Department of Mathematical Sciences

 

 
  1. 2003
  2. Published

    Almost sure rates of mixing for i.i.d. unimodal maps

    Baladi, V., Benedicks, M. & Maume-Deschamps, V., 2003, In: Annales Scientifiques de l'Ecole Normale Superieure. 36, p. 319-322

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    An Entropy Power Inequality for the Binomial Family

    Harremöes, P. & Vignat, C., 2003, In: Journal of Inequalities in Pure and Applied Mathematics. 4, p. 93

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Asymptotic Normality for Non-Stationary, Explosive GARCH

    Jensen, S. T. & Rahbek, Anders, 2003, Københavns Universitet, p. 1-22.

    Research output: Working paperResearch

  5. Published

    Asymptotics of Ruin Probabilities for Controlled Risk Processes in the Small Claims Case

    Hipp, C. & Schmidli, H., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-15.

    Research output: Working paperResearch

  6. Published

    Best Pinsker Bound equals Taylor Polynomial of Degree 49

    Fedotov, A., Harremöes, P. & Topsøe, Flemming, 2003, In: Vychislitel'nye Tekhnologii. 8, 5, p. 3-14

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Between Rigor and Applications. Developments in the Concept of Function in Mathematical Analysis

    Lützen, Jesper, 2003, Between Rigor and Applications. Developments in the Concept of Function in Mathematical Analysis. 5:The Modern Phys. and Math. Sciences ed. Cambridge: Cambridge University Press, p. 468-487

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

  8. Published

    Choice of Unconventional;Treatment by Patients with Cancer;

    Kimby, C. K., Launsø, L., Henningsen, Inge Biehl & Langgaard, H., 2003, In: Journal of Alternative & Complementary Medicine. 9, 4, p. 549-561

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Compentencies, version ground floor

    Grønbæk, Niels & Winsløw, Carl, 2003, In: CNDs Skriftserie. 7, p. 37-50

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Competencies, version ground floor

    Grønbæk, Niels & Winsløw, Carl, 2003, If reform of science education is the answer- what were the questions?. p. 37-50

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

  11. Published

    Convergence to the Poisson Distribution in Information Divergence

    Harremöes, P., 2003, Convergence to the Poission Distribution in Information Divergence. p. 27

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

  12. Published

    Depth and amplitude for unbounded complexes

    Foxby, H. & Iyengar, S., 2003, In: Contemporary Mathematics. 331, p. 119-137

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. Published

    En Introduktion til Sandsynlighedsregning.

    Sørensen, Michael, 2003, 4. ed. Københavns Universitet: Universitetsbogladen. 287 p.

    Research output: Book/ReportBookEducation

  14. Published

    Entropy of the Law of Small Numbers

    Kontoioannis, Y. & Harremöes, P., 2003, Entropy and the Law of Small Numbers. Yokohama: IEEE Signal Processing Society, p. 26

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

  15. Published

    Finite energy maps from Riemannian polyhedra to metric spaces

    Fuglede, Bent, 2003, In: Annales Academiæ Scientiarum Fennicæ. 28, 2, p. 433-458

    Research output: Contribution to journalJournal articleResearchpeer-review

  16. Published

    Framed discs operads and Batalin-Vilkovisky algebras

    Salvatore, P. & Wahl, Nathalie, 2003, In: Quarterly Journal of Mathematics. 54, p. 213-231

    Research output: Contribution to journalJournal articleResearchpeer-review

  17. Published

    Generalized blocks for symmetric groups

    Külshammer, B., Olsson, Jørn Børling & Robinson, G. R., 2003, In: Inventiones Mathematicae. 151, p. 513-552

    Research output: Contribution to journalJournal articleResearchpeer-review

  18. Published

    Geometric ergodicity of discrete time approximations to multivariate diffusions

    Hansen, Niels Richard, 2003, In: Bernoulli. 9, 4, p. 725-743

    Research output: Contribution to journalJournal articleResearchpeer-review

  19. Published

    Hochschild cohomology of factors with property Gamma

    Christensen, Erik, Sinclair, A. M. & Smith, R. R., 2003, In: Annals of Mathematics. 158, 2, p. 597-621

