Department of Mathematical Sciences

 

 
  1. 1999
  2. Published

    A markov chain financial market

    Norberg, R., 1999, København: Lab. of Acturarial Math. Univ. of Copenhagen, p. 25.

    Research output: Working paperResearch

  3. Published

    A theory of bonus in life insurance

    Norberg, R., 1999, In: Finance and Stochastics. 3, p. 373-390

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    On the vandermonde matrix and its role in mathematical finance

    Norberg, R., 1999, København: Lab. of Acturarial Math. Univ. of Copenhagen, p. 8.

    Research output: Working paperResearch

  5. Published

    Prediction of autstanding liabilities II: Model variations and extensions

    Norberg, R., 1999, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 29, p. 5-25

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Ruin problems with assets and liabilities of diffusion type

    Norberg, R., 1999, In: J. Stoch. Proc. and Appl.. 81, p. 255-269

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Theile differential equations

    Norberg, R., 1999, Encyclopedia of Mathematics. Encyclopedia of Mathematics, p. 2

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

  8. Published

    Thorvald Nicolai Thiele

    Norberg, R., 1999, Statisticians of the centuries. p. 2

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

  9. Published

    Pullback and Pushout Constructions in C*-Algebra Theory

    Pedersen, G. K., 1999, In: Journal of Functional Analysis. 167, p. 243-344

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Cointegration Rank Inference with Stationary Regressors in VAR Models

    Rahbek, Anders & Mosconi, R., 1999, In: Econometrics Journal. 2, p. 82-97

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Trend-Stationarity in the I(2) Cointegration Model

    Rahbek, Anders, Kongsted, H. C. & Jørgensen, H. C., 1999, In: Journal of Econometrics. 90, p. 265-289

    Research output: Contribution to journalJournal articleResearchpeer-review