- 2004
- 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
- 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. 75-83Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Surplus Process
Schmidli, H., 2004, Encyclopedia of actuarial science. Wiley, Vol. Vol 3 (O-Z). p. 1645-1650Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research
- 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
- Published
On Merton's Problem for Life Insurers
Steffensen, Mogens, 2004, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 34, 1, p. 5-25Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- Published
Diffusion Processes
Sørensen, Michael, 2004, Encyclopedia of Actuarial Science. Wiley, Vol. 1. p. 523-527Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research
- 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. 213-236Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
On the rate of aeolian sand transport
Sørensen, Michael, 2004, In: Geomorphology. 59, 1, p. 53-62Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Ornstein-Uhlenbeck Process
Sørensen, Michael, 2004, Encyclopedia of actuarial science. Vol 3 (O-Z) ed. Wiley, p. 1229-1230Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research
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An explorative analysis of ERCC1-19q13 copy number aberrations in a chemonaive stage III colorectal cancer cohort
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Faecal contamination and health aspects of processing tomatoes (Solanum lycopersicum) irrigated with wastewater treated by decentralised wastewater treatment technologies
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
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Many neighborly spheres
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Maximum likelihood estimation and natural pairwise estimating equations are identical for three sequences and a symmetric 2-state substitution model
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Quantile Regression for Longitudinal Functional Data with Application to Feed Intake of Lactating Sows
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