From what I do understand, to be legally correct when self employed, you must NOT be only working for one company. If you are self employed, but only do services for ONE company, then you are employed by that company. So to be correct legally, you would have example few months fly for Ryan Air, few months for EZY and maybe a third company. Then you would be able to classify yourself as self employed.
This was my understanding, not sure how airlines/agencies get around that loop. Thought this was both in the UK and Norway!