Department of Mathematical Sciences

 

 
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  1. 2023
  2. Published

    Decomposition of slc2,k ⊕ slc2,1 highest weight representations for generic level k and equivalence between two dimensional CFT models

    Hadasz, L. & Ruba, Blazej Teofil, 22 Dec 2023, arXiv.org, 49 p.

    Research output: Working paper › Preprint › Research

  3. Published

    Generalized integrals of Macdonald and Gegenbauer functions

    Dereziński, J., Gaß, C. & Ruba, Blazej Teofil, 12 Apr 2023, arXiv.org, 40 p.

    Research output: Working paper › Preprint › Research

  4. Published

    Dimension and degeneracy of solutions of parametric polynomial systems arising from reaction networks

    Feliu, Elisenda, Henriksson, Oskar & Pascual-Escudero, B., 5 Apr 2023, arXiv preprint, 24 p.

    Research output: Working paper › Preprint › Research

  5. Published

    Adaptive Large Neighborhood Search for Order Dispatching and Vacant Vehicle Rebalancing in First-Mile Ride-Sharing Services

    Ye, J., Pantuso, Giovanni & Pisinger, D., 2023, Social Science Research Network (SSRN), 16 p.

    Research output: Working paper › Preprint › Research

  6. Published

    Counterexamples in self-testing

    Mancinska, Laura & Schmidt, Simon, 2023, arxiv.org, 20 p.

    Research output: Working paper › Preprint › Research

  7. Published

    Expert Kaplan--Meier estimation

    Bladt, M. & Furrer, Christian, 2023, arXiv.org, 29 p.

    Research output: Working paper › Preprint › Research

  8. Published

    Going Beyond Gadgets: The Importance of Scalability for Analogue Quantum Simulators

    Harley, Dylan, Datta, I., Klausen, Frederik Ravn, Bluhm, Andreas, Stilck França, Daniel, Werner, Albert H. & Christandl, Matthias, 2023, arXiv.org, 52 p.

    Research output: Working paper › Preprint › Research

  9. Published

    Partial Degeneration of Tensors

    Christandl, Matthias, Gesmundo, F., Lysikov, V. & Steffan, Vincent, 2023, arXiv preprint, 27 p.

    Research output: Working paper › Preprint › Research

  10. Published

    Polytope compatibility - from quantum measurements to magic squares

    Bluhm, Andreas, Nechita, I. & Schmidt, Simon, 2023, arXiv preprint, 37 p.

    Research output: Working paper › Preprint › Research

  11. Published

    Rigidity and non-existence results for collapsed translators

    Impera, D., Møller, Niels Martin & Rimoldi, M., 2023, arXiv preprint, 13 p.

    Research output: Working paper › Preprint › Research

  12. Published

    Tuning Stochastic Gradient Algorithms for Statistical Inference via Large-Sample Asymptotics

    Negrea, J., Yang, Jun, Feng, H., Roy, D. M. & Huggins, J. H., 2023, arXiv preprint, 42 p.

    Research output: Working paper › Preprint › Research

  13. 2022
  14. Published

    Continuity of quantum entropic quantities via almost convexity

    Bluhm, Andreas, Capel, Á., Gondolf, P. & Pérez-Hernández, A., 2022, 69 p.

    Research output: Working paper › Preprint › Research

  15. Published

    Finite entropy translating solitons in slabs

    Souza Gama, E., Martín, F. & Møller, Niels Martin, 2022, arXiv preprint, 42 p.

    Research output: Working paper › Preprint › Research

  16. Published

    Ground state energy of dilute Bose gases in 1D

    Agerskov, Johannes, Reuvers, R. & Solovej, Jan Philip, 2022, arXiv:2203.17183 ed., arxiv.org, 36 p. (arXiv).

    Research output: Working paper › Preprint › Research

  17. Published

    Parchment Glutamine Index (PQI): A novel method to estimate glutamine deamidation levels in parchment collagen obtained from low-quality MALDI-TOF data

    Anila Bhuvanendran Nair, Bharath, Palomo, I. R., Markussen, Bo, Wiuf, Carsten, Fiddyment, S. & Collins, Matthew James, 2022, bioRxiv, 18 p.

    Research output: Working paper › Research › peer-review

  18. Published

    Quantum isomorphic strongly regular graphs from the E8 root system

    Schmidt, Simon, 2022, arXiv preprint, 13 p.

    Research output: Working paper › Preprint › Research

  19. Published

    Quantum max-flow in the bridge graph

    Steffan, Vincent, Lysikov, V. & Gesmundo, F., 2022, arXiv preprint, 26 p.

    Research output: Working paper › Preprint › Research

  20. Published

    The regulator dominates the rank

    Pazuki, Fabien, 2022, arXiv preprint, 8 p.

    Research output: Working paper › Preprint › Research

  21. 2021
  22. Published

    Allosteric stabilization of calcium and lipid binding engages three synaptotagmins in fast exocytosis

    Kobbersmed, J. R. L., Berns, M. M. M., Ditlevsen, Susanne, Sørensen, Jakob Balslev & Walter, Alexander Matthias, 23 Oct 2021, bioRxiv, p. 1-56.

    Research output: Working paper › Preprint › Research

  23. Published

    Landauer vs. Nernst: What is the True Cost of Cooling a Quantum System?

