Department of Mathematical Sciences

 

 
Read more
501 - 550 out of 4,441Page size: 50
  1. Published

    Statistical analysis of hypotheses on the cointegrating relations in the I(2) model

    Johansen, Søren, 2002, Københavns Universitet, p. 1-27.

    Research output: Working paper

  2. Published

    Unit Link livsforsikring

    Møller, T., 2000, In: FAMØS. 14, 1, p. 9-19

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    Whittle estimation in a heavy-tailed GARCH(1,1) model

    Mikosch, Thomas Valentin & Straumann, D. Y., 2002, In: Stochastic Processes and Their Applications. 100, 1-2, p. 187-222

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Published

    Poisson limits for U-statistics

    Dabrowski, A. R., Dehling, H. G., Mikosch, Thomas Valentin & Sharipov, O., 2002, In: Stochastic Processes and Their Applications. 99, 1, p. 137-157

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors

    Johansen, Søren, 2002, In: Journal of Econometrics. 111, 2, p. 195-221

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. Published

    Intervention Options in Life Insurance

    Steffensen, Mogens, 2002, In: Insurance: Mathematics and Economics. 31, 1, p. 71-85

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. Published

    Women in Scince - the Danish case

    Henningsen, Inge Biehl, 2002, Proceedings from The Gender and Research Conference. Bruxelles: EU Kommissionen, p. 283-287

    Research output: Chapter in Book/Report/Conference proceeding › Report chapter › Communication

  8. Published

    A Note on the Free Policy Reserve

    Steffensen, Mogens, 2005, In: Blatter der Deutschen Gesellschaft fur Versicherungsmathematik. 27, 2, p. 185-198

    Research output: Contribution to journal › Journal article › Research › peer-review

  9. Published

    Contribution to the discussion of the paper "Local model uncertainty and incompletedata bias" by John Copas and Shinto Educhi

    Sørensen, Michael, 2005, In: Journal of The Royal Statistical Society Series B-statistical Methodology. 67, p. 500-501

    Research output: Contribution to journal › Journal article › Research › peer-review

  10. Published

    Extremal behavior of regularly varying stochastic processes

    Hult, H. & Lindskog, F., 2005, In: Stochastic Processes and Their Applications. 115, 2, p. 249-274

    Research output: Contribution to journal › Journal article › Research › peer-review

  11. Published

    The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails

    Hansen, Niels Richard & Jensen, A. T., 2005, In: Stochastic Processes and Their Applications. 115, 4, p. 579-591

    Research output: Contribution to journal › Journal article › Research › peer-review

  12. Published

    Contribution to the discussion of a paper by Kou, Xie and Liu

    Jacobsen, Martin & Sørensen, Michael, 2005, In: Journal of the Royal Statistic Society, Series C: Applied Statistics. 54, p. 502-503

    Research output: Contribution to journal › Journal article › Research › peer-review

  13. Published

    On Merton's Problem for Life Insurers

    Steffensen, Mogens, 2004, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 34, 1, p. 5-25

    Research output: Contribution to journal › Journal article › Research › peer-review

  14. Published

    Voksnes læsning

    Henningsen, Inge Biehl, 2001, In: Dansk pædagogisk tidsskrift. 4, p. 82-87

    Research output: Contribution to journal › Journal article › Research › peer-review

  15. Published

    On the rate of aeolian sand transport

    Sørensen, Michael, 2001, Actes du 2eme Atelier International. Formation et Migration des Dunes. Moctar, A. O. E. (ed.). <Forlag uden navn>, p. 56-60

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  16. Published

    Nyborgs konklusioner holder ikke

    Henningsen, Inge Biehl, 2003, In: Forum for Koen og Kultur. dec., p. 1-3

    Research output: Contribution to journal › Journal article › Research › peer-review

  17. Published

    Ruin under interest force and subexponential claims: A simple treatment

    Kalashnikov, V. & Konstantinides, D., 2000, In: Insurance: Mathematics and Economics. 27, p. 145-149

    Research output: Contribution to journal › Journal article › Research › peer-review

  18. Published

    Modeling Telefraffic Arrivals by a Poisson Cluster Process

    Fäy, G., González-Arávalo, B., Mikosch, Thomas Valentin & Samorodnitsky, G., 2005, Laboratory of Actuarial Mathematics: H.C.Ø.-Tryk, p. 1-27.

