- Udgivet
A Continuous-Time Model for Reinvestment Risk in Bond Markets
Dahl, M. H., 2005, Københavns Universitet: H.C.Ø.-Tryk, s. 1-24.Publikation: Working paper › Forskning
- Udgivet
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, s. 1-25.Publikation: Working paper › Forskning
- Udgivet
A Likelihood Analysis of The I(2) Model
Johansen, Søren, 1994, København, s. 26.Publikation: Working paper › Forskning
- Udgivet
- Udgivet
A Mixing Severity Model Incorporating Three Sources of Data for Operational Risk Quantification
Gustafsson, J. K. A., 2008, 22 s.Publikation: Working paper › Forskning
- Udgivet
A Note on the Free Policy Reserve
Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, s. 1-10.Publikation: Working paper › Forskning
- Udgivet
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, s. 1-7.Publikation: Working paper › Forskning
- Udgivet
A Representation Theory for a Class of Vector Autoregressive Models for Fractional Processes
Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, s. 1-22.Publikation: Working paper › Forskning
- Udgivet
A Small Sample Correction of the Dickey-Fuller Test
Johansen, Søren, 2004, Afdeling for Anvendt Matematek og Statistik / Københavns Universitet, s. 1-18.Publikation: Working paper › Forskning
- Udgivet
A Statistical Analysis of Cointegration for I(2) Variables
Johansen, Søren, 1991, Københavns Universitet, s. 26.Publikation: Working paper › Forskning
- Udgivet
A Two-Account Model of Pension Saving Contracts.
Steffensen, Mogens & Waldstrøm, S., 2006, Laboratory of Actuarial Mathematics / Copenhagen University, s. 1-16.Publikation: Working paper › Forskning
- Udgivet
A counting process approach to stochastic interest
Møller, C. M., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 12 s.Publikation: Working paper › Forskning
- Udgivet
A framework for consistent prediction rules based on markers
Nielsen, J. P. & Jewell, N. P., 1992, København, 18 s.Publikation: Working paper › Forskning
- Udgivet
A markov chain financial market
Norberg, R., 1999, København: Lab. of Acturarial Math. Univ. of Copenhagen, s. 25.Publikation: Working paper › Forskning
- Udgivet
A multiplicative bias reduction method for nonparametric regression
Nielsen, J. P. & Linton, O., 1992, University of Copenhagen: Lab. of Actuarial Mathematics, 10 s.Publikation: Working paper › Forskning
- Udgivet
A no arbitrage approach to Thiele's differential equation
Steffensen, Mogens, 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 20.Publikation: Working paper › Forskning
- Udgivet
A note on Stochastic Context-Free Grammars, Termination and the EM-Algorithm
Hansen, Niels Richard, 2005, Department of Mathematical Sciences / University of Copenhagen, s. 1-11.Publikation: Working paper › Forskning
- Udgivet
A portfolio of endowment policies and its limiting distribution
Parker, G., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 22 s.Publikation: Working paper › Forskning
- Udgivet
A recursive procedure for calculation of some compound distributions
Hesselager, O., 1992, University of Copenhagen: Lab. of Actuarial Mathematics, 14 s.Publikation: Working paper › Forskning
- Udgivet
A recursive procedure for calculation of some mixed compound Poisson distributions
Hesselager, O., 1993, 15 s.Publikation: Working paper › Forskning
- Udgivet
A simple proof of a result of asmussen
Kalashnikov, V. & Konstantinides, D., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 7.Publikation: Working paper › Forskning
- Udgivet
A simple proof of the Cramér formula
Kalashnikov, V., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 10.Publikation: Working paper › Forskning
- Udgivet
A simulation study of some functionals of random walk
Johansen, Søren, Hansen, Henrik & Fachin, S., 2002, Københavns Universitet.Publikation: Working paper › Forskning
- Udgivet
A stochastic version of Thiele's differential equation
Møller, C. M., 1993, 16 s.Publikation: Working paper › Forskning
- Udgivet
A time-continuous Markov chain interest model with applications to insurance
Norberg, R., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 18 s.Publikation: Working paper › Forskning
- Udgivet
A transformation approach to bias correction in kernel hazard estimation
Nielsen, J. P., 1992, København, 18 s.Publikation: Working paper › Forskning
- Udgivet
