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