Department of Mathematical Sciences

 

 
  1. 2003
  2. Published

    On some problems studied by R.V. Kadison

    Christensen, Erik, 2003, In: Acta Mathematica Sinica. English series. 19, p. 523-534

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance

    Hald, M. & Schmidli, H., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-11.

    Research output: Working paperResearch

  4. Published

    On the inversion of the Laplace and Abel transforms for causal symmetric spaces

    Andersen, N. B., Olafsson, G. & Schlichtkrull, Henrik, 2003, In: Forum Mathematicum. 15, p. 701-725

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Optimal Bonus Strategies in Life Insurance: The Markov Chain Interest Rate Case

    Nielsen, P. H., 2003, Københavns Universitet, p. 1-22.

    Research output: Working paperResearch

  6. Published

    Optimal prediction of the ultimate maximum of Brownian motion

    Pedersen, Jesper Lund, 2003, In: Stochastics: An International Journal of Probability and Stochastic Processes . 75, 4, p. 205-219

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Probabilistic Aspects of Infinite Trees and Surfaces

    Durhuus, Bergfinnur, 2003, In: Acta Physica Polonica B. 34, p. 4795-4812

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Proper and Improper Multiple Imputation

    Nielsen, S. F., 2003, In: International Statistical Review. 71, 3, p. 593-627

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Property Gamma factors and the Hochschild cohomology problem

    Christensen, Erik, Pop, F., Sinclair, A. M. & Smith, R. R., 2003, In: Proceedings of the National Academy of Science of the United States of America. 100, p. 3865-3869

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Quadratic Optimization of Life Insurance Payment Streams

    Steffensen, Mogens, 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-16.

    Research output: Working paperResearch

  11. 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 paperResearch