← All authors Kjersti Aas NORCE Research AS (per OpenAlex) · ORCID · OpenAlex
31 papers in scope · 29 published · 2 on the econ.EM arXiv · 3,942 citations · h-index 17 (over the papers listed here)
Papers (2 of 31)
Insurance analytics: prediction, explainability, and fairness
published 2024 · Annals of Actuarial Science · 1 citations
A comparative study of methods for estimating model-agnostic Shapley value explanations
published 2024 · Data Mining and Knowledge Discovery · 21 citations
MCCE: Monte Carlo sampling of valid and realistic counterfactual explanations for tabular data
published 2024 · Data Mining and Knowledge Discovery · 3 citations · first circulated 2021
Discriminative multimodal learning via conditional priors in generative models
published 2023 · Neural Networks · 5 citations · first circulated 2021
with Rogelio A. Mancisidor, Michael Kampffmeyer, Robert Jenssen
working paper 2022 · arXiv
working paper 2022 · arXiv
Generating customer’s credit behavior with deep generative models
published 2022 · Knowledge-Based Systems · 10 citations
with Rogelio A. Mancisidor, Michael Kampffmeyer, Robert Jenssen
Spatial modelling of risk premiums for water damage insurance
published 2021 · Scandinavian Actuarial Journal · 6 citations
with Jens Christian Wahl, Fredrik Lohne Aanes, Sindre Froyn, Daniel Piacek
Explaining individual predictions when features are dependent: More accurate approximations to Shapley values
published 2021 · Artificial Intelligence · 130 citations
Explaining predictive models using Shapley values and non-parametric vine copulas
published 2021 · Dependence Modeling · 19 citations
Deep generative models for reject inference in credit scoring
published 2020 · Knowledge-Based Systems · 52 citations
with Rogelio A. Mancisidor, Michael Kampffmeyer, Robert Jenssen
The evolution of a mobile payment solution network
published 2019 · Network Science · 1 citations
with Hanne Rognebakke
Interest rate model comparisons for participating products under Solvency II
published 2017 · Scandinavian Actuarial Journal · 6 citations
with Linda R. Neef, Lloyd G. Williams, Dag Raabe
Pair-Copula Constructions for Financial Applications: A Review
published 2016 · Econometrics · 83 citations
Structure learning in Bayesian Networks using regular vines
published 2016 · Computational Statistics & Data Analysis · 30 citations
with Ingrid Hobæk Haff, Arnoldo Frigessi, Virginia Lacal
Enhancing mean–variance portfolio selection by modeling distributional asymmetries
published 2016 · Journal of Economics and Business · 69 citations
with Rand Kwong Yew Low, Robert W. Faff
Bounds on total economic capital: the DNB case study
published 2014 · Extremes · 4 citations
with Giovanni Puccetti
Truncated regular vines in high dimensions with application to financial data
published 2012 · Canadian Journal of Statistics · 276 citations
Modelling and predicting customer churn from an insurance company
published 2011 · Scandinavian Actuarial Journal · 54 citations
with Clara-Cecilie Günther, Ingunn Fride Tvete, Geir Inge Sandnes, Ørnulf Borgan
Vines Arise
published 2010 · Dependence Modeling · 12 citations
with Roger Cooke, Harry Joe
Modeling Dependence Between Financial Returns Using Pair-Copula Constructions
published 2010 · Dependence Modeling · 6 citations
with Daniel Berg
Estimating stochastic volatility models using integrated nested Laplace approximations
published 2010 · European Journal of Finance · 33 citations
with Sara Martino, Ola Lindqvist, Linda R. Neef, Håvard Rue
On the simplified pair-copula construction — Simply useful or too simplistic?
published 2009 · Journal of Multivariate Analysis · 231 citations
with Ingrid Hobæk Haff, Arnoldo Frigessi
Models for construction of multivariate dependence – a comparison study
published 2008 · European Journal of Finance · 297 citations
with Daniel Berg
Risk Capital Aggregation
published 2007 · Risk Management · 47 citations
with Xeni K. Dimakos, Anders Øksendal
Pair-copula constructions of multiple dependence
published 2007 · Insurance Mathematics and Economics · 2054 citations
with Claudia Czado, Arnoldo Frigessi, Henrik Bakken
The Generalized Hyperbolic Skew Student's t-Distribution
published 2006 · Journal of Financial Econometrics · 352 citations
with D. Hobæk Haff
Risk estimation using the multivariate normal inverse Gaussian distribution
published 2006 · The Journal of Risk · 17 citations
with Ingrid Hobæk Haff, Xeni K. Dimakos
Integrated risk modelling
published 2004 · Statistical Modelling · 82 citations
with Xeni K. Dimakos
Minimum mean-squared error transform coding and subband coding
published 1996 · IEEE Transactions on Information Theory · 26 citations
with C.T. Mullis
Synthesis of extremal wavelet-generating filters using Gaussian quadrature
published 1995 · IEEE Transactions on Signal Processing · 15 citations
with Kenneth A. Duell, C.T. Mullis
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