Department of Mathematical Sciences

 

 
  1. Published

    Mirror inversion of quantum states in linear registers

    Albanese, C., Christandl, Matthias, Datta, N. & Ekert, A., 3 Dec 2004, In: Physical Review Letters. 93, 23

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    Inhomogeneous phase-type distributions and heavy tails

    Albrecher, H. & Bladt, Mogens, 2019, In: Journal of Applied Probability. 56, 4, p. 1044-1064

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate case

    Albrecher, H., Bladt, Mogens & Yslas, J., 2022, In: Scandinavian Journal of Statistics. 49, 1, p. 44-77

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Multivariate matrix Mittag–Leffler distributions

    Albrecher, H., Bladt, M. & Bladt, Mogens, 2021, In: Annals of the Institute of Statistical Mathematics. 73, 2, p. 369 - 394

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Multivariate fractional phase–type distributions

    Albrecher, H., Bladt, M. & Bladt, Mogens, 2020, In: Fractional Calculus and Applied Analysis. 23, 5, p. 1431-1451

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    On the cost-of-capital rate under incomplete market valuation

    Albrecher, H., Eisele, K. T., Steffensen, Mogens & Wüthrich, M. V., 2022, In: Journal of Risk and Insurance. 89, p. 1139–1158 20 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Informed censoring: The parametric combination of data and expert information

    Albrecher, H. & Bladt, Martin Rainer, 2024, In: Journal of Statistical Planning and Inference. 233, 16 p., 106171.

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Continuous scaled phase-type distributions

    Albrecher, H., Bladt, Martin Rainer, Bladt, Mogens & Yslas, J., 2023, In: Stochastic Models. 39, 2, p. 293-322

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Mortality modeling and regression with matrix distributions

    Albrecher, H., Bladt, Martin Rainer, Bladt, Mogens & Yslas, J., 2022, In: Insurance: Mathematics and Economics. 107, p. 68-87 20 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Matrix Mittag–Leffler distributions and modeling heavy-tailed risks

    Albrecher, H., Bladt, M. & Bladt, Mogens, 2020, In: Extremes. 23, 3, p. 425-450

    Research output: Contribution to journalJournal articleResearchpeer-review

Previous 1...3 4 5 6 7 8 9 10 ...328 Next