    Research output: Working paper

  19. Published

    Copulas: Tales and Facts

    Mikosch, Thomas Valentin, 2005, Laboratory of Actuarial Mathematics: H.C.Ø.-Tryk, p. 1-13.

    Research output: Working paper

  20. Published

    Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application

    Nalholm, M., 2005, Finance Research Unit / Copenhagen University, p. 1-42.

    Research output: Working paper

  21. Published

    Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk

    Dahl, M. H. & Møller, T., 2005, Københavns Universitet: H.C.Ø.-Tryk, p. 1-30.

    Research output: Working paper

  22. Published

    Fair Distribution of Assets in Life Insurance

    Dahl, M. H., 2004, Afdeling for Anvendt Matematik og Statistik / København Universitet: H.C.Ø.-Tryk, p. 1-41.

    Research output: Working paper

  23. Published

    On valuation and risk management at the interface of insurance and finance

    Møller, T., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-31.

    Research output: Working paper

  24. Published

    The sample autocorrelations of financial time series models

    Mikosch, Thomas Valentin & Davis, R. A., 2001, Nonlinear and Nonstationary Signal Processing. Cambridge University Press, p. 247-274

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  25. Published

    Rates in approximations to ruin probabilities for heavy-tailed distributions

    Mikosch, Thomas Valentin & Nagaev, A. V., 2001, In: Extremes. 4, p. 67-78

    Research output: Contribution to journal › Journal article › Research › peer-review

  26. Published

    Minimum norm estimation of variance components for life insurance data

    Norberg, R. & Kleffe, J., 2001, In: Communications in Statistics: Theory and Methods. 30, 8/9, p. 1591-1604

    Research output: Contribution to journal › Journal article › Research › peer-review

  27. Published

    Nonparametric conditional mean imputation

    Nielsen, S. F., 2001, In: Journal of Statistical Planning and Inference. 99, 2, p. 129-150

    Research output: Contribution to journal › Journal article › Research › peer-review

  28. Published

    Weak exogeneity in I(2)VAR systems

    Rahbek, Anders & Paruolo, P., 1999, In: Journal of Econometrics. 93, p. 281-308

    Research output: Contribution to journal › Journal article › Research › peer-review

  29. Published

    Studies in the history of probability and statistics XLVII. Pizzetti's contributions to the statistical analysis of normally distributed observations, 1891

    Hald, A., 2000, In: Biometrika. 87, p. 213-217

    Research output: Contribution to journal › Journal article › Research › peer-review

  30. Published

    The stochastic EM algorithm: Estimation and asymptotic results

    Nielsen, S. F., 2000, In: Bernoulli. 6, 3, p. 457-489

    Research output: Contribution to journal › Journal article › Research › peer-review

  31. Published

    Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions

    Davis, R. A. & Mikosch, Thomas Valentin, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-22.

    Research output: Working paper

  32. Published

    Regularly varying functions

    Hedegaard Jessen, A. & Mikosch, Thomas Valentin, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-23.

    Research output: Working paper

  33. Published

    Scaling Limits for Workload Process

    Mikosch, Thomas Valentin & Samorodnitsky, G., 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-31.

    Research output: Working paper

  34. Published

    Cointegration. Overview and Development

    Johansen, Søren, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-22.

    Research output: Working paper

  35. Published

    Exit times for a Class of Piecewise Exponential Markov Processes with Two-Sided Jumps

    Jacobsen, Martin & Tolver Jensen, A., 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-35.

