Department of Mathematical Sciences

 

 
  1. 2001
  2. Published

    Thorvald Nicolai Thiele

    Norberg, R. (ed.), Heyde, C. C. (ed.) & Seneta, E. (ed.), 2001, Springer.

    Research output: Book/ReportBookResearchpeer-review

  3. Published

    Monte Carlo Improvement of Estimates of the Mean Reverting Constant Elasticity of Variance Interest Rate Diffusion

    Poulsen, Rolf & Christensen, B. J., 2001, In: Monte Carlo Methods and Applications. 7, 1-2, p. 111-123

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    On Asymptotically Optimal Methods of Predictionj and Adaptive Coding for Markov Sources

    Ryabko, B. & Topsøe, Flemming, 2001, In: Journal of Complexity. 17, p. 1-18

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Universal Coding for Sources with Partially Ordered Probabilities

    Ryabko, B. & Topsøe, Flemming, 2001, Proceedings, 2001 IEEE International Symposium on Information Theory. Piscataway, USA: IEEE Signal Processing Society, p. 337

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

  6. Published

    Classification of Nuclear, Simple C*-algebras

    Rørdam, M., 2001, Heidelberg: Springer. 145 p.

    Research output: Book/ReportBookResearchpeer-review

  7. Published

    Extensions of stable C*-algebras

    Rørdam, Mikael, 2001, In: Documenta Mathematica. 6, p. 241-246

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. 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 journalJournal articleResearchpeer-review

  9. Published

    Optimal proportional reinsurance policies in a dynamic setting

    Schmidli, H., 2001, In: Scandinavian Actuarial Journal. 1, p. 55-68

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Correlation and dependency in risk management:properties and pitfalls

    Straumann, D. Y., 2001, Risk management: value at risk and beyond. Cambridge University Press, p. ?

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

  11. Published

    Discretely Observed Diffusions: Approximation of the Continuous-time Score Function

    Sørensen, H., 2001, In: Scandinavian Journal of Statistics. 28, p. 113-121

    Research output: Contribution to journalJournal articleResearchpeer-review