Department of Mathematical Sciences

 

 
Read more
4411 - 4420 out of 4,430Page size: 10
  1. 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

  2. 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

  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 paper › Research

  4. 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

  5. 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

  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 paper › Research

  7. 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

  8. 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

  9. 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

  10. 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

Previous 1...438 439 440 441 442 443 Next