    Research output: Working paper

  36. Published

    Valuation and hedging of life insurmance liabilities with systematic mortality risk

    Dahl, M. H. & Møller, T., 2006, In: Insurance: Mathematics and Economics. 39, p. 193-217

    Research output: Contribution to journal › Journal article › Research › peer-review

  37. Published

    Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate

    Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2007, Department of Economics, University of Copenhagen, 33 p.

    Research output: Working paper

  38. Published

    K-theory for Leavitt path algebras: Computation and classification

    Gabe, J., Ruiz, E., Tomforde, M. & Whalen, T., 1 Jul 2015, In: Journal of Algebra. 433, p. 35-72

    Research output: Contribution to journal › Journal article › Research › peer-review

  39. Published

    A characterization of saturated fusion systems over abelian 2-groups

    Henke, E., 2014, In: Advances in Mathematics. 127, p. 1-5

    Research output: Contribution to journal › Journal article › Research › peer-review

  40. Published

    Bogoliubov Spectrum of Interacting Bose Gases

    Lewin, M., Phan Thanh Nam, Serfaty, S. & Solovej, Jan Philip, Mar 2015, In: Communications on Pure and Applied Mathematics. 68, 3, p. 413-471

    Research output: Contribution to journal › Journal article › Research › peer-review

  41. Published

    The external field dependence of the BCS critical temperature

    Frank, R. L., Hainzl, C., Seiringer, R. & Solovej, Jan Philip, 2016, In: Communications in Mathematical Physics. 342, 1, p. 189-216 22 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  42. Published

    Quasitraces on exact C*-algebras are traces

    Haagerup, U., 2014, In: Comptes Rendus Mathematiques de l'Academie des Sciences = Mathematical reports of the academy of science. 36, 2-3, p. 67-92

    Research output: Contribution to journal › Journal article › Research › peer-review

  43. Published

    Central sequence C∗-algebras and tensorial absorption of the Jiang-Su algebra

    Kirchberg, E. & Rørdam, Mikael, 2014, In: Journal fuer die Reine und Angewandte Mathematik. 695, p. 175-214

    Research output: Contribution to journal › Journal article › Research › peer-review

  44. Published

    Natural boundary for the susceptibility function of generic piecewise expanding unimodal maps

    Baladi, V., Marmi, S. & Sauzin, D., 2014, In: Ergodic Theory and Dynamical Systems. 34, 3, p. 777-800 24 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  45. Published

    Martin Boundary of a Fine Domain and a Fatou-Naïm-Doob Theorem for Finely Superharmonic Functions

    El Kadiri, M. & Fuglede, Bent, 2016, In: Potential Analysis. 44, 1, p. 1-25

    Research output: Contribution to journal › Journal article › Research › peer-review

  46. Published

    Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure

    Rønn-Nielsen, A. & Jensen, E. B. V., 2016, In: Journal of Applied Probability. 53, 1, p. 244-261.

    Research output: Contribution to journal › Journal article › Research › peer-review

  47. Published

    Hyperorthogonal family of vectors and the associated Gram matrix

    Fuglede, Bent, 2014, In: L’Enseignement Mathématique. 60, 1/2, p. 31-41

    Research output: Contribution to journal › Journal article › Research › peer-review

  48. Published

    Twisted homological stability for extensions and automorphism groups of free nilpotent groups

    Szymik, M., 2014, In: Journal of K-Theory. 14, 1, p. 185-201

    Research output: Contribution to journal › Journal article › Research › peer-review

  49. Published

    Combinatorial classification of quantum lens spaces

    Jensen, P. L., Klausen, F. R. & Rasmussen, Peter Michael Reichstein, Dec 2018, In: Pacific Journal of Mathematics. 297, 2, p. 339-365

    Research output: Contribution to journal › Journal article › Research › peer-review

  50. Published

    Findes der skønhed i leksikografi?

    Kjeldsen, Tinne Hoff, Pálfi, L. & Wolgast, K., 2018, In: Fund og Forskning i Det Kongelige Biblioteks Samlinger. 57, p. 221-239 19 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

Previous 1...7 8 9 10 11 12 13 14 ...89 Next