Institut for Matematiske Fag

 

 
Læs mere
176 - 200 ud af 245Pr. side: 25
Sortering: Udgivelsesdato
  1. 2005
  2. Udgivet

    On the entropy of LEGO

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

    Publikation: Working paper › Forskning

  3. Udgivet

    Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes

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

    Publikation: Working paper › Forskning

  4. Udgivet

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

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

    Publikation: Working paper › Forskning

  5. Udgivet

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

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

    Publikation: Working paper › Forskning

  6. 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 paper › Forskning

  7. 2006
  8. 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

  9. Udgivet

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

    Steffensen, Mogens & Kraft, H., 2006.

    Publikation: Working paper › Forskning

  10. 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

  11. 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

  12. Udgivet

    Bankruptcy, Counterparty Risk, and Contagion

    Steffensen, Mogens & Kraft, H., 2006.

    Publikation: Working paper › Forskning

  13. Udgivet

    Cointegration. Overview and Development

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

    Publikation: Working paper › Forskning

  14. 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

  15. 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

  16. 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

  17. Udgivet

    On the Size Distribution of Sand

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

    Publikation: Working paper › Forskning

  18. 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

  19. Udgivet

    Regularly varying functions

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

    Publikation: Working paper › Forskning

  20. 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

  21. Udgivet

    Tail Probabilities for Regression Estimators

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

    Publikation: Working paper › Forskning

  22. 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

  23. 2007
  24. 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

  25. Udgivet

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

    Gaarde, A., 2007.

    Publikation: Working paper › Forskning

  26. Udgivet

    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 s.

    Publikation: Working paper › Forskning

  27. 2008
  28. 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

  29. 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

Forrige 1...4 5 6 7 8 9 10 Næste