    Taranto, P., Bakhshinezhad, F., Bluhm, Andreas, Silva, R., Friis, N., Lock, M. P. E., Vitagliano, G., Binder, F. C., Debarba, T., Schwarzhans, E., Clivaz, F. & Huber, M., 9 Jun 2021, arXiv.org, 53 p.

    Research output: Working paper › Preprint › Research

  24. Published

    On the torsion-freeness property for divisible discrete quantum subgroups

    Martos Prieto, Ruben, 2021, arxiv.org, 32 p.

    Research output: Working paper › Preprint › Research

  25. Published

    Projective representation theory for compact quantum groups and the quantum Baum-Connes assembly map

    Commer, K. D., Martos Prieto, Ruben & Nest, Ryszard, 2021, arxiv.org, 54 p.

    Research output: Working paper › Preprint › Research

  26. 2020
  27. Published

    Mahler's measure and elliptic curves with potential complex multiplication

    Pengo, R., 2020, arXiv preprint, 24 p.

    Research output: Working paper › Preprint › Research

  28. Published

    Purity in chromatically localized algebraic K-theory

    Land, M., Mathew, A., Meier, L. & Tamme, G., 2020, (arXiv).

    Research output: Working paper › Preprint › Research

  29. Published

    Representation stability for diagram algebras

    Patzt, P., 2020, arxiv.org, p. 1-17, (arXiv).

    Research output: Working paper › Preprint › Research

  30. Published

    String topology of finite groups of Lie type

    Grodal, Jesper & Lahtinen, A., 2020, arxiv.org, 58 p.

    Research output: Working paper › Preprint › Research

  31. 2019
  32. Published

    Term Rates, Multicurve Term Structures and Overnight Rate Benchmarks: a Roll-Over Risk Approach

    Backwell, A., Macrina, A., Schloegl, E. & Skovmand, David Glavind, 27 Jun 2019, SSRN: Social Science Research Network, 24 p.

    Research output: Working paper › Research

  33. Published

    Ancient Mean Curvature Flows and their Spacetime Tracks

    Chini, F. & Møller, Niels Martin, 2019, p. 1-14, (arXiv.org).

    Research output: Working paper › Preprint › Research

  34. Published

    Cyclic reduction of Elliptic Curves

    Campagna, F. & Stevenhagen, P., 2019, arXiv preprint.

    Research output: Working paper › Research

  35. Published

    Generalized Partial Benders Decomposition of Two Stage Stochastic Programs

    Pantuso, Giovanni, 2019, 28 p.

    Research output: Working paper › Preprint › Research

  36. 2018
  37. Published

    From Model to Market Risks: The Implicit Function Theorem (IFT) Demystified

    Savine, A., 31 Oct 2018, SSRN: Social Science Research Network, 6 p.

    Research output: Working paper › Research

  38. 2017
  39. Published

    LSM Reloaded: Differentiate xVA on your iPad Mini

    Huge, B. N. & Savine, A., 10 May 2017, Social Science Research Network (SSRN), 46 p.

    Research output: Working paper › Research

  40. 2016
  41. Published

    Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure

    Rønn-Nielsen, A. & Jensen, E. B. V., Aug 2016, Aarhus University, 21 p. (CSGB Research Reports; No. 11, Vol. 2016).

    Research output: Working paper › Research

  42. 2015
  43. Published

    Time inhomogeneity in longest gap and longest run problems

    Asmussen, S., Ivanovs, J. & Rønn-Nielsen, A., Oct 2015, Thiele Research report, No 7, 2015 ed., Aarhus University, 17 p. (Thiele Research Report, Vol. 7).

    Research output: Working paper › Research

  44. 2014
  45. Published

    Optimal hedging with the cointegrated vector autoregressive model

    Gatarek, L. & Johansen, Søren, 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 11 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 22, Vol. 2014).

    Research output: Working paper › Research

  46. Published

    Outlier detection algorithms for least squares time series regression

    Johansen, Søren & Nielsen, B., 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 39 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 23, Vol. 2014).

    Research output: Working paper › Research

  47. Published

    Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure

    Rønn-Nielsen, A. & Jensen, E. B. V., 2014, Aarhus University, (CSGB Research Reports; No. 9, Vol. 2014).

    Research output: Working paper › Research

  48. 2013
  49. Published

    Asymptotic analysis of the Forward Search

    Johansen, Søren & Nielsen, B., 2013, Kbh.: Økonomisk institut, Københavns Universitet, 39 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 1, Vol. 13).

    Research output: Working paper › Research

  50. Published

    Cost allocation with limited information

    Hougaard, Jens Leth & Tind, J., 2013, Department of Food and Resource Economics, University of Copenhagen, 13 p. (MSAP Working Paper Series; No. 01/2013).

    Research output: Working paper › Research

  51. 2010
  52. Published

    Penalized maximum likelihood estimation for generalized linear point processes

    Hansen, Niels Richard, 3 Mar 2010.

    Research output: Working paper › Research

  53. 2009
  54. Published

    Enumeration of pyramids of one-dimensional pieces of arbitrary fixed integer length

    Durhuus, Bergfinnur & Eilers, Søren, 2009, Museum Tusculanum.

