Institut for Matematiske Fag

 

 
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  1. 1973
  2. Udgivet

    On intersecting geodesics: (Preprint Series, 1972/1973, no. 27, Aarhus Universiet)

    Jakobsen, Hans Plesner & Goto, M., 1973.

    Publikation: Working paper › Forskning

  3. 1990
  4. Udgivet

    Empirical Bayes estimation of the binomial parameter.

    Hesselager, O., 1990, København: Kbh.Univ., 16 s.

    Publikation: Working paper › Forskning

  5. Udgivet

    Linear prediction and credibility in continuous time.

    Norberg, R., 1990, København: Museum Tusculanum, 16 s.

    Publikation: Working paper › Forskning

  6. Udgivet

    Numerical evaluation of Markov transition probabilities based on the discretized product integral.

    Møller, C. M., 1990, København: Museum Tusculanum, 20 s.

    Publikation: Working paper › Forskning

  7. Udgivet

    Optimal reinsurance structures.

    Hesselager, O., 1990, København: Kbh.Univ., 20 s.

    Publikation: Working paper › Forskning

  8. Udgivet

    Reserves in life and pension insurance.

    Norberg, R., 1990, København: Kbh.Universitet, 16 s.

    Publikation: Working paper › Forskning

  9. Udgivet

    Select mortality and other durational effects modelled by partially observed Markov chains.

    Møller, C. M., 1990, København: Museum Tusculanum, 29 s.

    Publikation: Working paper › Forskning

  10. 1991
  11. Udgivet

    A Statistical Analysis of Cointegration for I(2) Variables

    Johansen, Søren, 1991, Københavns Universitet, s. 26.

    Publikation: Working paper › Forskning

  12. 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

  13. 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

  14. Udgivet

    Determination of Cointegration Rank in the Presence of Linear Trend

    Johansen, Søren, 1991, Københavns Universitet, s. 15.

    Publikation: Working paper › Forskning

  15. Udgivet

    Estimating Systems of Trending Variables

    Johansen, Søren, 1991, Københavns Univiversitet, s. 35.

    Publikation: Working paper › Forskning

  16. Udgivet

    Hattendorff's theorem generally stated.

    Norberg, R., 1991, København: Museum Tusculanum, 12 s.

    Publikation: Working paper › Forskning

  17. Udgivet

    Homogeneous Gaussian Diffusions in Finite Dimensions

    Jacobsen, Martin, 1991, Københavns Universitet, s. 70.

    Publikation: Working paper › Forskning

  18. Udgivet

    Marker-dependent hazard estimation: An application to AIDS.

    Fusaro, R. E., Nielsen, J. P. & Scheike, Thomas, 1991, København: Museum Tusculanum, 30 s.

    Publikation: Working paper › Forskning

  19. Udgivet

    Prediction of outstanding liabilities in non-life insurance.

    Norberg, R., 1991, København: Museum Tusculanum, 26 s.

    Publikation: Working paper › Forskning

  20. Udgivet

    Random Censoring and Coarsening at Random

    Jacobsen, Martin & Keiding, N., 1991, København, Kbh.Univ., s. 14.

    Publikation: Working paper › Forskning

  21. Udgivet

    Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data

    Johansen, Søren, 1991, Københavns Universitet, s. 31.

    Publikation: Working paper › Forskning

  22. 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

  23. 1992
  24. Udgivet

    A framework for consistent prediction rules based on markers

    Nielsen, J. P. & Jewell, N. P., 1992, København, 18 s.

    Publikation: Working paper › Forskning

  25. 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

  26. 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

  27. Udgivet

    A transformation approach to bias correction in kernel hazard estimation

    Nielsen, J. P., 1992, København, 18 s.

    Publikation: Working paper › Forskning

  28. 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

  29. 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

  30. 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

  31. 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

  32. 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

  33. Udgivet

    Identifying Restrictions of Linear Equations

    Johansen, Søren, 1992, København, s. 18.

    Publikation: Working paper › Forskning

  34. Udgivet

    Marker dependent hazard estimation

    Nielsen, J. P., 1992, København, 21 s.