Abramson's square root law formulated for kernel hazard estimation
Nielsen, J. P., 1992, University of Copenhagen: Lab. of Actuarial Mathematics, 11 s.Publikation: Working paper › Forskning
- Udgivet
Activity Rates with Very Heavy Tails
Mikosch, Thomas Valentin & Resnick, S., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, s. 1-23.Publikation: Working paper › Forskning
- Udgivet
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 s.Publikation: Working paper › Preprint › Forskning
- Udgivet
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 okt. 2021, bioRxiv, s. 1-56.Publikation: Working paper › Preprint › Forskning
- Udgivet
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 s.Publikation: Working paper › Forskning
- Udgivet
An ABC of Portfolio Choice: Asset Allocation with Bankruptcy and Contagion
Steffensen, Mogens & Kraft, H., 2006.Publikation: Working paper › Forskning
- Udgivet
An Analysis of the Indicator Saturation Estimator as a Robust Regression Estimator
Johansen, Søren & Nielsen, B., 2008, Department of Economics, University of Copenhagen, 35 s.Publikation: Working paper › Forskning
- Udgivet
An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and USA
Johansen, Søren, 1991, København, Kbh.Univ., s. 25.Publikation: Working paper › Forskning
- Udgivet
An Introduction to Regime Switching Time Series Models
Lange, Theis & Rahbek, Anders, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-16.Publikation: Working paper › Forskning
- Udgivet
Ancient Mean Curvature Flows and their Spacetime Tracks
Chini, F. & Møller, Niels Martin, 2019, s. 1-14, (arXiv.org).Publikation: Working paper › Preprint › Forskning
- Udgivet
Asymptotic Interence on the Moving Average Impact Matrix in Cointegrated I(1) VAR Systems
Paruolo, P., 1992, Københavns Universitet, s. 27.Publikation: Working paper › Forskning
- Udgivet
Asymptotic Normality for Non-Stationary, Explosive GARCH
Jensen, S. T. & Rahbek, Anders, 2003, Københavns Universitet, s. 1-22.Publikation: Working paper › Forskning
- Udgivet
Asymptotic analysis of the Forward Search
Johansen, Søren & Nielsen, B., 2013, Kbh.: Økonomisk institut, Københavns Universitet, 39 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 1, Bind 13).Publikation: Working paper › Forskning
- Udgivet
Asymptotic results for the risk process based on marked point processes.
Møller, C. M., 1991, København: Museum Tusculanum, 22 s.Publikation: Working paper › Forskning
- Udgivet
Asymptotically correct bounds of geometric convolutions with subexponential components
Kalashnikov, V. & Tsitsiashvili, G., 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 16.Publikation: Working paper › Forskning
- Udgivet
Asymptotics for Local Maximal Stack Scores with General Loop Penelty Function
Hansen, Niels Richard, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-22.Publikation: Working paper › Forskning
- Udgivet
Asymptotics of Ruin Probabilities for Controlled Risk Processes in the Small Claims Case
Hipp, C. & Schmidli, H., 2003, Københavns Universitet: H.C.Ø.-Tryk, s. 1-15.Publikation: Working paper › Forskning
- Udgivet
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the large claim case
Schmidli, H., 2002, Københavns Universitet: H.C.Ø.-Tryk, s. 1-10.Publikation: Working paper › Forskning
- Udgivet
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the small claim case
Schmidli, H., 2002, Københavns Universitet: H.C.Ø.-Tryk, s. 1-12.Publikation: Working paper › Forskning
- Udgivet
Asymptotics of the QMLE for General ARCH(q) Models
Kristensen, D. & Rahbek, Anders, 2005, Department of Applied Mathematics and Statistics, s. 1-37.Publikation: Working paper › Forskning
- Udgivet
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, D. & Rahbek, Anders, 2002, København, s. 1-30.Publikation: Working paper › Forskning
- Udgivet
Autoregressive Conditional Root Model: Inference and Geometric Ergodicity
Shephard, N. & Rahbek, Anders, 2002, Nuffield College, Oxford University, s. 0.Publikation: Working paper › Forskning
- Udgivet
Balanced credibility estimation
Neuhaus, W., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 21 s.Publikation: Working paper › Forskning
- Udgivet
Bankruptcy, Counterparty Risk, and Contagion
Steffensen, Mogens & Kraft, H., 2006.Publikation: Working paper › Forskning
- Udgivet
Bartlett correction of the unit root test in autoregressive models