    Research output: Working paper › Research

  55. Published

    Prediction of outstanding payments in a Poisson cluster model

    Mikosch, Thomas Valentin, Jessen, A. H. & Samorodnitsky, G., 2009, 24 p.

    Research output: Working paper › Research

  56. Published

    Weak convergence of the function-indexed integrated periodogram for infinite variance processes

    Mikosch, Thomas Valentin, Can, S. U. & Samorodnitsky, G., 2009, 21 p.

    Research output: Working paper › Research

  57. 2008
  58. Published

    A Mixing Severity Model Incorporating Three Sources of Data for Operational Risk Quantification

    Gustafsson, J. K. A., 2008, 22 p.

    Research output: Working paper › Research

  59. Published

    An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator

    Johansen, Søren & Nielsen, B., 2008, Department of Economics, University of Copenhagen, 35 p.

    Research output: Working paper › Research

  60. Published

    Cost Allocation and Convex Data Envelopment

    Hougaard, Jens Leth & Tind, J., 2008, Department of Economics, University of Copenhagen, 17 p.

    Research output: Working paper › Research

  61. Published

    Inverse problems for regular variation of linear filters, a cancellation property for sigma-finite measures, and identification of stable laws.

    Mikosch, Thomas Valentin, Jacobsen, Martin, Rosinski, J. & Samorodnitsky, G., 2008, 25 p.

    Research output: Working paper › Research

  62. 2007
  63. Published

    Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression

    Hoover, K. D., Juselius, Katarina & Johansen, Søren, 2007, Department of Economics, University of Copenhagen, 10 p.

    Research output: Working paper › Research

  64. Published

    Non-commutative residue of projections in Boutet de Monvel's calculus

    Gaarde, A., 2007.

    Research output: Working paper › Research

  65. Published

    Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate

    Johansen, Søren, Juselius, Katarina, Frydman, R. & Goldberg, M., 2007, Department of Economics, University of Copenhagen, 33 p.

    Research output: Working paper › Research

  66. 2006
  67. Published

    A Two-Account Model of Pension Saving Contracts.

    Steffensen, Mogens & Waldstrøm, S., 2006, Laboratory of Actuarial Mathematics / Copenhagen University, p. 1-16.

    Research output: Working paper › Research

  68. Published

    An ABC of Portfolio Choice: Asset Allocation with Bankruptcy and Contagion

    Steffensen, Mogens & Kraft, H., 2006.

    Research output: Working paper › Research

  69. Published

    An Introduction to Regime Switching Time Series Models

    Lange, Theis & Rahbek, Anders, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-16.

    Research output: Working paper › Research

  70. Published

    Asymptotics for Local Maximal Stack Scores with General Loop Penelty Function

    Hansen, Niels Richard, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-22.

    Research output: Working paper › Research

  71. Published

    Bankruptcy, Counterparty Risk, and Contagion

    Steffensen, Mogens & Kraft, H., 2006.

    Research output: Working paper › Research

  72. Published

    Cointegration. Overview and Development

    Johansen, Søren, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-22.

    Research output: Working paper › Research

  73. Published

    Estimation and Asymptotic Inference in the First Order AR-ARCH Model

    Lange, Theis, Rahbek, Anders & Jensen, S. T., 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-23.

    Research output: Working paper › Research

  74. Published

    Exit times for a Class of Piecewise Exponential Markov Processes with Two-Sided Jumps

    Jacobsen, Martin & Tolver Jensen, A., 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-35.

    Research output: Working paper › Research

  75. Published

    Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions

    Davis, R. A. & Mikosch, Thomas Valentin, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-22.

    Research output: Working paper › Research

  76. Published

    On the Size Distribution of Sand

    Sørensen, Michael, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-11.

    Research output: Working paper › Research

  77. Published

    Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach.

    Kraft, H. & Steffensen, Mogens, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-21.

    Research output: Working paper › Research

  78. Published

    Regularly varying functions

    Hedegaard Jessen, A. & Mikosch, Thomas Valentin, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-23.

    Research output: Working paper › Research

  79. Published

    Scaling Limits for Workload Process

    Mikosch, Thomas Valentin & Samorodnitsky, G., 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-31.

    Research output: Working paper › Research

  80. Published

    Tail Probabilities for Regression Estimators

    Mikosch, Thomas Valentin & Vries, C. G. D., 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 32.

    Research output: Working paper › Research

  81. Published

    Worst Case Portfolio Optimization and HJB-Systems.

    Korn, R. & Steffensen, Mogens, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-17.

    Research output: Working paper › Research

  82. 2005
  83. Published

    A Continuous-Time Model for Reinvestment Risk in Bond Markets

    Dahl, M. H., 2005, Københavns Universitet: H.C.Ø.-Tryk, p. 1-24.

    Research output: Working paper › Research

  84. Published

    A Discrete-Time Model for Reinvestment Risk in Bond Markets

    Dahl, M. H., 2005, Laboratory of Actuarial Mathematics, University of Copenhagen: H.C.Ø.-Tryk, p. 1-25.

    Research output: Working paper › Research

  85. Published

    A Note on the Law of Large Numbers for Functions of Geometrically Ergodic Time Series

    Jensen, S. T. & Rahbek, Anders, 2005, Department of Applied Mathematics and Statistics, p. 1-7.

    Research output: Working paper › Research

  86. Published

    A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, p. 1-22.