    Publikation: Working paper › Forskning

  35. Udgivet

    Rates of risk convergence of empirical linear Bayes estimators

    Hesselager, O., 1992, København, 11 s.

    Publikation: Working paper › Forskning

  36. Udgivet

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

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

    Publikation: Working paper › Forskning

  37. Udgivet

    The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables

    Johansen, Søren, 1992, Københavns Universitet, s. 26.

    Publikation: Working paper › Forskning

  38. 1993
  39. Udgivet

    A Markov model for loss reserving

    Hesselager, O., 1993, 14 s.

    Publikation: Working paper › Forskning

  40. Udgivet

    A recursive procedure for calculation of some mixed compound Poisson distributions

    Hesselager, O., 1993, 15 s.

    Publikation: Working paper › Forskning

  41. Udgivet

    A stochastic version of Thiele's differential equation

    Møller, C. M., 1993, 16 s.

    Publikation: Working paper › Forskning

  42. Udgivet

    Gaussian Diffusions and Autoregressive Processes: Weak Convergence and Statistical Inference

    Jacobsen, Martin & Stockmarr, A., 1993, København, s. 23.

    Publikation: Working paper › Forskning

  43. Udgivet

    Identities for present values of life insurance benefits

    Norberg, R., 1993, 9 s.

    Publikation: Working paper › Forskning

  44. Udgivet

    Likelihood based inference for cointegration of non stationary time series

    Johansen, Søren, 1993, København, s. 30.

    Publikation: Working paper › Forskning

  45. Udgivet

    Martingale results in risk theory with a view to ruin probabilities and diffusions

    Møller, C. M., 1993, 16 s.

    Publikation: Working paper › Forskning

  46. Udgivet

    Recursive Estimation in Cointegrated VAR-Models

    Johansen, Søren & Hansen, Henrik, 1993, København, s. 20.

    Publikation: Working paper › Forskning

  47. Udgivet

    StatUnit - an alternative to statistical packages?

    Tjur, T., 1993, København: Museum Tusculanum, s. 14.

    Publikation: Working paper › Forskning

  48. Udgivet

    Stochastic differential equations for ruin probabilities

    Møller, C. M., 1993, 17 s.

    Publikation: Working paper › Forskning

  49. Udgivet

    Testing for a Unit Root against Local Alternatives

    Atsushi, N., 1993, København, s. 38.

    Publikation: Working paper › Forskning

  50. Udgivet

    Thiele's differential equation by stochastic interest of diffusion type

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

    Publikation: Working paper › Forskning

  51. 1994
  52. Udgivet

    A Likelihood Analysis of The I(2) Model

    Johansen, Søren, 1994, København, s. 26.

    Publikation: Working paper › Forskning

  53. 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

  54. 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

  55. 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

  56. Udgivet

    Integro-differential equations for evaluating the distribution of some jump processes

    Møller, C. M., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 11 s.

    Publikation: Working paper › Forskning

  57. Udgivet

    On Cox Processes and Credit Risky Bonds

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

    Publikation: Working paper › Forskning

  58. Udgivet

    Order relations for some distributions

    Hesselager, O., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 11 s.

    Publikation: Working paper › Forskning

  59. Udgivet

    Recursions for certain bivariate counting distributions and their compound distributions

    Hesselager, O., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 22 s.

    Publikation: Working paper › Forskning

  60. Udgivet

    Some Paradoxes Related to Sequential Situations

    Tjur, T., 1994, København: Museum Tusculanum, s. 8.

    Publikation: Working paper › Forskning

  61. Udgivet

    Testing Rational Expectations in Vector Autoregressive Models

    Johansen, Søren & Swensen, A. R., 1994, Copenhagen, s. 12.

    Publikation: Working paper › Forskning

  62. Udgivet

    The Power of Some Multivariate Cointegrations Tests

    Rahbek, Anders, 1994, H.C.Ø.-Tryk, s. 37.

    Publikation: Working paper › Forskning

  63. Udgivet

    The Role of Ancillarity in Inference for Non-Stationary Variables

    Johansen, Søren, 1994, København, s. 21.

