Department of Mathematical Sciences

 

 
  1. 2001
  2. Published

    Rates in approximations to ruin probabilities for heavy-tailed distributions

    Mikosch, Thomas Valentin & Nagaev, A. V., 2001, In: Extremes. 4, p. 67-78

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    The sample autocorrelations of financial time series models

    Mikosch, Thomas Valentin & Davis, R. A., 2001, Nonlinear and Nonstationary Signal Processing. Cambridge University Press, p. 247-274

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

  4. Published

    Embeddings of DI2 in F4

    Møller, Jesper Michael & Broto, C., 2001, In: Transactions of the American Mathematical Society. 353, p. 4461 - 4479

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Toric morphisms

    Møller, Jesper Michael, 2001, Cohomological methods in homotopy theory (Bellaterra 1998): Progress in Mathematics. Bael: Birkhäuser Verlag, Vol. 196. p. 271-306 26 p.

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

  6. Published

    Hedging equity-linked life insurance contracts

    Møller, T., 2001, In: North American Actuarial Journal. 5, 2, p. 79-95

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    On transformations of actuarial valuation principles

    Møller, T., 2001, In: Insurance: Mathematics and Economics. 28, p. 281-303

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Risk-minimizing hedging strategies for insurance payment processes

    Møller, T., 2001, In: Finance and Stochastics. 5, 4, p. 419-446

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Deformations of symplectic Lie algebroids, deformations of holomorphic symplectic structures, and index theorems

    Nest, Ryszard & Tsygan, B., 2001, In: Asian Journal of Mathematics. 5, 4

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Nonparametric conditional mean imputation

    Nielsen, S. F., 2001, In: Journal of Statistical Planning and Inference. 99, 2, p. 129-150

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Minimum norm estimation of variance components for life insurance data

    Norberg, R. & Kleffe, J., 2001, In: Communications in Statistics: Theory and Methods. 30, 8/9, p. 1591-1604

    Research output: Contribution to journalJournal articleResearchpeer-review