    Research output: Working paper › Research

  87. Published

    A note on Stochastic Context-Free Grammars, Termination and the EM-Algorithm

    Hansen, Niels Richard, 2005, Department of Mathematical Sciences / University of Copenhagen, p. 1-11.

    Research output: Working paper › Research

  88. Published

    Asymptotics of the QMLE for General ARCH(q) Models

    Kristensen, D. & Rahbek, Anders, 2005, Department of Applied Mathematics and Statistics, p. 1-37.

    Research output: Working paper › Research

  89. Published

    Confronting the Economic Model with the Data

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, p. 1-13.

    Research output: Working paper › Research

  90. Published

    Copulas: Tales and Facts

    Mikosch, Thomas Valentin, 2005, Laboratory of Actuarial Mathematics: H.C.Ø.-Tryk, p. 1-13.

    Research output: Working paper › Research

  91. Published

    Extracting Information from the Data: A European View on Empirical Macro

    Johansen, Søren & Juselius, K., 2005, Department of Applied Mathematics and Statistics, p. 1-26.

    Research output: Working paper › Research

  92. Published

    How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach

    Kraft, H. & Steffensen, Mogens, 2005, Københavns Universitet: H.C.Ø.-Tryk, p. 1-32.

    Research output: Working paper › Research

  93. Published

    Local Alignment of Markov Chains

    Hansen, Niels Richard, 2005, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-35.

    Research output: Working paper › Research

  94. Published

    Local Stacks in a Markov Chain

    Hansen, Niels Richard, 2005, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-12.

    Research output: Working paper › Research

  95. Published

    Modeling Telefraffic Arrivals by a Poisson Cluster Process

    Fäy, G., González-Arávalo, B., Mikosch, Thomas Valentin & Samorodnitsky, G., 2005, Laboratory of Actuarial Mathematics: H.C.Ø.-Tryk, p. 1-27.

    Research output: Working paper › Research

  96. Published

    On the entropy of LEGO

    Durhuus, Bergfinnur & Eilers, Søren, 2005, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Working paper › Research

  97. Published

    Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, p. 1-23.

    Research output: Working paper › Research

  98. Published

    Static Hedging of Barrier Options Under General Asset Dynamics: Unification and Application

    Nalholm, M., 2005, Finance Research Unit / Copenhagen University, p. 1-42.

    Research output: Working paper › Research

  99. Published

    Stock Market Risk-Return Inference. An Unconditional non-Parametric Approach

    Mikosch, Thomas Valentin & Starica, C., 2005, Københavns Universitet: <Forlag uden navn>, p. 1-40.

    Research output: Working paper › Research

  100. Published

    Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk

    Dahl, M. H. & Møller, T., 2005, Københavns Universitet: H.C.Ø.-Tryk, p. 1-30.

    Research output: Working paper › Research

  101. 2004
  102. Published

    A Note on the Free Policy Reserve

    Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-10.

    Research output: Working paper › Research

  103. Published

    A Small Sample Correction of the Dickey-Fuller Test

    Johansen, Søren, 2004, Afdeling for Anvendt Matematek og Statistik / Københavns Universitet, p. 1-18.

    Research output: Working paper › Research

  104. Published

    Activity Rates with Very Heavy Tails

    Mikosch, Thomas Valentin & Resnick, S., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-23.

    Research output: Working paper › Research

  105. Published

    Cointegration; An Overview

    Johansen, Søren, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, p. 1-37.

    Research output: Working paper › Research

  106. Published

    Fair Distribution of Assets in Life Insurance

    Dahl, M. H., 2004, Afdeling for Anvendt Matematik og Statistik / København Universitet: H.C.Ø.-Tryk, p. 1-41.

    Research output: Working paper › Research

  107. Published

    Functional Large Deviations for Multivariate Regularly Varying Random Walks

    Hult, H., Lindskog, F., Mikosch, Thomas Valentin & Samorodnitsky, G., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-25.

    Research output: Working paper › Research

  108. Published

    How to Model Multivariate Extremes if One Must?

    Mikosch, Thomas Valentin, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-18.

    Research output: Working paper › Research

  109. Published

    Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-Tailed Innovations

    Konstantinides, D. G. & Mikosch, Thomas Valentin, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-32.

    Research output: Working paper › Research

  110. Published

    Linear Models Based on Observations with Unknown Scaling

    Jensen, S. T. & Madsen, J., 2004, Afdeling for Anvendt Statistik og Matematik / Københavns Universitet, p. 1-11.

    Research output: Working paper › Research

  111. Published

    Noncommutative waves have infinite propagation speed

    Durhuus, Bergfinnur & Jonsson, T., 2004, IOP Publishing, p. 50-62.

    Research output: Working paper › Research

  112. Published

    On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance

    Schmidli, H., 2004, Afdeling for Anvendt Matematik og Statistik: H.C.Ø.-Tryk, p. 1-10.

    Research output: Working paper › Research

  113. Published

    On Optimal Investment and Subexponential Claims

    Schmidli, H., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-13.

    Research output: Working paper › Research

  114. Published

    Surplus-linked Life Insurance

    Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik: <Forlag uden navn>, p. 1-20.

    Research output: Working paper › Research

  115. Published

    The Distribution of Various Hitting Times for a Shot Noise Process with Two-Sided Jumps

    Jensen, A. T., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, p. 1-10.