    Publikation: Working paper › Forskning

  64. Udgivet

    The distribution of first entry time with applications to ruin probabilities

    Møller, C. M., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 11 s.

    Publikation: Working paper › Forskning

  65. 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 paper › Forskning

  66. 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 paper › Forskning

  67. Udgivet

    Weak Convergence of Autoregressive Processes

    Jacobsen, Martin, 1994, København: H.C.Ø.-Tryk, s. 32.

    Publikation: Working paper › Forskning

  68. 1995
  69. 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

  70. Udgivet

    Balanced credibility estimation

    Neuhaus, W., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 21 s.

    Publikation: Working paper › Forskning

  71. Udgivet

    Bartlett correction of the unit root test in autoregressive models

    Nielsen, B., 1995, København, s. 12.

    Publikation: Working paper › Forskning

  72. 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

  73. Udgivet

    Block symmetry in discrete memoryless channels

    Pedersen, J. B. & Topsøe, Flemming, 1995, København, s. 16.

    Publikation: Working paper › Forskning

  74. 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

  75. Udgivet

    Community rating and equalisation

    Neuhaus, W., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 36 s.

    Publikation: Working paper › Forskning

  76. 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

  77. Udgivet

    Incomplete Observations and Coarsening at Random

    Nielsen, S. F., 1995, København: Museum Tusculanum, s. 19.

    Publikation: Working paper › Forskning

  78. Udgivet

    Inference and Missing at Random: Asymptotic Results

    Nielsen, S. F., 1995, København, s. 20.

    Publikation: Working paper › Forskning

  79. Udgivet

    Maximum likelihood estimation in a marked point process with applications to non-life insurance.

    Haastrup, S., 1995, Lab. of Actuarial Math., Kbh. Univ., 29 s.

    Publikation: Working paper › Forskning

  80. Udgivet

    Modelling of discretized loss reserving data (Working Paper)

    Hesselager, O., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 19 s.

    Publikation: Working paper › Forskning

  81. 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

  82. Udgivet

    Nonlinear Regression. Quasi Likelihood, and Over-Dispersion in Generalized Linear Models

    Tjur, T., 1995, København, s. 13.

    Publikation: Working paper › Forskning

  83. Udgivet

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

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

    Publikation: Working paper › Forskning

  84. Udgivet

    On probability distributions of present values in life insurance

    Hesselager, O. & Norberg, R., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 14 s.

    Publikation: Working paper › Forskning

  85. Udgivet

    Optimal estimation under linear constraints

    Neuhaus, W., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 17 s.

    Publikation: Working paper › Forskning

  86. Udgivet

    Ordering claim size distributions and mixed Poisson probabilities

    Kaas, R. & Hesselager, O., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 12 s.

    Publikation: Working paper › Forskning

  87. Udgivet

    Stochastic calculus in actuarial science

    Norberg, R., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 23 s.

    Publikation: Working paper › Forskning

  88. Udgivet

    Test for cointegration rank in partial systems

    Johansen, Søren, Harboe, I., Nielsen, B. & Rahbek, Anders, 1995, København, s. 32.

    Publikation: Working paper › Forskning

  89. Udgivet

    The joint Laplace transform of a quadratic function and a non-symmetric function of Brownian motion

    Jensen, S. T. & Nielsen, B., 1995, København, s. 33.

    Publikation: Working paper › Forskning

  90. 1996
  91. 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 paper › Forskning

  92. 1997
  93. 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

  94. 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

  95. 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

  96. 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

  97. Udgivet

    On a class of renewal risk processes

    Dickson, D., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 12.

    Publikation: Working paper › Forskning

  98. Udgivet

    Prediction of outstanding liabilities: II Model variations and extensions

    Norberg, R., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 22.

    Publikation: Working paper › Forskning

  99. Udgivet

    Present value distributions with applications to ruin theory and stochastic equations

    Gjessing, H. K. & Paulsen, J., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 22.

    Publikation: Working paper › Forskning

  100. Udgivet

    Risk-minimizing hedging strategies for unit-linked life insurance contracts

    Møller, T., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 26.

