- 2023
- 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
- 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
- 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
- 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
- Udgivet
Counterexamples in self-testing
Mancinska, Laura & Schmidt, Simon, 2023, arxiv.org, 20 s.Publikation: Working paper › Preprint › Forskning
- Udgivet
Expert Kaplan--Meier estimation
Bladt, M. & Furrer, Christian, 2023, arXiv.org, 29 s.Publikation: Working paper › Preprint › Forskning
- Udgivet
- Udgivet
Partial Degeneration of Tensors
Christandl, Matthias, Gesmundo, F., Lysikov, V. & Steffan, Vincent, 2023, arXiv preprint, 27 s.Publikation: Working paper › Preprint › Forskning
- 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
- 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
- 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
- 2022
- 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
- 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
- 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
- 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
- Udgivet
Quantum isomorphic strongly regular graphs from the E8 root system
Schmidt, Simon, 2022, arXiv preprint, 13 s.Publikation: Working paper › Preprint › Forskning
- Udgivet
Quantum max-flow in the bridge graph
Steffan, Vincent, Lysikov, V. & Gesmundo, F., 2022, arXiv preprint, 26 s.Publikation: Working paper › Preprint › Forskning
- Udgivet
The regulator dominates the rank
Pazuki, Fabien, 2022, arXiv preprint, 8 s.Publikation: Working paper › Preprint › Forskning
- 2021
- 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
- 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
- Udgivet
On the torsion-freeness property for divisible discrete quantum subgroups
Martos Prieto, Ruben, 2021, arxiv.org, 32 s.Publikation: Working paper › Preprint › Forskning
- 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
- 2020
- Udgivet
Mahler's measure and elliptic curves with potential complex multiplication
Pengo, R., 2020, arXiv preprint, 24 s.Publikation: Working paper › Preprint › Forskning
- Udgivet
Purity in chromatically localized algebraic K-theory
Land, M., Mathew, A., Meier, L. & Tamme, G., 2020, (arXiv).Publikation: Working paper › Preprint › Forskning
- Udgivet
Representation stability for diagram algebras
Patzt, P., 2020, arxiv.org, s. 1-17, (arXiv).Publikation: Working paper › Preprint › Forskning
- Udgivet
String topology of finite groups of Lie type
Grodal, Jesper & Lahtinen, A., 2020, arxiv.org, 58 s.Publikation: Working paper › Preprint › Forskning
- 2019
- 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
- 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
- Udgivet
Cyclic reduction of Elliptic Curves
Campagna, F. & Stevenhagen, P., 2019, arXiv preprint.Publikation: Working paper › Forskning
- Udgivet
Generalized Partial Benders Decomposition of Two Stage Stochastic Programs
Pantuso, Giovanni, 2019, 28 s.Publikation: Working paper › Preprint › Forskning
- 2018
- 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
- 2017
- 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
- 2016
- 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
- 2015
- 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
- 2014
- 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
- 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
- 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
- 2013
- 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
- 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
- 2010
- Udgivet
Penalized maximum likelihood estimation for generalized linear point processes
Hansen, Niels Richard, 3 mar. 2010.Publikation: Working paper › Forskning
- 2009
- Udgivet
- 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
- 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
- 2008
- 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
- 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
- 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
- Udgivet
- 2007
- 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
- Udgivet
Non-commutative residue of projections in Boutet de Monvel's calculus
Gaarde, A., 2007.Publikation: Working paper › Forskning
- 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
- 2006
- 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
- Udgivet
An ABC of Portfolio Choice: Asset Allocation with Bankruptcy and Contagion
Steffensen, Mogens & Kraft, H., 2006.Publikation: Working paper › Forskning
- 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
- 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
- Udgivet
Bankruptcy, Counterparty Risk, and Contagion
Steffensen, Mogens & Kraft, H., 2006.Publikation: Working paper › Forskning
- Udgivet
Cointegration. Overview and Development
Johansen, Søren, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-22.Publikation: Working paper › Forskning
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 2005
- 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
- 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
- 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
- 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
- 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
- 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
- Udgivet
Confronting the Economic Model with the Data
Johansen, Søren, 2005, Department of Applied Mathematics and Statistics, s. 1-13.Publikation: Working paper › Forskning
- Udgivet
Copulas: Tales and Facts
Mikosch, Thomas Valentin, 2005, Laboratory of Actuarial Mathematics: H.C.Ø.-Tryk, s. 1-13.Publikation: Working paper › Forskning
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 2004
- 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
- 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
