Institut for Matematiske Fag

 

 
Læs mere
126 - 150 ud af 245Pr. side: 25
Sortering: 1. forfatter
  1. Udgivet

    Some estimates of geometric sums

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

    Publikation: Working paper › Forskning

  2. Udgivet

    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, s. 19.

    Publikation: Working paper › Forskning

  3. Udgivet

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

    Kleffe, J., 1992, København, 13 s.

    Publikation: Working paper › Forskning

  4. 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

  5. Udgivet

    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, s. 1-32.

    Publikation: Working paper › Forskning

  6. Udgivet

    Worst Case Portfolio Optimization and HJB-Systems.

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

    Publikation: Working paper › Forskning

  7. 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

  8. Udgivet

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

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

    Publikation: Working paper › Forskning

  9. 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

  10. 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

  11. Udgivet

    Purity in chromatically localized algebraic K-theory

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

    Publikation: Working paper › Preprint › Forskning

  12. Udgivet

    On Cox Processes and Credit Risky Bonds

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

    Publikation: Working paper › Forskning

  13. Udgivet

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

    Lando, D., 1995, København, s. 25.

    Publikation: Working paper › Forskning

  14. 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

  15. 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

  16. Udgivet

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

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

    Publikation: Working paper › Forskning

  17. 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 paper › Forskning

  18. Udgivet

    Probabilities of ruin when the safety loading tends to zero

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

    Publikation: Working paper › Forskning

  19. Udgivet

    Counterexamples in self-testing

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

    Publikation: Working paper › Preprint › Forskning

  20. Udgivet

    On the torsion-freeness property for divisible discrete quantum subgroups

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

    Publikation: Working paper › Preprint › Forskning

  21. 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

  22. Udgivet

    Scaling Limits for Workload Process

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

    Publikation: Working paper › Forskning

  23. 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

  24. Udgivet

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

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

    Publikation: Working paper › Forskning

  25. Udgivet

    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 s.

    Publikation: Working paper › Forskning

Forrige 12 3 4 5 6 7 8 9 10 Næste