    Publikation: Working paper › Forskning

  101. Udgivet

    Ruin probabilities for Erlang(2) risk processes.

    Dickson, D. & Hipp, C., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 12.

    Publikation: Working paper › Forskning

  102. 1998
  103. 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

  104. 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

  105. Udgivet

    Kønsdifferentierede adgangskrav på overgangen til de lange videregående uddannelser. i: Køn i den akademiske organisation. Arbejdspapir nr. 3

    Henningsen, Inge Biehl, 1998, København: KU.

    Publikation: Working paper › Forskning

  106. Udgivet

    Lægevidenskab og køn. i: Køn i den akademiske organisation. Arbejdspapir nr. 2

    Henningsen, Inge Biehl, 1998, København: KU.

    Publikation: Working paper › Forskning

  107. 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

  108. Udgivet

    Risk-minimizing hedging strategies for insurance payment processes

    Møller, T., 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 22.

    Publikation: Working paper › Forskning

  109. Udgivet

    Vasicek beyond the normal

    Norberg, R., 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 21.

    Publikation: Working paper › Forskning

  110. 1999
  111. Udgivet

    A markov chain financial market

    Norberg, R., 1999, København: Lab. of Acturarial Math. Univ. of Copenhagen, s. 25.

    Publikation: Working paper › Forskning

  112. 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

  113. 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

  114. 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

  115. Udgivet

    On Gram-Charlier approximation in risk theory

    Buchta, C. & Reitzner, M., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 29.

    Publikation: Working paper › Forskning

  116. Udgivet

    On the vandermonde matrix and its role in mathematical finance

    Norberg, R., 1999, København: Lab. of Acturarial Math. Univ. of Copenhagen, s. 8.

    Publikation: Working paper › Forskning

  117. Udgivet

    On transformations of actuarial valuation principles

    Møller, T., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 24.

    Publikation: Working paper › Forskning

  118. Udgivet

    Power tailed ruin probabilities in the presence of small claims and risky investments

    Kalashnikov, V. & Norberg, R., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 16.

    Publikation: Working paper › Forskning

  119. Udgivet

    Risk-minimization for unit-linked insurance contracts in two- and multi-period models

    Møller, T., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 22.

    Publikation: Working paper › Forskning

  120. Udgivet

    Some estimates of geometric sums

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

    Publikation: Working paper › Forskning

  121. 2001
  122. Udgivet

    Efficiency Evaluation with Convex Pairs

    Agrell, P. J., Bogetoft, P., Brock, M. & Tind, J., 2001, 23 s.

    Publikation: Working paper › Forskning

  123. 2002
  124. Udgivet

    A simulation study of some functionals of random walk

    Johansen, Søren, Hansen, Henrik & Fachin, S., 2002, Københavns Universitet.

    Publikation: Working paper › Forskning

  125. 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

  126. 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

  127. 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

  128. Udgivet

    Autoregressive Conditional Root Model: Inference and Geometric Ergodicity

    Shephard, N. & Rahbek, Anders, 2002, Nuffield College, Oxford University, s. 0.

    Publikation: Working paper › Forskning

  129. Udgivet

    Estimation for dynamical systems with small noise from discrete observations

    Uchida, M., 2002, København, s. 1-26.

    Publikation: Working paper › Forskning

  130. Udgivet

    Local linear estimate equations: Uniform consistency and rate convergence

    Nielsen, S. F., 2002, Københavns Universitet, s. 1-20.

    Publikation: Working paper › Forskning

  131. Udgivet

    Martingales and the Distribution of the Time to Ruin

    Jacobsen, Martin, 2002, København, s. 1-24.

    Publikation: Working paper › Forskning

  132. Udgivet

    Modeling dependence and tails of financial time series

    Mikosch, Thomas Valentin, 2002, Københavns Universitet: H.C.Ø.-Tryk, s. 1-75.

    Publikation: Working paper › Forskning

  133. Udgivet

    Multi-self-similar Markov processes on Rn+ and their Lamperti representations

    Jacobsen, Martin & Yor, M., 2002, København, s. 1-28.

