Department of Mathematical Sciences

 

 
  1. 2001
  2. Published

    Optimal proportional reinsurance policies in a dynamic setting

    Schmidli, H., 2001, In: Scandinavian Actuarial Journal. 1, p. 55-68

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Orthogonal exponentials on the ball

    Fuglede, Bent, 2001, In: Expositiones Mathematicae. 19, 3, p. 267-272

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Point process convergence of stochastic volatility processeswith application to sample autocorrelations

    Mikosch, Thomas Valentin & Davis, R. A., 2001, In: Journal of Applied Probability. 38A, p. 93--104

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Poisson's law and Information Theory

    Harremöes, P., 2001, 2001 IEEE International Symposium on Information Theory. Lane: IEEE Signal Processing Society, p. 46

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

  6. Published

    Poles of zeta and eta functions for perturbations of the Atiyah-Patodi-Singer problem

    Grubb, Gerd, 2001, In: Communications in Mathematical Physics. 215, p. 583-589

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Prime power degree representations of the symmetric and alternating groups

    Balog, A., Bessenrodt, C., Olsson, Jørn Børling & Ono, K., 2001, In: Journal of the London Mathematical Society. 64, 2, p. 344-356

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Quantized Rank R Matrices

    Jakobsen, Hans Plesner & Jøndrup, Søren, 2001, In: Journal of Algebra. 246, p. 70-96

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Random Paths and Surfaces with Rigidity

    Durhuus, Bergfinnur, 2001, Fluctuating Paths and Fields. Singapore: World Scientific, p. 663-673

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

  10. 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

  11. 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