Department of Mathematical Sciences

 

 
  1. 2004
  2. Published

    Non-stationarities in financial time series, the long-rangedependence and the IGARCH effects

    Mikosch, Thomas Valentin & Starica, C., 2004, In: Review of Economics and Statistics. 86, p. 378--390

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Noncommutative plane curves

    Jøndrup, Søren, Laudal, O. A. & Sletsjøe, A. B., 2004, Stockholm, Sverige: Royal Swedish Academy of Sciences.

    Research output: Book/ReportReportCommunication

  4. Published

    Noncommutative waves have infinite propagation speed

    Durhuus, Bergfinnur & Jonsson, T., 2004, IOP Publishing, p. 50-62.

    Research output: Working paperResearch

  5. Published

    Noncommutative waves have infinite propagation speed

    Durhuus, Bergfinnur & Jonsson, T., 2004, In: Journal of High Energy Physics (Online). 0410, p. 050

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. 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

  7. 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 journalJournal articleResearchpeer-review

  8. 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 paperResearch

  9. Published

    On alternating and symmetric groups as Galois groups

    Brink, D., 2004, In: Journal d'Analyse Mathematique. 142, p. 47-60

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    On character tables related to the alternating groups

    Bessenrodt, C. & Olsson, Jørn Børling, 2004, In: Séminaire Lotharingien de Combinatoire. 52, p. 1-8

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. 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 journalJournal articleResearchpeer-review