Department of Mathematical Sciences

 

 
  1. 2004
  2. Published

    Statistical Mechanics. Selecta of Eliott H. Lieb

    Nachtergaele, B., Solovej, Jan Philip & Yngvason, J., 2004, Springer.

    Research output: Book/ReportBookResearchpeer-review

  3. 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 paperResearch

  4. Published

    A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities

    Nielsen, S. & Poulsen, Rolf, 2004, In: Journal of Economic Dynamics and Control. 28, 7, p. 1267-1289

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Asymptotic densities of Maass newforms

    Risager, Morten S., 2004, In: Journal of Number Theory. 109, 1, p. 96-119 24 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Modular symbols have a normal distribution

    Risager, Morten S. & Petridis, Y. N., 2004, In: Geometric and Functional Analysis. 14, 5, p. 1013-1043 30 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    On the distribution of modular symbols for compact surfaces

    Risager, Morten S., 2004, In: International Mathematics Research Notices. 41, p. 2125-2146 22 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. 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 journalJournal articleResearchpeer-review

  9. 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 proceedingEncyclopedia chapterResearch

  10. 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 proceedingEncyclopedia chapterResearch

  11. 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 paperResearch