Jostein Lillestol

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

Helleveien 30

Bergen, NO-5045

Norway

SCHOLARLY PAPERS

14

DOWNLOADS

422

SSRN CITATIONS

0

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 186 (165,998)
Citation 1

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

2.

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 31 (473,037)
Citation 1

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

3.

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 28 (488,209)

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

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 27 (493,401)

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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 26 (498,891)

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

6.

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 20 (533,460)

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Patient lists, efficient welfare, statistical distributions

7.

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 17 (551,556)

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

8.

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 16 (557,426)

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Beta distribution, sampling proportional to size, resource estimation

9.

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 (557,426)

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Trend and seasonality, Prediction risk, Paradox

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 15 (563,565)

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patient lists, efficient welfare, statistical distributions

11.

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 15 (563,565)
Citation 1

Abstract:

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

12.

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 12 (582,708)

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Weibull distribution, decision analysis, pre-posterior Bayesian analysis

13.

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 7 (615,222)

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

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 6 (621,843)

Abstract:

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