    Research output: Contribution to journalJournal articleResearchpeer-review

  20. Published

    Hyperbolic Processes in Finance

    Bibby, B. M. & Sørensen, Michael, 2003, Handbook of Heavy Tailed Distributions in Finance. Elsevier, p. 211-248

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

  21. Published

    Hölder continuity of harmonic maps from Riemannian polyhedra to spaces of upper bounded curvature

    Fuglede, Bent, 2003, In: Calculus of Variations. 16, 4, p. 375-403

    Research output: Contribution to journalJournal articleResearchpeer-review

  22. Published

    Improved Convergence Rate for the Simulation of Stochastic Differential Equations Driven by Subordinated Levy Processes

    Rubenthaler, S. & Wiktorsson, M., 2003, Københavns Universitet, p. 1-28.

    Research output: Working paperResearch

  23. Published

    Indifference pricing of insurance contracts in a product space model

    Møller, T., 2003, In: Finance and Stochastics. 7, p. 197-217

    Research output: Contribution to journalJournal articleResearchpeer-review

  24. Published

    Indifference pricing of insurance contracts in a product space model: Applications

    Møller, T., 2003, In: Insurance: Mathematics and Economics. 32, p. 295-315

    Research output: Contribution to journalJournal articleResearchpeer-review

  25. Published

    Inference and Ergodicity in the Autoregressive Conditional Root Model

    Rahbek, Anders & Shephard, N., 2003, Københavns Universitet, p. 1-30.

    Research output: Working paperResearch

  26. Published

    Introduction to Banach Algebras, Operators, and Harmonic Analysis

    Laursen, Kjeld Bagger, Dales, H. G., Aiena, P., Eschmeier, J. & Willis, G. A., 2003, Introduction to Banach Algebras, Operators, and Harmonic Analysis. Cambridge, p. 199-264 (London Mathematical Society Student Texts, Vol. 57).

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

  27. Published

    Jensen's Operator Inequality

    Hansen, F. & Pedersen, G. K., 2003, In: Bulletin of the London Mathematical Society. 35, p. 553-564

    Research output: Contribution to journalJournal articleResearchpeer-review

  28. Published

    Jensen's trace inequality in several variables

    Hansen, F. & Pedersen, G. K., 2003, In: International Journal of Mathematics. 14, p. 667-681

    Research output: Contribution to journalJournal articleResearchpeer-review

  29. Published

    Kompetencebeskrivelser i Universitetets virkelighed

    Grønbæk, Niels & Winsløv, C., 2003, København, Danmark: Center for naturfagenes didaktik. 8 p.

    Research output: Book/ReportReportCommunication

  30. Published

    Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

    Nielsen, Heino Bohn & Rahbek, Anders, 2003, Københavns Universitet, p. 1-22.

    Research output: Working paperResearch

  31. Published

    Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

    Nielsen, Heino Bohn & Rahbek, Anders, 2003, nr. 11 ed., Københavns Universitet, p. 1-25.

    Research output: Working paperResearch

  32. Published

    Likelihood analysis of the I(2) model

    Johansen, Søren, 2003, Recent Developments in Time Series, Vol I. Newbold, P. & Leyborne, S. (eds.). Edward Elgar Publishing, p. 243-272

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

  33. Published

    Logarithmic terms in trace expansions of Atiyah-Patodi-Singer problems

    Grubb, Gerd, 2003, In: Annals of Global Analysis and Geometry. 24, p. 1-51

    Research output: Contribution to journalJournal articleResearchpeer-review

  34. Published

    Long range dependence effects and ARCH modeling

    Mikosch, Thomas Valentin & Starica, C., 2003, Theory and Applications of Long-Range Dependence. Boston: Birkhäuser Verlag, p. 439-460

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

  35. Published

    Lower bounds on rate of convergence in information theoretic Central Limit Theorem

    Harremöes, P., 2003, Lower bounds on rate of convergence in information theoretic Central Limit Theorem. Copenhagen, p. 53-54

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

  36. Published

    Markov Controlled Excursions, Local Alignment and Structure. From Markov Additive Processes to Biological Sequence Analysis

    Hansen, Niels Richard, 2003, Københavns Universitet: H.C.Ø.-Tryk. 140 p.

