Associate Professor Geir Drage Berentsen
- Geir.Berentsen@nhh.no
- Telephone
- +47 55 95 94 65
- Office
- C510
- Expertise
- 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; 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); page 1 - 25; 2022 |
| Otneim, Håkon; Berentsen, Geir Drage; Tjøstheim, Dag Bjarne | Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis | Entropy Volume 24 (3); page 1 - 18; 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 |
Research areas at the department
Main: Data Science and Analytics
Secondary: Investments, Insurance and Household Finance