Department of Mathematical Sciences

 

 
  1. 2005
  2. Published

    How to model multivariate extremes if one must?

    Mikosch, Thomas Valentin, 2005, In: Statistica Neerlandica. 59, p. 324-338

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Stock Market Risk-Return Inference. An Unconditional non-Parametric Approach

    Mikosch, Thomas Valentin & Starica, C., 2005, Københavns Universitet: <Forlag uden navn>, p. 1-40.

    Research output: Working paperResearch

  4. Published

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

    Nalholm, M., 2005, Finance Research Unit / Copenhagen University, p. 1-42.

    Research output: Working paperResearch

  5. Published

    Financial Optimization Problems in Life and Pension Insurance

    Nielsen, P. H., 2005, Laboratory of Actuarial Mathematics / University of Copenhagen: H.C.Ø.-Tryk.

    Research output: Book/ReportPh.D. thesisResearch

  6. Published

    Coarsening at Random

    Nielsen, S. F., 2005, Encyclopedia of Biostatistics.. 2. ed. Wiley, p. 953-956

    Research output: Chapter in Book/Report/Conference proceedingEncyclopedia chapterResearch

  7. Published

    Local linear estimating equations: Uniform consistency and rate of convergence

    Nielsen, S. F., 2005, In: Journal of Nonparametric Statistics. 17, 4, p. 493-511

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    What is the Time Value of a Stream of Investments?

    Norberg, R. & Steffensen, Mogens, 2005, In: Journal of Applied Probability. 42, p. 861-866

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. 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 proceedingBook chapterResearch

  10. Published

    Dynamics of Particles in Aeolian Saltation

    Rasmussen, K. R. & Sørensen, Michael, 2005, Powders and Grains 2005. García-Rojo, R., Herrmann, H. J. & McNamara, S. (eds.). A.A. Balkema: <Forlag uden navn>, Vol. 2. p. 967-972

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  11. Published

    The distribution of values of the Poincare pairing for hyperbolic Riemann surfaces

    Risager, Morten S. & Yiannis N., P., 2005, In: Journal fur die Reine und Angewandte Mathematik. 579, p. 159-173 14 p.

    Research output: Contribution to journalJournal articleResearchpeer-review