    Research output: Book/ReportPh.D. thesisResearch

  37. Published

    Martingales and the distribution of the time to ruin

    Jacobsen, Martin, 2003, In: Stochastic Processes and Their Applications. 107, 1, p. 29-51

    Research output: Contribution to journalJournal articleResearchpeer-review

  38. Published

    Matematikkens og Rummets Natur

    Lützen, Jesper, 2003, Matematikkens og Rummets Natur. 5 ed. Århus: Aarhus Universitetsforlag, p. 28-31

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

  39. Published

    Matematiske institutioner præsenterer sig: Institut for Matematiske Fag, Københavns Universitet

    Tind, J., 2003, In: mat Matilde. 18, p. 23-24

    Research output: Contribution to journalJournal articleResearchpeer-review

  40. Published

    Metrics on non-commutative spaces

    Antonescu, C., 2003, Metrics on non-commutative algebra. Copenhagen, Denmark: H.C.Ø.-Tryk, p. 1-74

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

  41. Published

    Mod pq Galois representations and Serre's conjecture

    Khare, C. & Kiming, Ian, 2003, In: Journal of Number Theory. 98, p. 329-347

    Research output: Contribution to journalJournal articleResearchpeer-review

  42. Published

    Modelling PCS Options via Individual Indices

    Schmidli, H., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-20.

    Research output: Working paperResearch

  43. Published

    Modelling dependence and tails of financial time series

    Mikosch, Thomas Valentin, 2003, Extreme Values in Finance, Telecommunications and the Environment. Chapman, p. 185-286

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

  44. Published

    Modselektion eller efterslæb

    Henningsen, Inge Biehl, 2003, Akademisk tilblivelse. Akademisk Forlag, p. 25-60

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

  45. Published

    More on testing exact rational expectations in vector autoregressive models: Restricted drift term

    Johansen, Søren & Swensen, A. R., 2003, Københavns Universitet, p. 1-11.

    Research output: Working paperResearch

  46. Published

    Multi-self-similar Markov processes on Rn+ and their Lamperti representations

    Jacobsen, Martin & Yor, M., 2003, In: Probability Theory and Related Fields. 126, 1, p. 1-28

    Research output: Contribution to journalJournal articleResearchpeer-review

  47. Published

    New coherent states and a new proof of the Scott correction

    Solovej, Jan Philip & Spitzer, W. L., 2003, Advances in differential equations and mathematical physics : Contemp. Math.. Providence, R.I.: American Mathematical Society, Vol. 327. p. 305-319

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

  48. Published

    Non-Life Insurance Mathematics. An Introduction with Stochastic Processes

    Mikosch, Thomas Valentin, 2003, Berlin: Springer. 235 p.

    Research output: Book/ReportBookResearchpeer-review

  49. Published

    Nyborgs konklusioner holder ikke

    Henningsen, Inge Biehl, 2003, In: Forum for Koen og Kultur. dec., p. 1-3

    Research output: Contribution to journalJournal articleResearchpeer-review

  50. Published

    On C*-algebras Associated with Sofic Shifts

    Carlsen, T. M., 2003, In: Journal of Operator Theory. 49, p. 203-212

    Research output: Contribution to journalJournal articleResearchpeer-review

  51. Published

    On ring-theoretic (in)finiteness of Banach algebras of operators on Banach spaces

    Laustsen, N. J., 2003, In: Glasgow Mathematical Journal. 45, p. 11-19

    Research output: Contribution to journalJournal articleResearchpeer-review

  52. Published

    On some problems studied by R.V. Kadison

    Christensen, Erik, 2003, In: Acta Mathematica Sinica. English series. 19, p. 523-534

    Research output: Contribution to journalJournal articleResearchpeer-review

  53. Published

    On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance

    Hald, M. & Schmidli, H., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-11.

