Department of Mathematical Sciences

 

 
Read more
4401 - 4435 out of 4,435Page size: 50
  1. 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

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. Published

    Reformer og ledelse

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

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

  8. 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

  9. 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

  10. 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

  11. 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

  12. Published

    En Introduktion til Sandsynlighedsregning.

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

    Research output: Book/Report › Book › Education

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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 › Research

  18. 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 › Research

  19. 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

  20. Published

    Activity Rates with Very Heavy Tails

    Mikosch, Thomas Valentin & Resnick, S., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-23.

    Research output: Working paper › Research

  21. 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

  22. Published

    Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach

    Straumann, D. Y. & Mikosch, Thomas Valentin, 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-36.

    Research output: Working paper › Research

  23. Published

    Autoregressive Conditional Root Model: Inference and Geometric Ergodicity

    Shephard, N. & Rahbek, Anders, 2002, Nuffield College, Oxford University, p. 0.

    Research output: Working paper › Research

  24. Published

    Stability bounds for ruin probabilities in a Markov modulated risk model with investments

    Rusaityte, D., 2002, Københavns Universitet: <Forlag uden navn>, p. 1-35.

    Research output: Working paper › Research

  25. Published

    Distribution of the first ladder height of a stationary risk process perturbed by -stable Lévy motion

    Schmidli, H., 2001, In: Insurance: Mathematics and Economics. 28, p. 13-20

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

  26. Published

    Thorvald Nicolai Thiele

    Norberg, R. (ed.), Heyde, C. C. (ed.) & Seneta, E. (ed.), 2001, Springer.

    Research output: Book/Report › Book › Research › peer-review

  27. Published

    On asymptotics of estimating functions

    Sørensen, Michael, 1999, In: Brazilian Journal of Probability and Statistics. 13, p. 111-136

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

  28. Published

    The Early History of the Cumulants and the Gram-Charlier Series

    Hald, A., 2000, In: International Statistical Review. 68, p. 137-153

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

  29. Published

    Similarity Issues in Cointegration Analysis

    Rahbek, Anders & Nielsen, B., 2000, In: Oxford Bulletin of Economics and Statistics. 62, p. 5-22

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

  30. Published

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

    Nalholm, M. & Poulsen, Rolf, 2006, In: Journal of Derivatives. 13, 4, p. 46-60

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

  31. Published

    Estimation of Large Insurance Losses. A Case Study

    Buch-Kromann, T., 2006, In: Journal of Actuarial Practice. 13, p. 191-211

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

  32. Published

    Cointegration: a survey

    Johansen, Søren, 2006, Handbook of Econometrics: Vol 1 Econometric Theory. Mills, T. C. & Palgrave, K. P. (eds.). Palgrave Macmillan, Vol. 1. p. 540-577

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

  33. Published

    The Boundary Value Formulation of the Asian Call Option

    Hugger, J., 2003, Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001. Milano: Springer, p. 409-418

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

  34. Published

    The Leaking Pipeline: Øjebliksbilleder af kønnede in- og eksklusionsprocesser i Akademia

    Henningsen, Inge Biehl & Højgaard, Lis, 2002, In: Dansk Sociologi. 13, 2, p. 25-49

    Research output: Contribution to journal › Journal article › Research

  35. Published

    Relative mortality of Type 1 (insulin-dependent) diabetes in Denmark: 1933-1981

    Green, A., Borch-Johnsen, K., Andersen, Per Kragh, Hougaard, P., Keiding, N., Kreiner, Svend & Deckert, T., Jun 1985, In: Diabetologia. 28, 6, p. 339-342 4 p.

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

Previous 1...85 86 87 88 89 Next