Associate Professor Geir Drage Berentsen
- Geir.Berentsen@nhh.no
- Telephone
- +47 55 95 94 65
- Department
- Business and Management Science
- 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 |
|---|---|---|
| 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 |
Research areas at the department
Main: Data Science and Analytics
Secondary: Investments, Insurance and Household Finance