Department of Mathematical Sciences

 

 
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  1. 2004
  2. Published

    Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: the Large Claim Case

    Schmidli, H., 2004, In: Queueing Systems. 46, 1-2, p. 149-157

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

  3. Published

    Filtration

    Schmidli, H., 2004, Encyclopedia of actuarial science. Wiley, Vol. Vol 2 (E-N). p. 671-672

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

  4. Published

    Martingales

    Schmidli, H., 2004, Encyclopedia of actuarial science. Wiley, Vol. Vol 2 (E-N). p. 1096-1101

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

  5. Published

    On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance

    Schmidli, H., 2004, Afdeling for Anvendt Matematik og Statistik: H.C.Ø.-Tryk, p. 1-10.

    Research output: Working paper › Research

  6. 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 › Research

  7. 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

  8. Published

    Surplus Process

    Schmidli, H., 2004, Encyclopedia of actuarial science. Wiley, Vol. Vol 3 (O-Z). p. 1645-1650

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

  9. Published

    A Note on the Free Policy Reserve

    Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-10.

    Research output: Working paper › Research

  10. 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

  11. Published

    Surplus-linked Life Insurance

    Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik: <Forlag uden navn>, p. 1-20.

    Research output: Working paper › Research

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