Department of Mathematical Sciences

 

 
  1. Published

    Asymptotic Results for the Risk Process Based on Marked Point Processes

    Møller, C. M., 1992, In: Scandinavian Actuarial Journal. 2, p. 169-184

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    Integral equations for compound distribution functions

    Møller, C. M., 1993, 13 p.

    Research output: Book/ReportBookResearchpeer-review

  3. Published

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

    Møller, C. M., 1992, In: Scandinavian Actuarial Journal. 2, p. 123-139

    Research output: Contribution to journalJournal articleResearchpeer-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 paperResearch

  5. Published

    A stochastic version of Thiele's differential equation

    Møller, C. M., 1993, 16 p.

    Research output: Working paperResearch

  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 journalJournal articleResearchpeer-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 paperResearch

  8. Published

    Stochastic differential equations for ruin probabilities

    Møller, C. M., 1993, 17 p.

    Research output: Working paperResearch

  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 paperResearch

  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 journalJournal articleResearchpeer-review