Department of Mathematical Sciences

 

 
  1. 1973
  2. Published
  3. 1990
  4. Published

    Empirical Bayes estimation of the binomial parameter.

    Hesselager, O., 1990, København: Kbh.Univ., 16 p.

    Research output: Working paperResearch

  5. Published

    Linear prediction and credibility in continuous time.

    Norberg, R., 1990, København: Museum Tusculanum, 16 p.

    Research output: Working paperResearch

  6. Published

    Numerical evaluation of Markov transition probabilities based on the discretized product integral.

    Møller, C. M., 1990, København: Museum Tusculanum, 20 p.

    Research output: Working paperResearch

  7. Published

    Optimal reinsurance structures.

    Hesselager, O., 1990, København: Kbh.Univ., 20 p.

    Research output: Working paperResearch

  8. Published

    Reserves in life and pension insurance.

    Norberg, R., 1990, København: Kbh.Universitet, 16 p.

    Research output: Working paperResearch

  9. Published

    Select mortality and other durational effects modelled by partially observed Markov chains.

    Møller, C. M., 1990, København: Museum Tusculanum, 29 p.

    Research output: Working paperResearch

  10. 1991
  11. Published

    A Statistical Analysis of Cointegration for I(2) Variables

    Johansen, Søren, 1991, Københavns Universitet, p. 26.

    Research output: Working paperResearch

  12. Published

    An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and USA

    Johansen, Søren, 1991, København, Kbh.Univ., p. 25.

    Research output: Working paperResearch

  13. Published

    Asymptotic results for the risk process based on marked point processes.

    Møller, C. M., 1991, København: Museum Tusculanum, 22 p.

    Research output: Working paperResearch

  14. Published

    Determination of Cointegration Rank in the Presence of Linear Trend

    Johansen, Søren, 1991, Københavns Universitet, p. 15.

    Research output: Working paperResearch

  15. Published

    Estimating Systems of Trending Variables

    Johansen, Søren, 1991, Københavns Univiversitet, p. 35.

    Research output: Working paperResearch

  16. Published

    Hattendorff's theorem generally stated.

    Norberg, R., 1991, København: Museum Tusculanum, 12 p.

    Research output: Working paperResearch

  17. Published

    Homogeneous Gaussian Diffusions in Finite Dimensions

    Jacobsen, Martin, 1991, Københavns Universitet, p. 70.

    Research output: Working paperResearch

  18. Published

    Marker-dependent hazard estimation: An application to AIDS.

    Fusaro, R. E., Nielsen, J. P. & Scheike, Thomas, 1991, København: Museum Tusculanum, 30 p.

    Research output: Working paperResearch

  19. Published

    Prediction of outstanding liabilities in non-life insurance.

    Norberg, R., 1991, København: Museum Tusculanum, 26 p.

    Research output: Working paperResearch

  20. Published

    Random Censoring and Coarsening at Random

    Jacobsen, Martin & Keiding, N., 1991, København, Kbh.Univ., p. 14.

    Research output: Working paperResearch

  21. Published

    Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data

    Johansen, Søren, 1991, Københavns Universitet, p. 31.

    Research output: Working paperResearch

  22. Published

    Use of the three stage model for improving the estimate of the survival function.

    Malani, H. M. & Nielsen, J. P., 1991, København: Museum Tusculanum, 23 p.

    Research output: Working paperResearch

  23. 1992
  24. Published

    A framework for consistent prediction rules based on markers

    Nielsen, J. P. & Jewell, N. P., 1992, København, 18 p.

    Research output: Working paperResearch

  25. Published

    A multiplicative bias reduction method for nonparametric regression

    Nielsen, J. P. & Linton, O., 1992, University of Copenhagen: Lab. of Actuarial Mathematics, 10 p.

    Research output: Working paperResearch

  26. Published

    A recursive procedure for calculation of some compound distributions

    Hesselager, O., 1992, University of Copenhagen: Lab. of Actuarial Mathematics, 14 p.

    Research output: Working paperResearch

  27. Published

    A transformation approach to bias correction in kernel hazard estimation

    Nielsen, J. P., 1992, København, 18 p.

    Research output: Working paperResearch

  28. Published

    Abramson's square root law formulated for kernel hazard estimation

    Nielsen, J. P., 1992, University of Copenhagen: Lab. of Actuarial Mathematics, 11 p.

    Research output: Working paperResearch

  29. Published

    Asymptotic Interence on the Moving Average Impact Matrix in Cointegrated I(1) VAR Systems

    Paruolo, P., 1992, Københavns Universitet, p. 27.

    Research output: Working paperResearch

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