    Research output: Working paperResearch

  54. Published

    On the inversion of the Laplace and Abel transforms for causal symmetric spaces

    Andersen, N. B., Olafsson, G. & Schlichtkrull, Henrik, 2003, In: Forum Mathematicum. 15, p. 701-725

    Research output: Contribution to journalJournal articleResearchpeer-review

  55. Published

    Optimal Bonus Strategies in Life Insurance: The Markov Chain Interest Rate Case

    Nielsen, P. H., 2003, Københavns Universitet, p. 1-22.

    Research output: Working paperResearch

  56. Published

    Optimal prediction of the ultimate maximum of Brownian motion

    Pedersen, Jesper Lund, 2003, In: Stochastics: An International Journal of Probability and Stochastic Processes . 75, 4, p. 205-219

    Research output: Contribution to journalJournal articleResearchpeer-review

  57. Published

    Probabilistic Aspects of Infinite Trees and Surfaces

    Durhuus, Bergfinnur, 2003, In: Acta Physica Polonica B. 34, p. 4795-4812

    Research output: Contribution to journalJournal articleResearchpeer-review

  58. Published

    Proper and Improper Multiple Imputation

    Nielsen, S. F., 2003, In: International Statistical Review. 71, 3, p. 593-627

    Research output: Contribution to journalJournal articleResearchpeer-review

  59. Published

    Property Gamma factors and the Hochschild cohomology problem

    Christensen, Erik, Pop, F., Sinclair, A. M. & Smith, R. R., 2003, In: Proceedings of the National Academy of Science of the United States of America. 100, p. 3865-3869

    Research output: Contribution to journalJournal articleResearchpeer-review

  60. Published

    Quadratic Optimization of Life Insurance Payment Streams

    Steffensen, Mogens, 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-16.

    Research output: Working paperResearch

  61. Published

    Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach

    Straumann, D. Y. & Mikosch, Thomas Valentin, 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-36.

    Research output: Working paperResearch

  62. Published

    Real radical extensions

    Jensen, C. U., 2003, In: Acta Arithmetica. 107, p. 373-379

    Research output: Contribution to journalJournal articleResearchpeer-review

  63. Published

    Refinements of Pinsker's Inequality

    Fedotov, A., Harremöes, P. & Topsøe, Flemming, 2003, In: IEEE Transactions on Information Theory. 49, p. 1491-1498

    Research output: Contribution to journalJournal articleResearchpeer-review

  64. Published

    Reformer og ledelse

    Hugger, J., 2003, In: mat Matilde. 18, p. 6-7

    Research output: Contribution to journalJournal articleResearchpeer-review

  65. Published

    Regression modelling strategies with application to linear models, logistic regression, and survival analysis

    Nielsen, S. F., 2003, In: Journal of Applied Statistics. 30, p. 104

    Research output: Contribution to journalLiterature reviewResearch

  66. Published

    Regular character tables of symmetric groups

    Olsson, Jørn Børling, 2003, In: The Electronic Journal of Combinatorics. 10, p. N3 1-5

    Research output: Contribution to journalJournal articleResearchpeer-review

  67. Published

    Regular variation in the mean and stable limits for Poisson shot noise

    Klüppelberg, C., Mikosch, Thomas Valentin & Schärf, A., 2003, In: Bernoulli. 9, 3, p. 467-496

    Research output: Contribution to journalJournal articleResearchpeer-review

  68. Published

    Representations of PI Algebras

    Jøndrup, Søren, 2003, In: Communications in Algebra. 31, p. 2587-2602

    Research output: Contribution to journalJournal articleResearchpeer-review

  69. Published

    Sandsynlighedsregning på målteoretisk grundlag.

