Department of Mathematical Sciences

 

 
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  1. 1998
  2. Published

    Risk-minimizing hedging strategies for unit-linked life insurance contracts

    Møller, T., 1998, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 28, 2, p. 17-47

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

  3. Published

    Ruin probabilities for Erlang(2) risk processes

    Dickson, D. & Hipp, C., 1998, In: Insurance: Mathematics and Economics. 22, p. 251-262

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

  4. Published

    Simple inductive limits of C*-algebras with building blocks from spheres of odd dimension

    Elliott, G. A. & Fang, H., 1998, Operator Algeras and Operator Theory, Contemporary Mathematics. Providence, R.I.: American Mathematical Society, Vol. 228. p. 79-86

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  5. Published

    Some aspects of rate making and collective risk models with variable safety loadings

    Malinovskii, V., 1998, Transactions of the 26th international congress of actuaries. Glasgow: Bell, p. 465-481

    Research output: Chapter in Book/Report/Conference proceeding › Report chapter › Communication

  6. Published

    Some concepts from group cohomology in the Banach algebra context

    Grønbæk, Niels, 1998, Banach algebras '97. Proceedings of the 13th International Conference on Banach algebras. Berlin-New York: De Gruyter, p. 205-222

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  7. Published

    Some stationary processes in discretely and continuous time

    Barndorff-Nielsen, O., Jensen, J. L. & Sørensen, Michael, 1998, In: Advances in Applied Probability. 30, p. 989-1007

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

  8. Published

    Stability of anticommunication relations: An application of noncommutative CW-complexes

    Loring, T. A. & Pedersen, G. K., 1998, In: Journal fur die Reine und Angewandte Mathematik. 499, p. 101-143

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

  9. Published

    State Dependent Realignments in Target Zone Currency Regimes

    Lando, D., Christensen, P. O. & Miltersen, K. R., 1998, In: Review of Derivatives Research. 1, 4, p. 295-323

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

  10. Published

    Stochastic methods in life insurance (in Russsian)

    Norberg, R., 1998, In: Obozrenie Prikladnoj i Promyshlennoj Matematiki. 5, p. 83-115

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

  11. Published

    The Dirichlet Laplacian on finely open sets

    Fuglede, Bent, 1998, In: Potential Analysis. 10, p. 91-101

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

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