Department of Mathematical Sciences

 

 
  1. 1993
  2. Published

    Recursive Estimation in Cointegrated VAR-Models

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

    Research output: Working paperResearch

  3. Published

    StatUnit - an alternative to statistical packages?

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

    Research output: Working paperResearch

  4. Published

    Stochastic differential equations for ruin probabilities

    Møller, C. M., 1993, 17 p.

    Research output: Working paperResearch

  5. Published

    Testing for a Unit Root against Local Alternatives

    Atsushi, N., 1993, København, p. 38.

    Research output: Working paperResearch

  6. Published

    Thiele's differential equation by stochastic interest of diffusion type

    Norberg, R. & Møller, C. M., 1993, 16 p.

    Research output: Working paperResearch

  7. 1994
  8. Published

    A Likelihood Analysis of The I(2) Model

    Johansen, Søren, 1994, København, p. 26.

    Research output: Working paperResearch

  9. Published

    A counting process approach to stochastic interest

    Møller, C. M., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 12 p.

    Research output: Working paperResearch

  10. Published

    A portfolio of endowment policies and its limiting distribution

    Parker, G., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 22 p.

    Research output: Working paperResearch

  11. Published

    Differential equations for moments of present values in life insurance

    Norberg, R., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 19 p.

    Research output: Working paperResearch

  12. Published

    Integro-differential equations for evaluating the distribution of some jump processes

    Møller, C. M., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 11 p.

    Research output: Working paperResearch

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