    Hansen, Ernst, 2003, 3. ed. Københavns Universitet: Universitetsbogladen. 501 p.

    Research output: Book/ReportBookEducation

  70. Published

    Small-diffusion asymptotics for discretely sampled stochastic differential equations

    Sørensen, Michael & Uchida, M., 2003, In: Bernoulli. 9 (6), p. 1051 - 1069

    Research output: Contribution to journalJournal articleResearchpeer-review

  71. Published

    Spectral boundary conditions for generalizations of Laplace and Dirac operators

    Grubb, Gerd, 2003, In: Communications in Mathematical Physics. 240, p. 243-280

    Research output: Contribution to journalJournal articleResearchpeer-review

  72. Published

    Stable limits of martingale transforms with application to the estimation of Garch parameters

    Mikosch, Thomas Valentin & Straumann, D. Y., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-24.

    Research output: Working paperResearch

  73. Published

    Stochastic Mortality in Life Insurance: Market Reserves and Mortality-Linked Insurance Contracts

    Dahl, M. H., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-27.

    Research output: Working paperResearch

  74. Published

    Survival analysis with coarsely observed covariates

    Nielsen, S. F., 2003, In: SORT-STATISTICS AND OPERATIONS RESEARCH TRANSACTIONS. 27, 1, p. 41-64

    Research output: Contribution to journalJournal articleResearchpeer-review

  75. Published

    The "Oresund Symposium on Partial Differential Equations"

    Constantin, A. & Grubb, Gerd, 2003, The "Oresund Symposium on Partial Differential Equations". 10 ed. Luleå, Sweden: Samlignsnummer för enstaka enskilt utgivna arbeteb, p. 124

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

  76. Published

    The Boundary Value Formulation of the Asian Call Option

    Hugger, J., 2003, Numerical Mathematics and Advanced Applications. Proceedings of ENUMATH 2001, the 4th European Conference on Numerical Mathematics and Advanced Applications, Ischia, July 2001. Milano: Springer, p. 409-418

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

  77. Published

    The Existance and Stability of Noncommutative Scalar Solitons

    Durhuus, Bergfinnur, Jonsson, T. & Nest, Ryszard, 2003, In: Communications in Mathematical Physics. 233, p. 49-78

    Research output: Contribution to journalJournal articleResearchpeer-review

  78. Published

    The Foundation of Analysis in the 19th century

    Lützen, Jesper, 2003, The Foundation of Analysis in the 19th century. Intet ed. Providence, R.I.: American Mathematical Society, p. 155-195

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

  79. Published

    The History of the Law of Large Numbers and Consistency

    Hald, A., 2003, Københavns Universitet, p. 1-38.

    Research output: Working paperResearch

  80. Published

    The Ionization Conjecture in Hartree-Fock Theory

    Solovej, Jan Philip, 2003, In: Annals of Mathematics. 158, p. 509-576

    Research output: Contribution to journalJournal articleResearchpeer-review

  81. Published

    The Time to Ruin for a Class of Markov Additive Risk Processes

    Jacobsen, Martin, 2003, Københavns Universitet, p. 1-41.

    Research output: Working paperResearch

  82. Published

    The evolution of Fermi's statistical theory of atoms

    Solovej, Jan Philip, 2003, Enrico Fermi and the Universe of Physics: On the occasion of the centennial of the Birth of Enrico Fermi. Rome, Italy: Accademia Nazionale dei Lincei, p. 97-104

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

  83. Published

    The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails

    Hansen, Niels Richard & Jensen, A. T., 2003, Københavns Universitet, p. 1-19.