    Publikation: Working paper › Forskning

  134. Udgivet

    Non-stationary and no moments asymptotics for the ARCH model

    Jensen, S. T. & Rahbek, Anders, 2002, København, s. 1-6.

    Publikation: Working paper › Forskning

  135. Udgivet

    On Merton's problem for life insurers

    Steffensen, Mogens, 2002, Københavns Universitet: H.C.Ø.-Tryk, s. 1-18.

    Publikation: Working paper › Forskning

  136. Udgivet

    On valuation and risk management at the interface of insurance and finance

    Møller, T., 2002, Københavns Universitet: H.C.Ø.-Tryk, s. 1-31.

    Publikation: Working paper › Forskning

  137. Udgivet

    Stability bounds for ruin probabilities in a Markov modulated risk model with investments

    Rusaityte, D., 2002, Københavns Universitet: <Forlag uden navn>, s. 1-35.

    Publikation: Working paper › Forskning

  138. Udgivet

    Statistical analysis of hypotheses on the cointegrating relations in the I(2) model

    Johansen, Søren, 2002, Københavns Universitet, s. 1-27.

    Publikation: Working paper › Forskning

  139. Udgivet

    Survival analysis with coarsely observed covariates

    Nielsen, S. F., 2002, København, s. 1-29.

    Publikation: Working paper › Forskning

  140. Udgivet

    Testing undeclared central bank intervention in foreign exchange markets

    Cavaliere, G., 2002, København, s. 1-28.

    Publikation: Working paper › Forskning

  141. Udgivet

    The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model

    Johansen, Søren, 2002, Københavns Universitet, s. 1-11.

    Publikation: Working paper › Forskning

  142. Udgivet

    Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments

    Bec, F. & Rahbek, Anders, 2002, Københavns Universitet, s. 1-21.

    Publikation: Working paper › Forskning

  143. 2003
  144. Udgivet

    Asymptotic Normality for Non-Stationary, Explosive GARCH

    Jensen, S. T. & Rahbek, Anders, 2003, Københavns Universitet, s. 1-22.

    Publikation: Working paper › Forskning

  145. 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

  146. Udgivet

    Improved Convergence Rate for the Simulation of Stochastic Differential Equations Driven by Subordinated Levy Processes

    Rubenthaler, S. & Wiktorsson, M., 2003, Københavns Universitet, s. 1-28.

    Publikation: Working paper › Forskning

  147. Udgivet

    Inference and Ergodicity in the Autoregressive Conditional Root Model

    Rahbek, Anders & Shephard, N., 2003, Københavns Universitet, s. 1-30.

    Publikation: Working paper › Forskning

  148. Udgivet

    Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

    Nielsen, Heino Bohn & Rahbek, Anders, 2003, Københavns Universitet, s. 1-22.

    Publikation: Working paper › Forskning

  149. Udgivet

    Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

    Nielsen, Heino Bohn & Rahbek, Anders, 2003, nr. 11 udg., Københavns Universitet, s. 1-25.

    Publikation: Working paper › Forskning

  150. Udgivet

    Modelling PCS Options via Individual Indices

    Schmidli, H., 2003, Københavns Universitet: H.C.Ø.-Tryk, s. 1-20.

    Publikation: Working paper › Forskning

  151. Udgivet

    More on testing exact rational expectations in vector autoregressive models: Restricted drift term

    Johansen, Søren & Swensen, A. R., 2003, Københavns Universitet, s. 1-11.

    Publikation: Working paper › Forskning

  152. Udgivet

    On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance

    Hald, M. & Schmidli, H., 2003, Københavns Universitet: H.C.Ø.-Tryk, s. 1-11.

    Publikation: Working paper › Forskning

  153. Udgivet

    Optimal Bonus Strategies in Life Insurance: The Markov Chain Interest Rate Case

    Nielsen, P. H., 2003, Københavns Universitet, s. 1-22.

    Publikation: Working paper › Forskning

  154. Udgivet

    Quadratic Optimization of Life Insurance Payment Streams

    Steffensen, Mogens, 2003, Københavns Universitet: H.C.Ø.-Tryk, s. 1-16.

