activity
20182022
most citedModelling extreme claims via composite models and threshold selection methods

2 citations · 3 across the 3 of their papers we have counts for

collaborators

5 papers

stat.ME20221 cited

A copula-based boosting model for time-to-event prediction with dependent censoring

Alise Danielle Midtfjord, Riccardo De Bin, Arne Bang Huseby

A characteristic feature of time-to-event data analysis is possible censoring of the event time. Most of the statistical learning methods for handling censored data are limited by…

math.OC2020

Environmental contours and optimal design

Kristina Rognlien Dahl, Arne Bang Huseby

Classical environmental contours are used in structural design in order to obtain upper bounds on the failure probabilities of a large class of designs. Buffered environmental cont…

stat.AP20192 cited

Modelling extreme claims via composite models and threshold selection methods

Yinzhi Wang, Ingrid Hobæk Haff, Arne Huseby

The existence of large and extreme claims of a non-life insurance portfolio influences the ability of (re)insurers to estimate the reserve. The excess over-threshold method provide…

stat.AP2019

Buffered environmental contours

Kristina Rognlien Dahl, Arne Bang Huseby

The main idea of this paper is to use the notion of buffered failure probability from probabilistic structural design, to introduce buffered environmental contours. Classical envir…

stat.AP2018

On environmental contours for marine and coastal design

Emma Ross, Ole Christian Astrup, Elzbieta Bitner-Gregersen +8

Environmental contours are used in structural reliability analysis of marine and coastal structures as an approximate means to locate the boundary of the distribution of environmen…