- 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
- Udgivet
Cointegration; An Overview
Johansen, Søren, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, s. 1-37.Publikation: Working paper › Forskning
- 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
- 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
- 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
- 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
- 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
- Udgivet
Noncommutative waves have infinite propagation speed
Durhuus, Bergfinnur & Jonsson, T., 2004, IOP Publishing, s. 50-62.Publikation: Working paper › Forskning
- 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
- 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
- Udgivet
Surplus-linked Life Insurance
Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik: <Forlag uden navn>, s. 1-20.Publikation: Working paper › Forskning
- 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
- 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
- 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
- 2003
- Udgivet
Asymptotic Normality for Non-Stationary, Explosive GARCH
Jensen, S. T. & Rahbek, Anders, 2003, Københavns Universitet, s. 1-22.Publikation: Working paper › Forskning
- 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
- 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
- Udgivet
Inference and Ergodicity in the Autoregressive Conditional Root Model
Rahbek, Anders & Shephard, N., 2003, Københavns Universitet, s. 1-30.Publikation: Working paper › Forskning
- 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
- 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
- Udgivet
Modelling PCS Options via Individual Indices
Schmidli, H., 2003, Københavns Universitet: H.C.Ø.-Tryk, s. 1-20.Publikation: Working paper › Forskning
- 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
- 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
- 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
- Udgivet
Quadratic Optimization of Life Insurance Payment Streams
Steffensen, Mogens, 2003, Københavns Universitet: H.C.Ø.-Tryk, s. 1-16.Publikation: Working paper › Forskning
- 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
- 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
- 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
- Udgivet
The History of the Law of Large Numbers and Consistency
Hald, A., 2003, Københavns Universitet, s. 1-38.Publikation: Working paper › Forskning
- 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
- 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
- 2002
- Udgivet
A simulation study of some functionals of random walk
Johansen, Søren, Hansen, Henrik & Fachin, S., 2002, Københavns Universitet.Publikation: Working paper › Forskning
- 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
- 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
- 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
- Udgivet
Autoregressive Conditional Root Model: Inference and Geometric Ergodicity
Shephard, N. & Rahbek, Anders, 2002, Nuffield College, Oxford University, s. 0.Publikation: Working paper › Forskning
- Udgivet
Estimation for dynamical systems with small noise from discrete observations
Uchida, M., 2002, København, s. 1-26.Publikation: Working paper › Forskning
- Udgivet
Local linear estimate equations: Uniform consistency and rate convergence
Nielsen, S. F., 2002, Københavns Universitet, s. 1-20.Publikation: Working paper › Forskning
- Udgivet
Martingales and the Distribution of the Time to Ruin
Jacobsen, Martin, 2002, København, s. 1-24.Publikation: Working paper › Forskning
- 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
- 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
- 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
- Udgivet
On Merton's problem for life insurers
Steffensen, Mogens, 2002, Københavns Universitet: H.C.Ø.-Tryk, s. 1-18.Publikation: Working paper › Forskning
- 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
- 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
- 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
- Udgivet
Survival analysis with coarsely observed covariates
Nielsen, S. F., 2002, København, s. 1-29.Publikation: Working paper › Forskning
- Udgivet
Testing undeclared central bank intervention in foreign exchange markets
Cavaliere, G., 2002, København, s. 1-28.Publikation: Working paper › Forskning
- Udgivet
The interpretation of cointegrating coefficients in the cointegrated vector autoregressive model
Johansen, Søren, 2002, Københavns Universitet, s. 1-11.Publikation: Working paper › Forskning
- Udgivet
Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments
Bec, F. & Rahbek, Anders, 2002, Københavns Universitet, s. 1-21.Publikation: Working paper › Forskning
- 2001
- Udgivet
Efficiency Evaluation with Convex Pairs
Agrell, P. J., Bogetoft, P., Brock, M. & Tind, J., 2001, 23 s.Publikation: Working paper › Forskning
- 1999
- Udgivet
A markov chain financial market
Norberg, R., 1999, København: Lab. of Acturarial Math. Univ. of Copenhagen, s. 25.Publikation: Working paper › Forskning
- 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
- 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
- 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
- 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
- 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
- Udgivet
On transformations of actuarial valuation principles
Møller, T., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 24.Publikation: Working paper › Forskning
- 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
- 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
- Udgivet
Some estimates of geometric sums
Kalashnikov, V. & Bon, J., 1999, Paris: Université du Paris-Sud, s. 15.Publikation: Working paper › Forskning
