Department of Mathematical Sciences

 

 
  1. 1998
  2. Published

    Minimum norm estimation under parameter constraints with an application to insurance

    Kleffe, J. & Norberg, R., 1998, In: Statistika. 31, p. 215-234

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Morita equivalence for generalized crossed products

    Eilers, Søren, Exel, R. & Abadie, B., 1998, In: Transactions of the American Mathematical Society. 350, p. 12

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Non-Poissonian claims' arrivals and calculation of the probability of ruin

    Malinovski, V., 1998, In: Insurance: Mathematics and Economics. 22, p. 123-138

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Nonhomogeneous Navier-Stokes problems in Lp Sobolev spaces over exterior and interior domains

    Grubb, Gerd, 1998, Theory of the Navier-Stokes equations. Singapore: World Scientific, p. 46-63

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  6. Published

    On Asymptotically Optimal Methods of Prediction and Adaptive Coding

    Ryabko, B. & Topsøe, Flemming, 1998, Proceedings of the 1998 IEEE International Symposium on Information Theory, MIT, August 1998. Piscataway, NJ, USA: IEEE Signal Processing Society, p. 316

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  7. Published

    On Cox processes and credit risky securities

    Lando, D., 1998, In: Review of Derivatives Research. 2, 2/3, p. 99-120

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    On Krein's theorem for indeterminacy of the classical moment problem

    Pedersen, H. L., 1998, In: Journal of Approximation Theory. 95, p. 90-100

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    On Rating Transition Analysis and Correlation

    Lando, D., 1998, Credit Derivatives. Applications for Risk Management, Investment and Portfolio Optimisation. London: Risk Books, Risk Publications, p. 147-155

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  10. Published

    On a class of renewal risk processes

    Dickson, D., 1998, In: North American Actuarial Journal. 2, 3, p. 60-73

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    On comparison of stopping times in sequential procedures for exponential families of stochastic processes.

    Sørensen, Michael, 1998, In: Scandinavian Journal of Statistics. 25, 2, p. 331-343

    Research output: Contribution to journalJournal articleResearchpeer-review