Bård Støve

Bård Støve is a Professor of Statistics at the Department of Mathematics, University of Bergen. His academic responsibilities include teaching courses such as STAT100, STAT101, STAT211, STAT230, STAT231, STAT250, STAT621, STAT623, and STATRISK.

• Research Focus: Financial mathematics, insurance risk modeling, nonlinear dependence structures, local Gaussian correlation, and time series analysis.
• Technical Expertise: Regime-switching models, copula functions, Bayesian inference, and TMB-based parameter estimation.

Notable Trends in Publications: Recent work emphasizes applications of local Gaussian correlation in financial contagion analysis and insurance risk modeling, with methodological advancements in hidden Markov models and spatial dependence in weather-related claims. Earlier contributions focus on nonlinear regression, backfitting, and convolution estimators.

Collaborations: Active in interdisciplinary research, particularly with co-authors like Dag Tjøstheim, Jan Bulla, and Sverre Sandberg, spanning finance, medical diagnostics, and environmental science.