    Publikation: Working paper › Forskning

  155. Udgivet

    Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach

    Straumann, D. Y. & Mikosch, Thomas Valentin, 2003, Københavns Universitet: H.C.Ø.-Tryk, s. 1-36.

    Publikation: Working paper › Forskning

  156. Udgivet

    Stable limits of martingale transforms with application to the estimation of Garch parameters

    Mikosch, Thomas Valentin & Straumann, D. Y., 2003, Københavns Universitet: H.C.Ø.-Tryk, s. 1-24.

    Publikation: Working paper › Forskning

  157. Udgivet

    Stochastic Mortality in Life Insurance: Market Reserves and Mortality-Linked Insurance Contracts

    Dahl, M. H., 2003, Københavns Universitet: H.C.Ø.-Tryk, s. 1-27.

    Publikation: Working paper › Forskning

  158. Udgivet

    The History of the Law of Large Numbers and Consistency

    Hald, A., 2003, Københavns Universitet, s. 1-38.

    Publikation: Working paper › Forskning

  159. Udgivet

    The Time to Ruin for a Class of Markov Additive Risk Processes

    Jacobsen, Martin, 2003, Københavns Universitet, s. 1-41.

    Publikation: Working paper › Forskning

  160. Udgivet

    The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails

    Hansen, Niels Richard & Jensen, A. T., 2003, Københavns Universitet, s. 1-19.

    Publikation: Working paper › Forskning

  161. 2004
  162. 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

  163. 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

  164. 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

  165. Udgivet

    Cointegration; An Overview

    Johansen, Søren, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, s. 1-37.

    Publikation: Working paper › Forskning

  166. 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

  167. 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

  168. 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

  169. 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

  170. Udgivet

    Linear Models Based on Observations with Unknown Scaling

    Jensen, S. T. & Madsen, J., 2004, Afdeling for Anvendt Statistik og Matematik / Københavns Universitet, s. 1-11.

    Publikation: Working paper › Forskning

  171. Udgivet

    Noncommutative waves have infinite propagation speed

    Durhuus, Bergfinnur & Jonsson, T., 2004, IOP Publishing, s. 50-62.

    Publikation: Working paper › Forskning

  172. Udgivet

    On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance

    Schmidli, H., 2004, Afdeling for Anvendt Matematik og Statistik: H.C.Ø.-Tryk, s. 1-10.

    Publikation: Working paper › Forskning

  173. Udgivet

    On Optimal Investment and Subexponential Claims

    Schmidli, H., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, s. 1-13.

    Publikation: Working paper › Forskning

  174. Udgivet

    Surplus-linked Life Insurance

    Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik: <Forlag uden navn>, s. 1-20.

    Publikation: Working paper › Forskning

  175. Udgivet

    The Distribution of Various Hitting Times for a Shot Noise Process with Two-Sided Jumps

    Jensen, A. T., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, s. 1-10.

    Publikation: Working paper › Forskning

  176. Udgivet

    The Maximum of a Random Walk Reflected at a General Barrier

    Hansen, Niels Richard, 2004, Afdeling for Anvendt Matematik og Statistik, s. 1-14.

    Publikation: Working paper › Forskning

  177. 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 paper › Forskning

  178. 2005
  179. 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

  180. 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

  181. 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

  182. 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

  183. 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

  184. 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

  185. Udgivet

    Confronting the Economic Model with the Data

    Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, s. 1-13.

    Publikation: Working paper › Forskning

  186. Udgivet

    Copulas: Tales and Facts

    Mikosch, Thomas Valentin, 2005, Laboratory of Actuarial Mathematics: H.C.Ø.-Tryk, s. 1-13.

    Publikation: Working paper › Forskning

  187. 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

  188. 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

  189. Udgivet

    Local Alignment of Markov Chains

    Hansen, Niels Richard, 2005, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-35.

    Publikation: Working paper › Forskning

  190. Udgivet

    Local Stacks in a Markov Chain

    Hansen, Niels Richard, 2005, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-12.