Nielsen, B., 1995, København, s. 12.Publikation: Working paper › Forskning
- Udgivet
Bayes prediction based on point processes and martingales
Møller, C. M., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 17 s.Publikation: Working paper › Forskning
- Udgivet
Binomial financial market in context of algebra of stochastic exponents and martingales
Melnikov, A. V., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 10.Publikation: Working paper › Forskning
- Udgivet
Block symmetry in discrete memoryless channels
Pedersen, J. B. & Topsøe, Flemming, 1995, København, s. 16.Publikation: Working paper › Forskning
- Udgivet
Claims reserving in continuous time; a nonparametric Bayesian approach
Haastrup, S. & Arjas, E., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 24 s.Publikation: Working paper › Forskning
- Udgivet
Closure properties of some partial orderings under mixing (Research Report)
Hesselager, O., 1997, Ontario: Institute of Insurance and Pension Research, Univ. of Waterloo, s. 11.Publikation: Working paper › Forskning
- Udgivet
Cointegration. Overview and Development
Johansen, Søren, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-22.Publikation: Working paper › Forskning
- Udgivet
Cointegration; An Overview
Johansen, Søren, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, s. 1-37.Publikation: Working paper › Forskning
- Udgivet
Community rating and equalisation
Neuhaus, W., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 36 s.Publikation: Working paper › Forskning
- Udgivet
Comparison of some Bayesian analyses of heterogeneity in group life insurance
Haastrup, S., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 10.Publikation: Working paper › Forskning
- Udgivet
Confronting the Economic Model with the Data
Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, s. 1-13.Publikation: Working paper › Forskning
- Udgivet
Continuity estimates for ruin probabilities
Farida Enikeeva, Kalashnikov, V. & Rusaityte, D., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 20.Publikation: Working paper › Forskning
- Udgivet
Continuity of quantum entropic quantities via almost convexity
Bluhm, Andreas, Capel, Á., Gondolf, P. & Pérez-Hernández, A., 2022, 69 s.Publikation: Working paper › Preprint › Forskning
- Udgivet
Convexity of the set of convergence points for a sequence of Laplace transforms
Jensen, S. T. & Nielsen, B., 1995, København, s. 4.Publikation: Working paper › Forskning
- Udgivet
Copulas: Tales and Facts
Mikosch, Thomas Valentin, 2005, Laboratory of Actuarial Mathematics: H.C.Ø.-Tryk, s. 1-13.Publikation: Working paper › Forskning
- Udgivet
Cost Allocation and Convex Data Envelopment
Hougaard, Jens Leth & Tind, J., 2008, Department of Economics, University of Copenhagen, 17 s.Publikation: Working paper › Forskning
- Udgivet
Cost allocation with limited information
Hougaard, Jens Leth & Tind, J., 2013, Department of Food and Resource Economics, University of Copenhagen, 13 s. (MSAP Working Paper Series; Nr. 01/2013).Publikation: Working paper › Forskning
- Udgivet
Counterexamples in self-testing
Mancinska, Laura & Schmidt, Simon, 2023, arxiv.org, 20 s.Publikation: Working paper › Preprint › Forskning
- Udgivet
Cyclic reduction of Elliptic Curves
Campagna, F. & Stevenhagen, P., 2019, arXiv preprint.Publikation: Working paper › Forskning
- Udgivet
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 s.Publikation: Working paper › Preprint › Forskning
- Udgivet
Determination of Cointegration Rank in the Presence of Linear Trend
Johansen, Søren, 1991, Københavns Universitet, s. 15.Publikation: Working paper › Forskning
- Udgivet
Differential equations for moments of present values in life insurance
Norberg, R., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 19 s.Publikation: Working paper › Forskning
- Udgivet
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 s.Publikation: Working paper › Preprint › Forskning
- Udgivet
Double integrals with respect to counting process martingales and the predictability issue in survival analysis
Nielsen, J. P., 1992, København, 17 s.Publikation: Working paper › Forskning
- Udgivet
Efficiency Evaluation with Convex Pairs
Agrell, P. J., Bogetoft, P., Brock, M. & Tind, J., 2001, 23 s.Publikation: Working paper › Forskning
- Udgivet
Empirical Bayes estimation of the binomial parameter.
