Department of Mathematical Sciences

 

 
  1. 2003
  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. Published

    Quadratic Optimization of Life Insurance Payment Streams

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

    Research output: Working paperResearch

  11. 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

  12. Published

    Real radical extensions

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

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. 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

  14. Published

    Reformer og ledelse

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

    Research output: Contribution to journalJournal articleResearchpeer-review

  15. 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

  16. 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

  17. 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

  18. Published

    Representations of PI Algebras

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

    Research output: Contribution to journalJournal articleResearchpeer-review

  19. Published

    Sandsynlighedsregning på målteoretisk grundlag.

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

    Research output: Book/ReportBookEducation

  20. 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

  21. 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

  22. 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

  23. 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

  24. 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

  25. 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

  26. 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

  27. 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

  28. 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

  29. Published

    The History of the Law of Large Numbers and Consistency

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

    Research output: Working paperResearch

  30. 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

  31. 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

  32. 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

  33. 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

  34. 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

  35. 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

  36. 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

  37. 2002
  38. 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

  39. 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

  40. 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

  41. 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

  42. 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

  43. 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

  44. 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

  45. 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

  46. 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

  47. 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

  48. Published

    A simulation study of some functionals of random walk

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

    Research output: Working paperResearch

  49. 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

  50. 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

  51. 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

  52. 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