Geir Drage Berentsen

Associate Professor Geir Drage Berentsen

+47 55 95 94 65
Business and Management Science
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
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
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
More publications in Cristin

Research areas at the department

Main: Data Science and Analytics
Secondary: Investments, Insurance and Household Finance