Department of Mathematical Sciences

 

 
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  1. Published

    Non-closure of Quantum Correlation Matrices and Factorizable Channels that Require Infinite Dimensional Ancilla (With an Appendix by Narutaka Ozawa)

    Musat, Magdalena Elena & Rørdam, Mikael, 2020, In: Communications in Mathematical Physics. 375, 3, p. 1761-1776 16 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  2. Published

    Cellular shear stiffness reflects progression of arsenic-induced transformation during G1

    Muñoz, A., Eldridge, W. J., Jakobsen, N. M., Sørensen, Helle, Wax, A. & Costa, M., 2018, In: Carcinogenesis. 39, 2, p. 109–117 9 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    Point processes and martingales in risk theory (trykt på russisk)

    Møller, C. M., 1995, In: Surveys in Applied and Industrial Mathematics (på russisk). 2, 4, p. 658-674

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Published

    Martingale results in risk theory with a view to ruin probabilities and diffusions

    Møller, C. M., 1993, 16 p.

    Research output: Working paper › Research

  5. Published

    A stochastic version of Thiele's differential equation

    Møller, C. M., 1993, 16 p.

    Research output: Working paper › Research

  6. Published

    A counting process approach to stochastic interest

    Møller, C. M., 1995, In: Insurance: Mathematics and Economics. 17, 2, p. 181-192

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. Published

    The distribution of first entry time with applications to ruin probabilities

    Møller, C. M., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 11 p.

    Research output: Working paper › Research

  8. Published

    Stochastic differential equations for ruin probabilities

    Møller, C. M., 1993, 17 p.

    Research output: Working paper › Research

  9. Published

    Integro-differential equations for evaluating the distribution of some jump processes

    Møller, C. M., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 11 p.

    Research output: Working paper › Research

  10. Published

    Numerical Evaluation of Markov Transition Probabilities Based on the Discretized product Integral

    Møller, C. M., 1992, In: Scandinavian Actuarial Journal. 1, p. 76-87

    Research output: Contribution to journal › Journal article › Research › peer-review

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