Department of Mathematical Sciences

 

 
  1. 2002
  2. Published

    Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the large claim case

    Schmidli, H., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-10.

    Research output: Working paperResearch

  3. Published

    Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the small claim case

    Schmidli, H., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-12.

    Research output: Working paperResearch

  4. Published

    On minimizing the ruin probability by investment and reinsurance

    Schmidli, H., 2002, In: Annals of Applied Probability. 12, 3, p. 890-907

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Werner Fenchel. Jakob Nielsen. Discontinuous Groups of Isometries in the Hyperbolic Plane

    Schmidt, A. L., 2002, Werner Fenchel. Jakob Nielsen. Discontinuous Groups of Isometries in the Hyperbolic Plane. Berlin: De Gruyter, p. 386

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

  6. Published

    Autoregressive Conditional Root Model: Inference and Geometric Ergodicity

    Shephard, N. & Rahbek, Anders, 2002, Nuffield College, Oxford University, p. 0.

    Research output: Working paperResearch

  7. Published

    Supplement 2002 Matematik 1GB

    Solovej, Jan Philip, 2002, Supplement 2002 Matematik 1GB. Universitetsbogladen, p. 110

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

  8. Published

    Intervention Options in Life Insurance

    Steffensen, Mogens, 2002, In: Insurance: Mathematics and Economics. 31, 1, p. 71-85

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    On Merton's problem for life insurers

    Steffensen, Mogens, 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-18.

    Research output: Working paperResearch

  10. Published

    Entropy, some new lower bounds

    Topsøe, Flemming, 2002, Proceedings of the 2002 IEEE Information Theory Workshop, Bangalore. New York: IEEE Signal Processing Society, p. 196

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

  11. Published

    Maximum Entropy Versus Minimum Risk and Applications to Some Classical Discrete Distributions

    Topsøe, Flemming, 2002, In: IEEE Transactions on Information Theory. 48, p. 2368-2376

    Research output: Contribution to journalJournal articleResearchpeer-review