stochastic return on investments J Paulsen, HK Gjessing Advances in Applied Probability 29 (4), 965-985, 1997 | 279 | 1997 |
| Risk theory in a stochastic economic environment J Paulsen Stochastic processes and their applications 46 (2), 327-361, 1993 | 223 | 1993 |
| Optimal choice of dividend barriers for a risk process with stochastic return on investments J Paulsen, HK Gjessing Insurance: Mathematics and Economics 20 (3), 215-223, 1997 | 201 | 1997 |
| Order determination of multivariate autoregressive time series with unit roots J Paulsen Journal of time series analysis 5 (2), 115-127, 1984 | 198 | 1984 |
| Bias of some commonly-used time series estimates D Tjøstheim, J Paulsen Biometrika 70 (2), 389-399, 1983 | 191 | 1983 |
| Optimal control of risk exposure, reinsurance and investments for insurance portfolios C Irgens, J Paulsen Insurance: Mathematics and Economics 35 (1), 21-51, 2004 | 144 | 2004 |
| Ruin models with investment income J Paulsen | 136 | 2008 |
| Ruin theory with compounding assets—a survey J Paulsen Insurance: Mathematics and Economics 22 (1), 3-16, 1998 | 133 | 1998 |
| Optimal dividend payouts for diffusions with solvency constraints J Paulsen Finance and Stochastics 7, 457-473, 2003 | 119 | 2003 |
| Present value distributions with applications to ruin theory and stochastic equations HK Gjessing, J Paulsen Stochastic processes and their applications 71 (1), 123-144, 1997 | 99 | 1997 |
| On Cramér-like asymptotics for risk processes with stochastic return on investments J Paulsen The Annals of Applied Probability 12 (4), 1247-1260, 2002 | 98 | 2002 |
| Sharp conditions for certain ruin in a risk process with stochastic return on investments J Paulsen Stochastic processes and their applications 75 (1), 135-148, 1998 | 90 | 1998 |
| Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs J Paulsen Advances in Applied Probability 39 (3), 669-689, 2007 | 79 | 2007 |
| Optimal dividend payments and reinvestments of diffusion processes with both fixed and proportional costs J Paulsen SIAM Journal on Control and Optimization 47 (5), 2201-2226, 2008 | 78 | 2008 |
| On the estimation of residual variance and order in autoregressive time series J Paulsen, D Tjøstheim Journal of the Royal Statistical Society: Series B (Methodological) 47 (2 …, 1985 | 72 | 1985 |
| Empirical identification of multiple time series D Tjøstheim, J Paulsen Journal of Time Series Analysis 3 (4), 265-282, 1982 | 38 | 1982 |
| Optimal dividend policies with transaction costs for a class of diffusion processes L Bai, J Paulsen SIAM Journal on Control and Optimization 48 (8), 4987-5008, 2010 | 37 | 2010 |
| A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments J Paulsen, J Kasozi, A Steigen Insurance: Mathematics and Economics 36 (3), 399-420, 2005 | 34 | 2005 |
| On the distribution of a randomly discounted compound Poisson process T Nilsen, J Paulsen Stochastic processes and Their applications 61 (2), 305-310, 1996 | 34 | 1996 |
| Optimal dividend policies with transaction costs for a class of jump-diffusion processes M Hunting, J Paulsen Finance and Stochastics 17 (1), 73-106, 2013 | 32 | 2013 |
