Department of Mathematical Sciences

 

 
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  1. Published

    Martingale estimating functions for discretely observed stochastic differential equation models

    Sørensen, Michael, 2004, International Minicourse-Workshop. Interplay between (C0)-semigroups and PDEs theory and applications. Rom: Aracne editrice, p. 213-236

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

  2. Published

    On nonlinear integral equations arising in problems of optimal stopping

    Pedersen, Jesper Lund & Peskir, G., 2002, Functional Analysis VII. Aarhus, Vol. 46. p. 159-175

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

  3. Published

    Markov Controlled Excursions, Local Alignment and Structure. From Markov Additive Processes to Biological Sequence Analysis

    Hansen, Niels Richard, 2003, Københavns Universitet: H.C.Ø.-Tryk. 140 p.

    Research output: Book/Report › Ph.D. thesis › Research

  4. Published

    How to model multivariate extremes if one must?

    Mikosch, Thomas Valentin, 2005, In: Statistica Neerlandica. 59, p. 324-338

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

  5. Published

    Efficiency Evaluation with Convex Pairs

    Agrell, P. J., Bogetoft, P., Brock, M. A. & Tind, J., 2005, In: Advanced Modeling and Optimization. 7, 2, p. 211-237

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

  6. Published

    Confidence sets for continuous-time rating transition probabilities

    Hansen, Ernst, 2004, In: Journal of Banking & Finance. 28, p. 2575-2602

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

  7. Published

    Kointegration og fælles stokastiske trende

    Johansen, Søren, 2004, In: mat Matilde. 19, p. 11-13

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

  8. Published

    On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance

    Schmidli, H. & Hald, M., 2004, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 34, 1, p. 75-83

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

  9. Published

    On the rate of aeolian sand transport

    Sørensen, Michael, 2004, In: Geomorphology. 59, 1, p. 53-62

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

  10. Published

    Estimation of Proportional Covariance's in the Presence of Certain Linear Restrictions

    Jensen, S. T. & Madsen, J., 2004, In: Annals of Statistics. 32, 1, p. 219-232

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

  11. Published

    Indifference pricing of insurance contracts in a product space model: Applications

    Møller, T., 2003, In: Insurance: Mathematics and Economics. 32, p. 295-315

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

  12. Published

    Matematiske institutioner præsenterer sig: Institut for Matematiske Fag, Københavns Universitet

    Tind, J., 2003, In: mat Matilde. 18, p. 23-24

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

  13. Published

    Reformer og ledelse

    Hugger, J., 2003, In: mat Matilde. 18, p. 6-7

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

  14. Published

    Proper and Improper Multiple Imputation

    Nielsen, S. F., 2003, In: International Statistical Review. 71, 3, p. 593-627

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

  15. Published

    Survival analysis with coarsely observed covariates

    Nielsen, S. F., 2003, In: SORT-STATISTICS AND OPERATIONS RESEARCH TRANSACTIONS. 27, 1, p. 41-64

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

  16. Published

    On the History of the Correction for Grouping, 1873-1922

    Hald, A., 2001, In: Scandinavian Journal of Statistics. 28, p. 417-428

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

  17. Published

    Optimal stopping problems for time-homogeneous diffusions: a review

    Pedersen, Jesper Lund, 2005, Recent Advances in Applied Probability. Springer, p. 427-454

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

  18. Published

    En Introduktion til Sandsynlighedsregning.

    Sørensen, Michael, 2003, 4. ed. Københavns Universitet: Universitetsbogladen. 287 p.

    Research output: Book/Report › Book › Education

  19. Published

    Sandsynlighedsregning på målteoretisk grundlag.

    Hansen, Ernst, 2002, 2. ed. København: Afdeling for Teoretisk Statistik, K.U.,. 501 p.

    Research output: Book/Report › Book › Education

  20. Published

    NWU property of a class of random sums

    Kalashnikov, V. & Cai, J., 2000, In: Journal of Applied Probability. 37, p. 283-289

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

  21. Published

    Controlling risk exposure and dividend pay-out schemes

    Taksar, M. I. & Højgaard, B., 1999, In: Mathematical Finance. 2, p. 153-182

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

  22. Published

    Pricing catastrophe insurance products based on actually reported claims

    Schmidli, H. & Christensen, C. V., 2000, In: Insurance: Mathematics and Economics. 27, p. 189-200

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

  23. Published

    Functional Large Deviations for Multivariate Regularly Varying Random Walks

    Hult, H., Lindskog, F., Mikosch, Thomas Valentin & Samorodnitsky, G., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-25.

    Research output: Working paper

  24. Published

    Utility Maximization and Risk Minimization in Life and pension Insurance

    Nielsen, P. H., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-32.

    Research output: Working paper

  25. Published

    On Optimal Investment and Subexponential Claims

    Schmidli, H., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-13.

    Research output: Working paper

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