Hesselager, O., 1990, København: Kbh.Univ., 16 s.Publikation: Working paper › Forskning
- Udgivet
- Udgivet
Estimating Systems of Trending Variables
Johansen, Søren, 1991, Københavns Univiversitet, s. 35.Publikation: Working paper › Forskning
- Udgivet
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, s. 1-23.Publikation: Working paper › Forskning
- Udgivet
Estimation for dynamical systems with small noise from discrete observations
Uchida, M., 2002, København, s. 1-26.Publikation: Working paper › Forskning
- Udgivet
Excursion sets of infinitely divisible random fields with convolution equivalent Lévy measure
Rønn-Nielsen, A. & Jensen, E. B. V., aug. 2016, Aarhus University, 21 s. (CSGB Research Reports; Nr. 11, Bind 2016).Publikation: Working paper › Forskning
- Udgivet
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, s. 1-35.Publikation: Working paper › Forskning
- Udgivet
Expert Kaplan--Meier estimation
Bladt, M. & Furrer, Christian, 2023, arXiv.org, 29 s.Publikation: Working paper › Preprint › Forskning
- Udgivet
Extensions of Ohlin's lemma with applications to optimal reinsurance structures
Hesselager, O., 1992, University of Copenhagen: Lab. of Actuarial Mathametics, 26 s.Publikation: Working paper › Forskning
- Udgivet
Extracting Information from the Data: A European View on Empirical Macro
Johansen, Søren & Juselius, K., 2005, Department of Applied Mathematics and Statistics, s. 1-26.Publikation: Working paper › Forskning
- Udgivet
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>, s. 1-22.Publikation: Working paper › Forskning
- Udgivet
Fair Distribution of Assets in Life Insurance
Dahl, M. H., 2004, Afdeling for Anvendt Matematik og Statistik / København Universitet: H.C.Ø.-Tryk, s. 1-41.Publikation: Working paper › Forskning
- Udgivet
Finite entropy translating solitons in slabs
Souza Gama, E., Martín, F. & Møller, Niels Martin, 2022, arXiv preprint, 42 s.Publikation: Working paper › Preprint › Forskning
- Udgivet
From Model to Market Risks: The Implicit Function Theorem (IFT) Demystified
Savine, A., 31 okt. 2018, SSRN: Social Science Research Network, 6 s.Publikation: Working paper › Forskning
- Udgivet
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, s. 1-25.Publikation: Working paper › Forskning
- Udgivet
Gaussian Diffusions and Autoregressive Processes: Weak Convergence and Statistical Inference
Jacobsen, Martin & Stockmarr, A., 1993, København, s. 23.Publikation: Working paper › Forskning
- Udgivet
Generalized Partial Benders Decomposition of Two Stage Stochastic Programs
Pantuso, Giovanni, 2019, 28 s.Publikation: Working paper › Preprint › Forskning
- Udgivet
Generalized integrals of Macdonald and Gegenbauer functions
Dereziński, J., Gaß, C. & Ruba, Blazej Teofil, 12 apr. 2023, arXiv.org, 40 s.Publikation: Working paper › Preprint › Forskning
- Udgivet
- Udgivet
Ground state energy of dilute Bose gases in 1D
Agerskov, Johannes, Reuvers, R. & Solovej, Jan Philip, 2022, arXiv:2203.17183 udg., arxiv.org, 36 s. (arXiv).Publikation: Working paper › Preprint › Forskning
- Udgivet
Hattendorff's theorem generally stated.
Norberg, R., 1991, København: Museum Tusculanum, 12 s.Publikation: Working paper › Forskning
- Udgivet
Homogeneous Gaussian Diffusions in Finite Dimensions
Jacobsen, Martin, 1991, Københavns Universitet, s. 70.Publikation: Working paper › Forskning
- Udgivet
How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach
Kraft, H. & Steffensen, Mogens, 2005, Københavns Universitet: H.C.Ø.-Tryk, s. 1-32.Publikation: Working paper › Forskning
- Udgivet
How to Model Multivariate Extremes if One Must?
Mikosch, Thomas Valentin, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, s. 1-18.Publikation: Working paper › Forskning
- Udgivet
Identification of the Long-Run and the Short-Run Structure. An Application to the ISLM Model
Johansen, Søren & Juselius, Katarina, 1992, Københavns Universitet, s. 35.Publikation: Working paper › Forskning
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