    Publikation: Working paper › Forskning

  191. Udgivet

    Modeling Telefraffic Arrivals by a Poisson Cluster Process

    Fäy, G., González-Arávalo, B., Mikosch, Thomas Valentin & Samorodnitsky, G., 2005, Laboratory of Actuarial Mathematics: H.C.Ø.-Tryk, s. 1-27.

    Publikation: Working paper › Forskning

  192. 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

  193. 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

  194. 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

  195. 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

  196. 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

  197. 2006
  198. 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

  199. Udgivet

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

    Steffensen, Mogens & Kraft, H., 2006.

    Publikation: Working paper › Forskning

  200. 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

  201. 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

  202. Udgivet

    Bankruptcy, Counterparty Risk, and Contagion

    Steffensen, Mogens & Kraft, H., 2006.

    Publikation: Working paper › Forskning

  203. Udgivet

    Cointegration. Overview and Development

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

    Publikation: Working paper › Forskning

  204. 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

  205. 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

  206. 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

  207. 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

  208. 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

  209. 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

  210. 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

  211. 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

  212. 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

  213. 2007
  214. 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

  215. Udgivet

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

    Gaarde, A., 2007.

    Publikation: Working paper › Forskning

  216. 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

  217. 2008
  218. 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

  219. 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

  220. 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

  221. 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

  222. 2009
  223. Udgivet

    Enumeration of pyramids of one-dimensional pieces of arbitrary fixed integer length

    Durhuus, Bergfinnur & Eilers, Søren, 2009, Museum Tusculanum.

    Publikation: Working paper › Forskning

  224. Udgivet

    Prediction of outstanding payments in a Poisson cluster model

    Mikosch, Thomas Valentin, Jessen, A. H. & Samorodnitsky, G., 2009, 24 s.

    Publikation: Working paper › Forskning

  225. 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

  226. 2010
  227. Udgivet

    Penalized maximum likelihood estimation for generalized linear point processes

    Hansen, Niels Richard, 3 mar. 2010.

    Publikation: Working paper › Forskning

  228. 2013
  229. 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

  230. 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

  231. 2014
  232. Udgivet

    Optimal hedging with the cointegrated vector autoregressive model

    Gatarek, L. & Johansen, Søren, 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 11 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 22, Bind 2014).

    Publikation: Working paper › Forskning

  233. Udgivet

    Outlier detection algorithms for least squares time series regression

    Johansen, Søren & Nielsen, B., 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 39 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 23, Bind 2014).

    Publikation: Working paper › Forskning

  234. Udgivet

    Tail asymptotics for the supremum of an infinitely divisible field with convolution equivalent Lévy measure

    Rønn-Nielsen, A. & Jensen, E. B. V., 2014, Aarhus University, (CSGB Research Reports; Nr. 9, Bind 2014).

    Publikation: Working paper › Forskning

  235. 2015
  236. 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 paper › Forskning

  237. 2016
  238. 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

  239. 2017
  240. Udgivet

    LSM Reloaded: Differentiate xVA on your iPad Mini

    Huge, B. N. & Savine, A., 10 maj 2017, Social Science Research Network (SSRN), 46 s.

    Publikation: Working paper › Forskning

  241. 2018
  242. 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

  243. 2019
  244. 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

  245. Udgivet

    Cyclic reduction of Elliptic Curves

    Campagna, F. & Stevenhagen, P., 2019, arXiv preprint.

    Publikation: Working paper › Forskning

  246. Udgivet

    Generalized Partial Benders Decomposition of Two Stage Stochastic Programs

    Pantuso, Giovanni, 2019, 28 s.

    Publikation: Working paper › Preprint › Forskning

  247. Udgivet

    Term Rates, Multicurve Term Structures and Overnight Rate Benchmarks: a Roll-Over Risk Approach

    Backwell, A., Macrina, A., Schloegl, E. & Skovmand, David Glavind, 27 jun. 2019, SSRN: Social Science Research Network, 24 s.

    Publikation: Working paper › Forskning

  248. 2020
  249. Udgivet

    Mahler's measure and elliptic curves with potential complex multiplication

    Pengo, R., 2020, arXiv preprint, 24 s.