    Research output: Working paper › Research

  116. Published

    The Maximum of a Random Walk Reflected at a General Barrier

    Hansen, Niels Richard, 2004, Afdeling for Anvendt Matematik og Statistik, p. 1-14.

    Research output: Working paper › Research

  117. Published

    Utility Maximization and Risk Minimization in Life and pension Insurance

    Nielsen, P. H., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-32.

    Research output: Working paper › Research

  118. 2003
  119. Published

    Asymptotic Normality for Non-Stationary, Explosive GARCH

    Jensen, S. T. & Rahbek, Anders, 2003, Københavns Universitet, p. 1-22.

    Research output: Working paper › Research

  120. Published

    Asymptotics of Ruin Probabilities for Controlled Risk Processes in the Small Claims Case

    Hipp, C. & Schmidli, H., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-15.

    Research output: Working paper › Research

  121. Published

    Improved Convergence Rate for the Simulation of Stochastic Differential Equations Driven by Subordinated Levy Processes

    Rubenthaler, S. & Wiktorsson, M., 2003, Københavns Universitet, p. 1-28.

    Research output: Working paper › Research

  122. Published

    Inference and Ergodicity in the Autoregressive Conditional Root Model

    Rahbek, Anders & Shephard, N., 2003, Københavns Universitet, p. 1-30.

    Research output: Working paper › Research

  123. Published

    Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

    Nielsen, Heino Bohn & Rahbek, Anders, 2003, Københavns Universitet, p. 1-22.

    Research output: Working paper › Research

  124. Published

    Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

    Nielsen, Heino Bohn & Rahbek, Anders, 2003, nr. 11 ed., Københavns Universitet, p. 1-25.

    Research output: Working paper › Research

  125. Published

    Modelling PCS Options via Individual Indices

    Schmidli, H., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-20.

    Research output: Working paper › Research

  126. Published

    More on testing exact rational expectations in vector autoregressive models: Restricted drift term

    Johansen, Søren & Swensen, A. R., 2003, Københavns Universitet, p. 1-11.

    Research output: Working paper › Research

  127. 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 paper › Research

  128. 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 paper › Research

  129. Published

    Quadratic Optimization of Life Insurance Payment Streams

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

    Research output: Working paper › Research

  130. 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 paper › Research

  131. 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 paper › Research

  132. 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 paper › Research

  133. Published

    The History of the Law of Large Numbers and Consistency

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

    Research output: Working paper › Research

  134. Published

    The Time to Ruin for a Class of Markov Additive Risk Processes

    Jacobsen, Martin, 2003, Københavns Universitet, p. 1-41.

    Research output: Working paper › Research

  135. 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 paper › Research

  136. 2002
  137. Published

    A simulation study of some functionals of random walk

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

    Research output: Working paper › Research

  138. 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 paper › Research

  139. 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 paper › Research

  140. Published

    Asymptotics of the QMLE for a class of ARCH(q) models

    Kristensen, D. & Rahbek, Anders, 2002, København, p. 1-30.

    Research output: Working paper › Research

  141. Published

    Autoregressive Conditional Root Model: Inference and Geometric Ergodicity

    Shephard, N. & Rahbek, Anders, 2002, Nuffield College, Oxford University, p. 0.

    Research output: Working paper › Research

  142. Published

    Estimation for dynamical systems with small noise from discrete observations

    Uchida, M., 2002, København, p. 1-26.

    Research output: Working paper › Research

  143. Published

    Local linear estimate equations: Uniform consistency and rate convergence

    Nielsen, S. F., 2002, Københavns Universitet, p. 1-20.

    Research output: Working paper › Research

  144. Published

    Martingales and the Distribution of the Time to Ruin

    Jacobsen, Martin, 2002, København, p. 1-24.

    Research output: Working paper › Research

  145. Published

    Modeling dependence and tails of financial time series

    Mikosch, Thomas Valentin, 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-75.

    Research output: Working paper › Research

  146. Published

    Multi-self-similar Markov processes on Rn+ and their Lamperti representations

    Jacobsen, Martin & Yor, M., 2002, København, p. 1-28.

    Research output: Working paper › Research

  147. Published

    Non-stationary and no moments asymptotics for the ARCH model

    Jensen, S. T. & Rahbek, Anders, 2002, København, p. 1-6.

    Research output: Working paper › Research

  148. Published

    On Merton's problem for life insurers

    Steffensen, Mogens, 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-18.

    Research output: Working paper › Research

  149. Published

    On valuation and risk management at the interface of insurance and finance

    Møller, T., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-31.

    Research output: Working paper › Research

  150. Published

    Stability bounds for ruin probabilities in a Markov modulated risk model with investments

    Rusaityte, D., 2002, Københavns Universitet: <Forlag uden navn>, p. 1-35.

    Research output: Working paper › Research

  151. Published

    Statistical analysis of hypotheses on the cointegrating relations in the I(2) model

    Johansen, Søren, 2002, Københavns Universitet, p. 1-27.

    Research output: Working paper › Research

  152. Published

    Survival analysis with coarsely observed covariates

    Nielsen, S. F., 2002, København, p. 1-29.

    Research output: Working paper › Research

  153. Published

    Testing undeclared central bank intervention in foreign exchange markets

    Cavaliere, G., 2002, København, p. 1-28.

