Paulsen, J., J. Kasozi and A. Steigen: A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on investments. Insurance: Mathematics and Economics, 2005, vol.36, 399-420.
Irgens, C. and J. Paulsen: A discrete time dynamic control problem arising in insurance and finance. Scandinavian Actuarial Journal, 2005, no. 2, 142-160.
Irgens, C. and J. Paulsen: Optimal control of investments, reinsurance and risk exposure for insurance portfolios. Insurance: Mathematics and Economics, 2004, vol.35, 21-51.
Paulsen, J.: Optimal dividend payouts for diffusions with solvency constraints. Finance and Stochastics, (2003), vol.7, no.4, 457-474.
Paulsen, J. and B. Normann Rasmussen: Simulating ruin probabilities for a class of semimartingales by importance sampling methods. Scandinavian Actuarial Journal, (2003), no.3, 178-216.
Paulsen, J.: On Cramer-like asymptotics for risk processes with stochastic return on investments. The Annals of Applied Probability, (2002), vol.12, no.4, 1247-1260.
Paulsen J. and A. Hove: Markov chain Monte Carlo simulation of the distribution of some perpetuities. Advances in Applied Probability, (1999), vol.31, 112-134.
Paulsen, J.: Sharp conditions for certain ruin in a risk process with stochastic return on investments. Stochastic Processes and their Applications, (1998), vol.75, 135-148.
Paulsen, J.: Ruin theory with compounding assets - a survey. Insurance: Mathematics and Economics, (1998), vol.22, 3-16.
Paulsen, J. and H.K. Gjessing: Ruin theory with stochastic return on investments. Advances in Applied Probability, (1997), vol.29, 965-985.
Paulsen, J. and H.K. Gjessing: Optimal choice of dividend barriers for a risk process with stochastic return on investments. Insurance: Mathematics and Economics, (1997), vol.20, 215-223.
Gjessing, H.K. and J. Paulsen: Present value distributions with applications to ruin theory and stochastic equations. Stochastic Processes and their Applications, (1997), vol.71, 123-144.
Paulsen, J.: Present value of some insurance portfolios. Scandinavian Actuarial Journal, (1997), 11-37.
Nilsen, T and J. Paulsen: On the distribution of the present value of a randomly discounted compound Poisson process. Stochastic Processes and their Applications, (1996), vol.61, 305-310.
Paulsen, J.: Optimal per claim deductibility in insurance with the possibility of risky investments. Insurance: Mathematics and Economics, (1995), vol.17, 133-147.
Paulsen, J. and H.K. Gjessing: Differentiability and convexity properties of excess of loss reinsurance premiums. Insurance: Mathematics and Economics, 1994, vol.15, 1-21.
Paulsen, J.: Risk theory in a stochastic economic environment. Stochastic Processes and their Applications, (1993), vol.46, 327-361.