Jostein Lillestol

Norwegian School of Economics (NHH) - Department of Business and Management Science

Helleveien 30

Bergen, NO-5045

Norway

SCHOLARLY PAPERS

14

DOWNLOADS

472

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (14)

1.

Some New Bivariate IG and NIG-Distributions for Modelling Covariate Financial Returns

NHH Dept. of Finance & Management Science Discussion Paper No. 2007/1
Number of pages: 30 Posted: 28 Mar 2007
Jostein Lillestol
Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 188 (207,777)
Citation 1

Abstract:

Loading...

Financial returns, bivariate distribution, NIG distribution, mixture representation, inverse Gaussian distribution, bivariate simulation

2.

Probabilistic Cost Efficiency and Bounded Rationality in the Newsvendor Model

NHH Dept. of Business and Management Science Discussion Paper No. 2014/41
Number of pages: 32 Posted: 21 Dec 2014
Norwegian School of Economics (NHH) - Department of Business and Management Science, Norwegian School of Economics (NHH) - Department of Business and Management Science, Norwegian School of Economics (NHH) - Department of Business and Management Science, Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 35 (563,015)

Abstract:

Loading...

Behavioral economics, experimental economics, bounded rationality, probabilistic cost efficiency

3.

Beyond the Local Mean-Variance Analysis in Continuous Time: The Problem of Non-Normality

NHH Dept. of Business and Management Science Discussion Paper No. 2015/11
Number of pages: 23 Posted: 26 Feb 2015
Knut K. Aase and Jostein Lillestol
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 33 (573,853)
Citation 3

Abstract:

Loading...

Mean-variance analysis, Consumption based CAPM, Equilibrium real interest rate, The equity premium puzzle, jump-diffusions, Bi-variate Normal Inverse Gaussian distribution

4.

Best Estimate Reporting with Asymmetric Loss

NHH Dept. of Business and Management Science Discussion Paper No. 2015/7
Number of pages: 16 Posted: 30 Jan 2015
Jostein Lillestol and Richard Sinding-Larsen
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian University of Science and Technology (NTNU)
Downloads 30 (590,839)

Abstract:

Loading...

Estimate reporting, asymmetric loss, point prediction, predictive distribution

5.

Log-Normal Creaming and the Likelihood of Discovering Additional Giant Petroleum Fields

NHH Dept. of Business and Management Science Discussion Paper No. 2016/3
Number of pages: 19 Posted: 27 Jan 2016
Jostein Lillestol and Richard Sinding-Larsen
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian University of Science and Technology (NTNU)
Downloads 28 (603,109)

Abstract:

Loading...

Log-normal distribution, sampling proportional to size, resource prediction

6.

Sample Statistics as Convincing Evidence: A Tax Fraud Case

NHH Dept. of Business and Management Science Discussion Paper No. 2018/12
Number of pages: 32 Posted: 25 Oct 2018
Jostein Lillestol
Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 25 (622,620)

Abstract:

Loading...

Gamma-Beta analysis, Bayesian Gamma-analysis, Risk analysis

7.

Benefit Efficient Statistical Distributions on Patient Lists

NHH Dept. of Finance & Management Science Discussion Paper No. 2006/3
Number of pages: 19 Posted: 02 Mar 2007
Jan Uboe and Jostein Lillestol
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 21 (650,506)

Abstract:

Loading...

Patient lists, efficient welfare, statistical distributions

8.

Creaming - And the Depletion of Resources: A Bayesian Data Analysis

NHH Dept. of Business and Management Science Discussion Paper No. 2017/16
Number of pages: 27 Posted: 17 Nov 2017 Last Revised: 07 Mar 2018
Jostein Lillestol and Richard Sinding-Larsen
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian University of Science and Technology (NTNU)
Downloads 19 (664,848)

Abstract:

Loading...

Log-Normal Distribution, Sampling Proportional to Size, Resource Prediction

9.

Beta-Creaming

NHH Dept. of Business and Management Science Discussion Paper No. 2015/8
Number of pages: 18 Posted: 12 Feb 2015
Jostein Lillestol and Richard Sinding-Larsen
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian University of Science and Technology (NTNU)
Downloads 19 (664,848)

Abstract:

Loading...

Beta distribution, sampling proportional to size, resource estimation

10.

Revelation of Preferences in Patient List Data

NHH Dept. of Finance & Management Science Discussion Paper No. 2007/22
Number of pages: 17 Posted: 18 Oct 2007
Jan Uboe and Jostein Lillestol
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 17 (679,405)

Abstract:

Loading...

patient lists, efficient welfare, statistical distributions

11.

A Regression Surprise Resolved

NHH Dept. of Finance & Management Science Discussion Paper No. 2008/16
Number of pages: 7 Posted: 23 Sep 2008
Jostein Lillestol and Jonas Andersson
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 16 (686,853)

Abstract:

Loading...

Trend and seasonality, Prediction risk, Paradox

12.

Patient Allocations According to Circumstances and Preferences: Modelling Based on the Norwegian Patient List System

NHH Dept. of Finance & Management Science Discussion Paper No. 2007/2
Number of pages: 21 Posted: 28 Mar 2007
Jostein Lillestol, Jan Uboe, Yngve Ronsen and Per Hjortdahl
Norwegian School of Economics (NHH) - Department of Business and Management Science, Norwegian School of Economics (NHH) - Department of Business and Management Science, University of Oslo - Department of General Practice and University of Oslo - Department of General Practice
Downloads 16 (686,853)
Citation 1

Abstract:

Loading...

Patient allocations, shortages, preferences, benefit efficiency, gravity model

13.

Weibull Wind Worth: Wait and Watch?

NHH Dept. of Business and Management Science Discussion Paper No. 2016/2
Number of pages: 20 Posted: 27 Jan 2016
Jostein Lillestol
Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 13 (710,093)
Citation 1

Abstract:

Loading...

Weibull distribution, decision analysis, pre-posterior Bayesian analysis

14.

Analyzing Learning Effects in the Newsvendor Model by Probabilistic Methods

NHH Dept. of Business and Management Science Discussion Paper No. 2019/13
Number of pages: 20 Posted: 11 Oct 2019
Jonas Andersson, Kurt Jornsten, Jostein Lillestol and Jan Uboe
Norwegian School of Economics (NHH) - Department of Business and Management Science, Norwegian School of Economics (NHH) - Department of Business and Management Science, Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 12 (718,063)

Abstract:

Loading...

behavioral OR, experimental economics, bounded rationality, probabilistic methods, pull-to-center effect