    Publikation: Working paper › Preprint › Forskning

  250. Udgivet

    Purity in chromatically localized algebraic K-theory

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

    Publikation: Working paper › Preprint › Forskning

  251. Udgivet

    Representation stability for diagram algebras

    Patzt, P., 2020, arxiv.org, s. 1-17, (arXiv).

    Publikation: Working paper › Preprint › Forskning

  252. Udgivet

    String topology of finite groups of Lie type

    Grodal, Jesper & Lahtinen, A., 2020, arxiv.org, 58 s.

    Publikation: Working paper › Preprint › Forskning

  253. 2021
  254. Udgivet

    On the torsion-freeness property for divisible discrete quantum subgroups

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

    Publikation: Working paper › Preprint › Forskning

  255. Udgivet

    Projective representation theory for compact quantum groups and the quantum Baum-Connes assembly map

    Commer, K. D., Martos Prieto, Ruben & Nest, Ryszard, 2021, arxiv.org, 54 s.

    Publikation: Working paper › Preprint › Forskning

  256. Udgivet

    Landauer vs. Nernst: What is the True Cost of Cooling a Quantum System?

    Taranto, P., Bakhshinezhad, F., Bluhm, Andreas, Silva, R., Friis, N., Lock, M. P. E., Vitagliano, G., Binder, F. C., Debarba, T., Schwarzhans, E., Clivaz, F. & Huber, M., 9 jun. 2021, arXiv.org, 53 s.

    Publikation: Working paper › Preprint › Forskning

  257. 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

  258. 2022
  259. 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

  260. 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

  261. 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

  262. Udgivet

    Parchment Glutamine Index (PQI): A novel method to estimate glutamine deamidation levels in parchment collagen obtained from low-quality MALDI-TOF data

    Anila Bhuvanendran Nair, Bharath, Palomo, I. R., Markussen, Bo, Wiuf, Carsten, Fiddyment, S. & Collins, Matthew James, 2022, bioRxiv, 18 s.

    Publikation: Working paper › Forskning › fagfællebedømt

  263. Udgivet

    Quantum isomorphic strongly regular graphs from the E8 root system

    Schmidt, Simon, 2022, arXiv preprint, 13 s.

    Publikation: Working paper › Preprint › Forskning

  264. Udgivet

    Quantum max-flow in the bridge graph

    Steffan, Vincent, Lysikov, V. & Gesmundo, F., 2022, arXiv preprint, 26 s.

    Publikation: Working paper › Preprint › Forskning

  265. Udgivet

    The regulator dominates the rank

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

    Publikation: Working paper › Preprint › Forskning

  266. 2023
  267. 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

  268. Udgivet

    Counterexamples in self-testing

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

    Publikation: Working paper › Preprint › Forskning

  269. Udgivet

    Expert Kaplan--Meier estimation

    Bladt, M. & Furrer, Christian, 2023, arXiv.org, 29 s.

    Publikation: Working paper › Preprint › Forskning

  270. Udgivet

    Going Beyond Gadgets: The Importance of Scalability for Analogue Quantum Simulators

    Harley, Dylan, Datta, I., Klausen, Frederik Ravn, Bluhm, Andreas, Stilck França, Daniel, Werner, Albert H. & Christandl, Matthias, 2023, arXiv.org, 52 s.

    Publikation: Working paper › Preprint › Forskning

  271. Udgivet

    Partial Degeneration of Tensors

    Christandl, Matthias, Gesmundo, F., Lysikov, V. & Steffan, Vincent, 2023, arXiv preprint, 27 s.

    Publikation: Working paper › Preprint › Forskning

  272. Udgivet

    Polytope compatibility - from quantum measurements to magic squares

    Bluhm, Andreas, Nechita, I. & Schmidt, Simon, 2023, arXiv preprint, 37 s.

    Publikation: Working paper › Preprint › Forskning

  273. Udgivet

    Rigidity and non-existence results for collapsed translators

    Impera, D., Møller, Niels Martin & Rimoldi, M., 2023, arXiv preprint, 13 s.

    Publikation: Working paper › Preprint › Forskning

  274. 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 paper › Preprint › Forskning

  275. 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

  276. 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

  277. 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