Institut for Matematiske Fag

 

 
  1. 1993
  2. Udgivet

    A Markov model for loss reserving

    Hesselager, O., 1993, 14 s.

    Publikation: Working paperForskning

  3. Udgivet

    A recursive procedure for calculation of some mixed compound Poisson distributions

    Hesselager, O., 1993, 15 s.

    Publikation: Working paperForskning

  4. Udgivet

    A stochastic version of Thiele's differential equation

    Møller, C. M., 1993, 16 s.

    Publikation: Working paperForskning

  5. Udgivet

    Gaussian Diffusions and Autoregressive Processes: Weak Convergence and Statistical Inference

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

    Publikation: Working paperForskning

  6. Udgivet

    Identities for present values of life insurance benefits

    Norberg, R., 1993, 9 s.

    Publikation: Working paperForskning

  7. Udgivet

    Likelihood based inference for cointegration of non stationary time series

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

    Publikation: Working paperForskning

  8. Udgivet

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

    Møller, C. M., 1993, 16 s.

    Publikation: Working paperForskning

  9. Udgivet

    Recursive Estimation in Cointegrated VAR-Models

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

    Publikation: Working paperForskning

  10. Udgivet

    StatUnit - an alternative to statistical packages?

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

    Publikation: Working paperForskning

  11. Udgivet

    Stochastic differential equations for ruin probabilities

    Møller, C. M., 1993, 17 s.

    Publikation: Working paperForskning

  12. Udgivet

    Testing for a Unit Root against Local Alternatives

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

    Publikation: Working paperForskning

  13. Udgivet

    Thiele's differential equation by stochastic interest of diffusion type

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

    Publikation: Working paperForskning

  14. 1992
  15. Udgivet

    A framework for consistent prediction rules based on markers

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

    Publikation: Working paperForskning

  16. 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 paperForskning

  17. Udgivet

    A recursive procedure for calculation of some compound distributions

    Hesselager, O., 1992, University of Copenhagen: Lab. of Actuarial Mathematics, 14 s.

    Publikation: Working paperForskning

  18. Udgivet

    A transformation approach to bias correction in kernel hazard estimation

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

    Publikation: Working paperForskning

  19. 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 paperForskning

  20. Udgivet

    Asymptotic Interence on the Moving Average Impact Matrix in Cointegrated I(1) VAR Systems

    Paruolo, P., 1992, Københavns Universitet, s. 27.

    Publikation: Working paperForskning

  21. 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 paperForskning

  22. 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 paperForskning

  23. Udgivet
  24. Udgivet

    Identifying Restrictions of Linear Equations

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

    Publikation: Working paperForskning

  25. Udgivet

    Marker dependent hazard estimation

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

    Publikation: Working paperForskning

  26. Udgivet

    Rates of risk convergence of empirical linear Bayes estimators

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

    Publikation: Working paperForskning

  27. Udgivet

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

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

    Publikation: Working paperForskning