    Research output: Working paper › Research

  154. Published

    The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

    Johansen, Søren, 2002, Københavns Universitet, p. 1-11.

    Research output: Working paper › Research

  155. Published

    Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments

    Bec, F. & Rahbek, Anders, 2002, Københavns Universitet, p. 1-21.

    Research output: Working paper › Research

  156. 2001
  157. Published

    Efficiency Evaluation with Convex Pairs

    Agrell, P. J., Bogetoft, P., Brock, M. & Tind, J., 2001, 23 p.

    Research output: Working paper › Research

  158. 1999
  159. Published

    A markov chain financial market

    Norberg, R., 1999, København: Lab. of Acturarial Math. Univ. of Copenhagen, p. 25.

    Research output: Working paper › Research

  160. Published

    A simple proof of a result of asmussen

    Kalashnikov, V. & Konstantinides, D., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 7.

    Research output: Working paper › Research

  161. Published

    Binomial financial market in context of algebra of stochastic exponents and martingales

    Melnikov, A. V., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 10.

    Research output: Working paper › Research

  162. Published

    Continuity estimates for ruin probabilities

    Farida Enikeeva, Kalashnikov, V. & Rusaityte, D., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 20.

    Research output: Working paper › Research

  163. Published

    On Gram-Charlier approximation in risk theory

    Buchta, C. & Reitzner, M., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 29.

    Research output: Working paper › Research

  164. Published

    On the vandermonde matrix and its role in mathematical finance

    Norberg, R., 1999, København: Lab. of Acturarial Math. Univ. of Copenhagen, p. 8.

    Research output: Working paper › Research

  165. Published

    On transformations of actuarial valuation principles

    Møller, T., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 24.

    Research output: Working paper › Research

  166. Published

    Power tailed ruin probabilities in the presence of small claims and risky investments

    Kalashnikov, V. & Norberg, R., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 16.

    Research output: Working paper › Research

  167. Published

    Risk-minimization for unit-linked insurance contracts in two- and multi-period models

    Møller, T., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 22.

    Research output: Working paper › Research

  168. Published

    Some estimates of geometric sums

    Kalashnikov, V. & Bon, J., 1999, Paris: Université du Paris-Sud, p. 15.

    Research output: Working paper › Research

  169. 1998
  170. Published

    A no arbitrage approach to Thiele's differential equation

    Steffensen, Mogens, 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 20.

    Research output: Working paper › Research

  171. Published

    Asymptotically correct bounds of geometric convolutions with subexponential components

    Kalashnikov, V. & Tsitsiashvili, G., 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 16.

    Research output: Working paper › Research

  172. Published

    Kønsdifferentierede adgangskrav på overgangen til de lange videregående uddannelser. i: Køn i den akademiske organisation. Arbejdspapir nr. 3

    Henningsen, Inge Biehl, 1998, København: KU.

    Research output: Working paper › Research

  173. Published

    Lægevidenskab og køn. i: Køn i den akademiske organisation. Arbejdspapir nr. 2

    Henningsen, Inge Biehl, 1998, København: KU.

    Research output: Working paper › Research

  174. Published

    Probabilities of ruin when the safety loading tends to zero

    Malinovski, V., 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 1-36.

    Research output: Working paper › Research

  175. Published

    Risk-minimizing hedging strategies for insurance payment processes

    Møller, T., 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 22.

    Research output: Working paper › Research

  176. Published

    Vasicek beyond the normal

    Norberg, R., 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 21.

    Research output: Working paper › Research

  177. 1997
  178. Published

    A simple proof of the Cramér formula

    Kalashnikov, V., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 10.

    Research output: Working paper › Research

  179. Published

    Closure properties of some partial orderings under mixing (Research Report)

    Hesselager, O., 1997, Ontario: Institute of Insurance and Pension Research, Univ. of Waterloo, p. 11.

    Research output: Working paper › Research

  180. Published

    Comparison of some Bayesian analyses of heterogeneity in group life insurance

    Haastrup, S., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 10.

    Research output: Working paper › Research

  181. Published

    Minimum norm estimation under parameter constraints with an application to insurance (Working Paper)

    Kleffe, J. & Norberg, R., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 19.

    Research output: Working paper › Research

  182. Published

    On a class of renewal risk processes

    Dickson, D., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 12.

    Research output: Working paper › Research

  183. Published

    Prediction of outstanding liabilities: II Model variations and extensions

    Norberg, R., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 22.

    Research output: Working paper › Research

  184. Published

    Present value distributions with applications to ruin theory and stochastic equations

    Gjessing, H. K. & Paulsen, J., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 22.

    Research output: Working paper › Research

  185. Published

    Risk-minimizing hedging strategies for unit-linked life insurance contracts

    Møller, T., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 26.

    Research output: Working paper › Research

  186. Published

    Ruin probabilities for Erlang(2) risk processes.

    Dickson, D. & Hipp, C., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 12.

    Research output: Working paper › Research

  187. 1996
  188. Published

    Trend-Stationarity in the I(2) Cointegration Model

    Jørgensen, C., Kongsted, H. C. & Rahbek, Anders, 1996, Department of Economics, University of Copenhagen, 35 p.

