Department of Mathematical Sciences

 

 
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  1. Published

    Continuous affine processes: Transformations, Markov chains and life insurance

    Buchardt, K., 1 Jun 2016, In: Advances in Applied Probability. 48, 2, p. 423-442 20 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  2. Published

    Hedging and Cash Flows in the Presence of Taxes and Expenses in Life and Pension Insurance

    Buchardt, K. & Møller, Thomas, 2018, In: Risks. 6, 3, 25 p., 68.

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    Dependent interest and transition rates in life insurance

    Buchardt, K., 2014, In: Insurance: Mathematics and Economics. 55, p. 167–179

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Published

    Forward transition rates

    Buchardt, K., Furrer, Christian & Steffensen, Mogens, 2019, In: Finance and Stochastics. 23, 4, p. 975-999 25 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    Transaction time models in multi-state life insurance

    Buchardt, K., Furrer, Christian & Sandqvist, Oliver Lunding, 2023, In: Scandinavian Actuarial Journal. 10, p. 974-999

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. Published

    Tax- and expense-modified risk-minimization for insurance payment processes

    Buchardt, K., Furrer, Christian & Møller, Thomas, 2020, In: Scandinavian Actuarial Journal. 2020, 10, p. 934–961

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. Published

    Life Insurance Liabilities with Policyholder Behaviour and Stochastic Rates

    Buchardt, K., 2014, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 162 p.

    Research output: Book/Report › Ph.D. thesis › Research

  8. Published

    Large loss models for general insurance

    Buch-Kromann, T., 2009, Museum Tusculanum. 198 p.

    Research output: Book/Report › Ph.D. thesis › Research

  9. Published

    Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data

    Buch-Kromann, T. & Nielsen, J., 2012, In: Annals of the Institute of Statistical Mathematics. 64, 1, p. 167-192

    Research output: Contribution to journal › Journal article › Research › peer-review

  10. Published

    Nonparametric estimation of operational risk losses adjusted for underreporting

    Buch-Kromann, T., Englund, M., Gustafsson, J. K. A., Nielsen, J. P. & Thuring, F., 2007, In: Scandinavian Actuarial Journal. 4, p. 293-304

    Research output: Contribution to journal › Journal article › Research › peer-review

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