Department of Mathematical Sciences

 

 
  1. 1993
  2. Published

    A Markov model for loss reserving

    Hesselager, O., 1993, 14 p.

    Research output: Working paperResearch

  3. Published

    A recursive procedure for calculation of some mixed compound Poisson distributions

    Hesselager, O., 1993, 15 p.

    Research output: Working paperResearch

  4. Published

    A stochastic version of Thiele's differential equation

    Møller, C. M., 1993, 16 p.

    Research output: Working paperResearch

  5. Published

    Gaussian Diffusions and Autoregressive Processes: Weak Convergence and Statistical Inference

    Jacobsen, Martin & Stockmarr, A., 1993, København, p. 23.

    Research output: Working paperResearch

  6. Published

    Identities for present values of life insurance benefits

    Norberg, R., 1993, 9 p.

    Research output: Working paperResearch

  7. Published

    Likelihood based inference for cointegration of non stationary time series

    Johansen, Søren, 1993, København, p. 30.

    Research output: Working paperResearch

  8. Published

    Martingale results in risk theory with a view to ruin probabilities and diffusions

    Møller, C. M., 1993, 16 p.

    Research output: Working paperResearch

  9. Published

    Recursive Estimation in Cointegrated VAR-Models

    Johansen, Søren & Hansen, Henrik, 1993, København, p. 20.

    Research output: Working paperResearch

  10. Published

    StatUnit - an alternative to statistical packages?

    Tjur, T., 1993, København: Museum Tusculanum, p. 14.

    Research output: Working paperResearch

  11. Published

    Stochastic differential equations for ruin probabilities

    Møller, C. M., 1993, 17 p.

    Research output: Working paperResearch