    Research output: Working paper › Research

  189. 1995
  190. Published

    A time-continuous Markov chain interest model with applications to insurance

    Norberg, R., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 18 p.

    Research output: Working paper › Research

  191. Published

    Balanced credibility estimation

    Neuhaus, W., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 21 p.

    Research output: Working paper › Research

  192. Published

    Bartlett correction of the unit root test in autoregressive models

    Nielsen, B., 1995, København, p. 12.

    Research output: Working paper › Research

  193. Published

    Bayes prediction based on point processes and martingales

    Møller, C. M., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 17 p.

    Research output: Working paper › Research

  194. Published

    Block symmetry in discrete memoryless channels

    Pedersen, J. B. & Topsøe, Flemming, 1995, København, p. 16.

    Research output: Working paper › Research

  195. Published

    Claims reserving in continuous time; a nonparametric Bayesian approach

    Haastrup, S. & Arjas, E., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 24 p.

    Research output: Working paper › Research

  196. Published

    Community rating and equalisation

    Neuhaus, W., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 36 p.

    Research output: Working paper › Research

  197. Published

    Convexity of the set of convergence points for a sequence of Laplace transforms

    Jensen, S. T. & Nielsen, B., 1995, København, p. 4.

    Research output: Working paper › Research

  198. Published

    Incomplete Observations and Coarsening at Random

    Nielsen, S. F., 1995, København: Museum Tusculanum, p. 19.

    Research output: Working paper › Research

  199. Published

    Inference and Missing at Random: Asymptotic Results

    Nielsen, S. F., 1995, København, p. 20.

    Research output: Working paper › Research

  200. Published

    Maximum likelihood estimation in a marked point process with applications to non-life insurance.

    Haastrup, S., 1995, Lab. of Actuarial Math., Kbh. Univ., 29 p.

    Research output: Working paper › Research

  201. Published

    Modelling of discretized loss reserving data (Working Paper)

    Hesselager, O., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 19 p.

    Research output: Working paper › Research

  202. Published

    Models Combining Group Symmetry and Conditional Independence in a Multivariate Normal Distribution

    Madsen, J. & Andersson, S. A., 1995, København, p. 56.

    Research output: Working paper › Research

  203. Published

    Nonlinear Regression. Quasi Likelihood, and Over-Dispersion in Generalized Linear Models

    Tjur, T., 1995, København, p. 13.

    Research output: Working paper › Research

  204. Published

    On Jump-diffusion Option Pricing from the Viewpoint of Semimartingale Characteristics

    Lando, D., 1995, København, p. 25.

    Research output: Working paper › Research

  205. Published

    On probability distributions of present values in life insurance

    Hesselager, O. & Norberg, R., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 14 p.

    Research output: Working paper › Research

  206. Published

    Optimal estimation under linear constraints

    Neuhaus, W., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 17 p.

    Research output: Working paper › Research

  207. Published

    Ordering claim size distributions and mixed Poisson probabilities

    Kaas, R. & Hesselager, O., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 12 p.

    Research output: Working paper › Research

  208. Published

    Stochastic calculus in actuarial science

    Norberg, R., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 23 p.

    Research output: Working paper › Research

  209. Published

    Test for cointegration rank in partial systems

    Johansen, Søren, Harboe, I., Nielsen, B. & Rahbek, Anders, 1995, København, p. 32.

    Research output: Working paper › Research

  210. Published

    The joint Laplace transform of a quadratic function and a non-symmetric function of Brownian motion

    Jensen, S. T. & Nielsen, B., 1995, København, p. 33.

    Research output: Working paper › Research

  211. 1994
  212. Published

    A Likelihood Analysis of The I(2) Model

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

    Research output: Working paper › Research

  213. Published

    A counting process approach to stochastic interest

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

    Research output: Working paper › Research

  214. 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 paper › Research

  215. 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 paper › Research

  216. 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 paper › Research

  217. Published

    On Cox Processes and Credit Risky Bonds

    Lando, D., 1994, København: Museum Tusculanum, p. 31.

    Research output: Working paper › Research

  218. Published

    Order relations for some distributions

    Hesselager, O., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 11 p.

    Research output: Working paper › Research

  219. Published

    Recursions for certain bivariate counting distributions and their compound distributions

    Hesselager, O., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 22 p.

    Research output: Working paper › Research

  220. Published

    Some Paradoxes Related to Sequential Situations

    Tjur, T., 1994, København: Museum Tusculanum, p. 8.

    Research output: Working paper › Research

  221. Published

    Testing Rational Expectations in Vector Autoregressive Models

    Johansen, Søren & Swensen, A. R., 1994, Copenhagen, p. 12.

    Research output: Working paper › Research

  222. Published

    The Power of Some Multivariate Cointegrations Tests

    Rahbek, Anders, 1994, H.C.Ø.-Tryk, p. 37.

    Research output: Working paper › Research

  223. Published

    The Role of Ancillarity in Inference for Non-Stationary Variables

    Johansen, Søren, 1994, København, p. 21.

    Research output: Working paper › Research

  224. Published

    The distribution of first entry time with applications to ruin probabilities

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

    Research output: Working paper › Research

  225. Published

    The probability of ruin in view of the Doléans equation

    Møller, C. M., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 8 p.