- 1998
- 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
- 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
- Udgivet
- Udgivet
Lægevidenskab og køn. i: Køn i den akademiske organisation. Arbejdspapir nr. 2
Henningsen, Inge Biehl, 1998, København: KU.Publikation: Working paper › Forskning
- 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
- 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
- Udgivet
Vasicek beyond the normal
Norberg, R., 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, s. 21.Publikation: Working paper › Forskning
- 1997
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 1996
- 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
- 1995
- 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
- Udgivet
Balanced credibility estimation
Neuhaus, W., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 21 s.Publikation: Working paper › Forskning
- Udgivet
Bartlett correction of the unit root test in autoregressive models
Nielsen, B., 1995, København, s. 12.Publikation: Working paper › Forskning
- 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
- Udgivet
Block symmetry in discrete memoryless channels
Pedersen, J. B. & Topsøe, Flemming, 1995, København, s. 16.Publikation: Working paper › Forskning
- 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
- Udgivet
Community rating and equalisation
Neuhaus, W., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 36 s.Publikation: Working paper › Forskning
- 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
- Udgivet
Incomplete Observations and Coarsening at Random
Nielsen, S. F., 1995, København: Museum Tusculanum, s. 19.Publikation: Working paper › Forskning
- Udgivet
Inference and Missing at Random: Asymptotic Results
Nielsen, S. F., 1995, København, s. 20.Publikation: Working paper › Forskning
- 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
- 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
- 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
- Udgivet
Nonlinear Regression. Quasi Likelihood, and Over-Dispersion in Generalized Linear Models
Tjur, T., 1995, København, s. 13.Publikation: Working paper › Forskning
- Udgivet
On Jump-diffusion Option Pricing from the Viewpoint of Semimartingale Characteristics
Lando, D., 1995, København, s. 25.Publikation: Working paper › Forskning
- 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
- Udgivet
Optimal estimation under linear constraints
Neuhaus, W., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 17 s.Publikation: Working paper › Forskning
- 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
- Udgivet
Stochastic calculus in actuarial science
Norberg, R., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 23 s.Publikation: Working paper › Forskning
- Udgivet
Test for cointegration rank in partial systems
Johansen, Søren, Harboe, I., Nielsen, B. & Rahbek, Anders, 1995, København, s. 32.Publikation: Working paper › Forskning
- 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
- 1994
- Udgivet
A Likelihood Analysis of The I(2) Model
Johansen, Søren, 1994, København, s. 26.Publikation: Working paper › Forskning
- 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
- 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
- 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
- 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
- Udgivet
On Cox Processes and Credit Risky Bonds
Lando, D., 1994, København: Museum Tusculanum, s. 31.Publikation: Working paper › Forskning
- Udgivet
Order relations for some distributions
Hesselager, O., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 11 s.Publikation: Working paper › Forskning
- 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
- Udgivet
Some Paradoxes Related to Sequential Situations
Tjur, T., 1994, København: Museum Tusculanum, s. 8.Publikation: Working paper › Forskning
- Udgivet
Testing Rational Expectations in Vector Autoregressive Models
Johansen, Søren & Swensen, A. R., 1994, Copenhagen, s. 12.Publikation: Working paper › Forskning
- Udgivet
The Power of Some Multivariate Cointegrations Tests
Rahbek, Anders, 1994, H.C.Ø.-Tryk, s. 37.Publikation: Working paper › Forskning
- Udgivet
The Role of Ancillarity in Inference for Non-Stationary Variables
Johansen, Søren, 1994, København, s. 21.Publikation: Working paper › Forskning
- 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
- 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
- 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
- Udgivet
Weak Convergence of Autoregressive Processes
Jacobsen, Martin, 1994, København: H.C.Ø.-Tryk, s. 32.Publikation: Working paper › Forskning
- 1993
- Udgivet
- Udgivet
A recursive procedure for calculation of some mixed compound Poisson distributions
Hesselager, O., 1993, 15 s.Publikation: Working paper › Forskning
- Udgivet
A stochastic version of Thiele's differential equation
Møller, C. M., 1993, 16 s.Publikation: Working paper › Forskning
- Udgivet
Gaussian Diffusions and Autoregressive Processes: Weak Convergence and Statistical Inference
Jacobsen, Martin & Stockmarr, A., 1993, København, s. 23.Publikation: Working paper › Forskning
- Udgivet
Identities for present values of life insurance benefits
Norberg, R., 1993, 9 s.Publikation: Working paper › Forskning
- Udgivet
Likelihood based inference for cointegration of non stationary time series
Johansen, Søren, 1993, København, s. 30.Publikation: Working paper › Forskning
- Udgivet
Martingale results in risk theory with a view to ruin probabilities and diffusions
Møller, C. M., 1993, 16 s.Publikation: Working paper › Forskning
- Udgivet
Recursive Estimation in Cointegrated VAR-Models
Johansen, Søren & Hansen, Henrik, 1993, København, s. 20.Publikation: Working paper › Forskning
- Udgivet
StatUnit - an alternative to statistical packages?
