USING STATISTICS TO MANAGE CLIMATE RISK
NHH researchers Geir Drage Berentsen and Håkon Otneim will use statistics to help the business world adapt to the rapidly changing climate.
Associate Professor Geir Drage Berentsen
- Geir.Berentsen@nhh.no
- Telephone
- +47 55 95 94 65
- Department
- Business and Management Science
- Office
- C510
- Expertise
- Management Science Time Series & Longitudinal Data Measures of Dependence Spatial Models Computational Statistics
Geir Drage Berentsen received his PhD in statistics from the University of Bergen in 2013 on a dissertation concerning the modelling and measurement of nonlinear dependence between random variables. In 2013 – 2016 he worked as a consultant in Safetec Nordic AS, a company that supplies a wide range of risk management services. He then returned to the Department of Mathematics working as a postdoctor.
He is now an Assistant Professor at NHH, and his research interests include count time series, longitudinal data and spatial models with applications in finance, medicine and econometrics.
Selected publications
| Author(s) | Title | Publisher |
|---|---|---|
| Azzolini, Francesca; Berentsen, Geir Drage; Skaug, Hans Julius; Hjelmborg, Jacob V.B.; Kaprio, Jaakko A. | The heritability of BMI varies across the range of BMI—a heritability curve analysis in a twin cohort | International Journal of Obesity Volume 46; page 1786 - 1791; 2022 |
| Bacri, Timothee Raphael Ferdinand; Berentsen, Geir Drage; Bulla, Jan; Hølleland, Sondre Nedreås | A gentle tutorial on accelerated parameter and confidence interval estimation for hidden Markov models using Template Model Builder | Biometrical Journal; 2022 |
| Berentsen, Geir Drage; Bulla, Jan; Maruotti, Antonello; Støve, Bård | Modelling clusters of corporate defaults: Regime-switching models significantly reduce the contagion source | The Journal of the Royal Statistical Society, Series C (Applied Statistics) Volume 71 (3); page 1 - 698; 2022 |
| Otneim, Håkon; Berentsen, Geir Drage; Tjøstheim, Dag Bjarne | Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis | Entropy Volume 24 (3) (17 pages); 2022 |
| Sleire, Anders Daasvand; Støve, Bård; Otneim, Håkon; Berentsen, Geir Drage; Tjøstheim, Dag Bjarne; Haugen, Sverre Hauso | Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations | Finance Research Letters; page 1 - 9; 2021 |
| Mannseth, Janne; Berentsen, Geir Drage; Skaug, Hans Julius; Lie, Rolv T.; Moster, Dag | Variation in use of Caesarean section in Norway: An application of spatio-temporal Gaussian random fields | Scandinavian Journal of Public Health (8 pages); 2021 |
| Berentsen, Geir Drage; Azzolini, Francesca; Skaug, Hans J.; Lie, Rolv T.; Gjessing, Håkon K. | Heritability curves: A local measure of heritability in family models | Statistics in Medicine Volume 40 (6); page 1357 - 1382; 2020 |
| Berentsen, Geir Drage; Cao, Ricardo; Francisco-Fernandez, Mario; Tjøstheim, Dag Bjarne | Some properties of local Gaussian correlation and other nonlinear dependence measures | Journal of Time Series Analysis Volume 38 (2); page 352 - 380; 2016 |
| Berentsen, Geir Drage; Støve, Bård; Tjøstheim, Dag Bjarne; Nordbø, Tommy Neverdahl | Recognizing and visualizing copulas: An approach using local Gaussian approximation | Insurance, Mathematics & Economics Volume 57 (1); page 90 - 103; 2014 |
| Berentsen, Geir Drage; Tjøstheim, Dag Bjarne | Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation | Statistics and computing Volume 24 (5); page 785 - 801; 2014 |
| Berentsen, Geir Drage; Kleppe, Tore Selland; Tjøstheim, Dag Bjarne | Introducing localgauss, an R package for estimating and visualizing local Gaussian correlation | Journal of Statistical Software Volume 56 (12); page 1 - 18; 2014 |
| Bacri, Timothee Raphael Ferdinand; Berentsen, Geir Drage; Bulla, Jan; Støve, Bård | Computational issues in parameter estimation for hidden Markov models with template model builder | Journal of Statistical Computation and Simulation Volume 93 (18); page 3421 - 3457; 2023 |
Research areas at the department
Dissemination
Took a new approach to teaching – received award
NHH lecturers and statisticians Geir Drage Berentsen and Håkon Otneim employed a new approach to teaching during the pandemic. They’ve now received the Inspirational Teaching Award and the sum of NOK 250,000 to share between them.