Institut for Matematiske Fag

 

 
  1. Udgivet

    The probability of ruin in view of the Doléans equation

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

    Publikation: Working paperForskning

  2. Udgivet

    The regulator dominates the rank

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

    Publikation: Working paperPreprintForskning

  3. Udgivet

    Thiele's differential equation by stochastic interest of diffusion type

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

    Publikation: Working paperForskning

  4. Udgivet

    Three Contributions to the History of Statistics

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

    Publikation: Working paperForskning

  5. Udgivet

    Time inhomogeneity in longest gap and longest run problems

    Asmussen, S., Ivanovs, J. & Rønn-Nielsen, A., okt. 2015, Thiele Research report, No 7, 2015 udg., Aarhus University, 17 s. (Thiele Research Report, Bind 7).

    Publikation: Working paperForskning

  6. Udgivet

    Trend-Stationarity in the I(2) Cointegration Model

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

    Publikation: Working paperForskning

  7. Udgivet

    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 s.

    Publikation: Working paperPreprintForskning

  8. Udgivet

    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 s.

    Publikation: Working paperForskning

  9. Udgivet

    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, s. 1-32.

    Publikation: Working paperForskning

  10. Udgivet

    Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk

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

    Publikation: Working paperForskning