    Research output: Working paper › Research

  226. Published

    Three Contributions to the History of Statistics

    Hald, A., Edwards, A. W. F. & Barnard, G. A., 1994, København: Museum Tusculanum, p. 48.

    Research output: Working paper › Research

  227. Published

    Weak Convergence of Autoregressive Processes

    Jacobsen, Martin, 1994, København: H.C.Ø.-Tryk, p. 32.

    Research output: Working paper › Research

  228. 1993
  229. Published

    A Markov model for loss reserving

    Hesselager, O., 1993, 14 p.

    Research output: Working paper › Research

  230. Published

    A recursive procedure for calculation of some mixed compound Poisson distributions

    Hesselager, O., 1993, 15 p.

    Research output: Working paper › Research

  231. Published

    A stochastic version of Thiele's differential equation

    Møller, C. M., 1993, 16 p.

    Research output: Working paper › Research

  232. Published

    Gaussian Diffusions and Autoregressive Processes: Weak Convergence and Statistical Inference

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

    Research output: Working paper › Research

  233. Published

    Identities for present values of life insurance benefits

    Norberg, R., 1993, 9 p.

    Research output: Working paper › Research

  234. Published

    Likelihood based inference for cointegration of non stationary time series

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

    Research output: Working paper › Research

  235. Published

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

    Møller, C. M., 1993, 16 p.

    Research output: Working paper › Research

  236. Published

    Recursive Estimation in Cointegrated VAR-Models

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

    Research output: Working paper › Research

  237. Published

    StatUnit - an alternative to statistical packages?

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

    Research output: Working paper › Research

  238. Published

    Stochastic differential equations for ruin probabilities

    Møller, C. M., 1993, 17 p.

    Research output: Working paper › Research

  239. Published

    Testing for a Unit Root against Local Alternatives

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

    Research output: Working paper › Research

  240. Published

    Thiele's differential equation by stochastic interest of diffusion type

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

    Research output: Working paper › Research

  241. 1992
  242. Published

    A framework for consistent prediction rules based on markers

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

    Research output: Working paper › Research

  243. 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 paper › Research

  244. 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 paper › Research

  245. Published

    A transformation approach to bias correction in kernel hazard estimation

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

    Research output: Working paper › Research

  246. 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 paper › Research

  247. 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 paper › Research

  248. Published

    Double integrals with respect to counting process martingales and the predictability issue in survival analysis

    Nielsen, J. P., 1992, København, 17 p.

    Research output: Working paper › Research

  249. Published

    Extensions of Ohlin's lemma with applications to optimal reinsurance structures

    Hesselager, O., 1992, University of Copenhagen: Lab. of Actuarial Mathametics, 26 p.

    Research output: Working paper › Research

  250. Published

    Identification of the Long-Run and the Short-Run Structure. An Application to the ISLM Model

    Johansen, Søren & Juselius, Katarina, 1992, Københavns Universitet, p. 35.

    Research output: Working paper › Research

  251. Published

    Identifying Restrictions of Linear Equations

    Johansen, Søren, 1992, København, p. 18.

    Research output: Working paper › Research

  252. Published

    Marker dependent hazard estimation

    Nielsen, J. P., 1992, København, 21 p.

    Research output: Working paper › Research

  253. Published

    Rates of risk convergence of empirical linear Bayes estimators

    Hesselager, O., 1992, København, 11 p.

    Research output: Working paper › Research

  254. Published

    Statistical analysis of missing data with the help of generalized replicated models

    Kleffe, J., 1992, København, 13 p.

    Research output: Working paper › Research

  255. Published

    The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables

    Johansen, Søren, 1992, Københavns Universitet, p. 26.

    Research output: Working paper › Research

  256. 1991
  257. Published

    A Statistical Analysis of Cointegration for I(2) Variables

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

    Research output: Working paper › Research

  258. 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 paper › Research

  259. Published

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

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

    Research output: Working paper › Research

  260. Published

    Determination of Cointegration Rank in the Presence of Linear Trend

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

    Research output: Working paper › Research

  261. Published

    Estimating Systems of Trending Variables

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

    Research output: Working paper › Research

  262. Published

    Hattendorff's theorem generally stated.

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

    Research output: Working paper › Research

  263. Published

    Homogeneous Gaussian Diffusions in Finite Dimensions

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

    Research output: Working paper › Research

  264. 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 paper › Research

  265. Published

    Prediction of outstanding liabilities in non-life insurance.

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

    Research output: Working paper › Research

  266. Published

    Random Censoring and Coarsening at Random

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

    Research output: Working paper › Research

  267. Published

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

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

    Research output: Working paper › Research

  268. 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 paper › Research

  269. 1990
  270. Published

    Empirical Bayes estimation of the binomial parameter.

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

    Research output: Working paper › Research

  271. Published

    Linear prediction and credibility in continuous time.

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

    Research output: Working paper › Research

  272. 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 paper › Research

  273. Published

    Optimal reinsurance structures.

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

    Research output: Working paper › Research

  274. Published

    Reserves in life and pension insurance.

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

    Research output: Working paper › Research

  275. 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 paper › Research

  276. 1973
  277. Published

    On intersecting geodesics: (Preprint Series, 1972/1973, no. 27, Aarhus Universiet)

    Jakobsen, Hans Plesner & Goto, M., 1973.

    Research output: Working paper › Research