    Research output: Working paperResearch

  84. Published

    The moment problem associated with the Stieltjes-Wigert polynomials

    Christiansen, J. S., 2003, In: Journal of Mathematical Analysis and Applications. 277, p. 218-245

    Research output: Contribution to journalJournal articleResearchpeer-review

  85. Published

    The moment problem associated with the q-Laguerre polynomials

    Christiansen, J. S., 2003, In: Constructive Approximation. 19, p. 1-22

    Research output: Contribution to journalJournal articleResearchpeer-review

  86. Published

    Wronski systems for families of local complete intersection curves

    Thorup, Anders & Laksov, D., 2003, In: Communications in Algebra. 31, p. 4007-4035

    Research output: Contribution to journalJournal articleResearchpeer-review

  87. 2002
  88. Published

    A stochastic nonlinear autoregressive algorithm reflects nonlinear dynamics of heart-rate fluctuations

    Armoundas, A. A., Ju, K., Iyengar, N., Kanters, Jørgen K., Saul, P. J., Cohen, R. J. & Chon, K. H., 27 Apr 2002, In: Annals of Biomedical Engineering. 30, 2, p. 192-201 10 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  89. Published

    Riemann-Roch theorems via deformation quantization, I

    Bressler, P., Nest, Ryszard & Tsygan, B., 15 Apr 2002, In: Advances in Mathematics. 167, 1, p. 1-25 25 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  90. Published

    Riemann-Roch theorems via deformation quantization, II1

    Bressler, P., Nest, Ryszard & Tsygan, B., 15 Apr 2002, In: Advances in Mathematics. 167, 1, p. 26-73 48 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  91. Published

    N-determined p-compact groups

    Møller, Jesper Michael, 1 Jan 2002, In: Fundamenta Mathematicae. 173, 3, p. 201-300

    Research output: Contribution to journalJournal articleResearchpeer-review

  92. Published

    A Local limit theorem for random walk maxima with heavy tails

    Asmussen, S., Kalashnikov, V., Konstantinides, D., Klüppelberg, C. & Tsitsiashvili, G., 2002, In: Statistics & Probability Letters. 56, 4, p. 399-404

    Research output: Contribution to journalJournal articleResearchpeer-review

  93. Published

    A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors

    Johansen, Søren, 2002, In: Journal of Econometrics. 111, 2, p. 195-221

    Research output: Contribution to journalJournal articleResearchpeer-review

  94. Published

    A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model

    Johansen, Søren, 2002, In: Econometrica. 70, p. 1929-1961 33 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  95. Published

    A String Bit Hamiltonian Approach to Two-Dimensional Quantum Gravity

    Durhuus, Bergfinnur & Lee, H. C. W., 2002, In: Nuclear Physics B. 623, p. 201-219

    Research output: Contribution to journalJournal articleResearchpeer-review

  96. Published

    A characterization of multivariate regular variation

    Basrak, B., Davis, R. A. & Mikosch, Thomas Valentin, 2002, In: Annals of Applied Probability. 12, 3, p. 908-920

    Research output: Contribution to journalJournal articleResearchpeer-review

  97. Published

    A note on noncommutative scalar multisolitons

    Durhuus, Bergfinnur & Jonsson, T., 2002, In: Physics Letters B. 539, p. 277-280

    Research output: Contribution to journalJournal articleResearchpeer-review

  98. Published

    A simulation study of some functionals of random walk

    Johansen, Søren, Hansen, Henrik & Fachin, S., 2002, Københavns Universitet.

    Research output: Working paperResearch

  99. Published

    Analyzing Rating Transitions and Rating Drift with Continuous Observations

    Lando, D. & Skødeberg, T., 2002, In: Journal of Banking & Finance. 26, p. 423-444

    Research output: Contribution to journalJournal articleResearchpeer-review

  100. 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

  101. 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

  102. Published

    Asymptotics of the QMLE for a class of ARCH(q) models

    Kristensen, D. & Rahbek, Anders, 2002, København, p. 1-30.

    Research output: Working paperResearch