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.
|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|