Tjur, T., 1993, København: Museum Tusculanum, s. 14.Publikation: Working paper › Forskning
- Udgivet
Stochastic differential equations for ruin probabilities
Møller, C. M., 1993, 17 s.Publikation: Working paper › Forskning
- Udgivet
Testing for a Unit Root against Local Alternatives
Atsushi, N., 1993, København, s. 38.Publikation: Working paper › Forskning
- Udgivet
Thiele's differential equation by stochastic interest of diffusion type
Norberg, R. & Møller, C. M., 1993, 16 s.Publikation: Working paper › Forskning
- 1992
- Udgivet
A framework for consistent prediction rules based on markers
Nielsen, J. P. & Jewell, N. P., 1992, København, 18 s.Publikation: Working paper › Forskning
- 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
- 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
- Udgivet
A transformation approach to bias correction in kernel hazard estimation
Nielsen, J. P., 1992, København, 18 s.Publikation: Working paper › Forskning
- 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
- 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
- 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
- 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
- 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
- Udgivet
Identifying Restrictions of Linear Equations
Johansen, Søren, 1992, København, s. 18.Publikation: Working paper › Forskning
- Udgivet
Marker dependent hazard estimation
Nielsen, J. P., 1992, København, 21 s.Publikation: Working paper › Forskning
- Udgivet
Rates of risk convergence of empirical linear Bayes estimators
Hesselager, O., 1992, København, 11 s.Publikation: Working paper › Forskning
- Udgivet
Statistical analysis of missing data with the help of generalized replicated models
Kleffe, J., 1992, København, 13 s.Publikation: Working paper › Forskning
- Udgivet
The Role of the Constant Term in Cointegration Analysis of Nonstationary Variables
Johansen, Søren, 1992, Københavns Universitet, s. 26.Publikation: Working paper › Forskning
- 1991
- Udgivet
A Statistical Analysis of Cointegration for I(2) Variables
Johansen, Søren, 1991, Københavns Universitet, s. 26.Publikation: Working paper › Forskning
- 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
- 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
- Udgivet
Determination of Cointegration Rank in the Presence of Linear Trend
Johansen, Søren, 1991, Københavns Universitet, s. 15.Publikation: Working paper › Forskning
- Udgivet
Estimating Systems of Trending Variables
Johansen, Søren, 1991, Københavns Univiversitet, s. 35.Publikation: Working paper › Forskning
- Udgivet
Hattendorff's theorem generally stated.
Norberg, R., 1991, København: Museum Tusculanum, 12 s.Publikation: Working paper › Forskning
- Udgivet
Homogeneous Gaussian Diffusions in Finite Dimensions
Jacobsen, Martin, 1991, Københavns Universitet, s. 70.Publikation: Working paper › Forskning
- 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
- Udgivet
Prediction of outstanding liabilities in non-life insurance.
Norberg, R., 1991, København: Museum Tusculanum, 26 s.Publikation: Working paper › Forskning
- Udgivet
Random Censoring and Coarsening at Random
Jacobsen, Martin & Keiding, N., 1991, København, Kbh.Univ., s. 14.Publikation: Working paper › Forskning
- 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
- 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
- 1990
- Udgivet
Empirical Bayes estimation of the binomial parameter.
Hesselager, O., 1990, København: Kbh.Univ., 16 s.Publikation: Working paper › Forskning
- Udgivet
Linear prediction and credibility in continuous time.
Norberg, R., 1990, København: Museum Tusculanum, 16 s.Publikation: Working paper › Forskning
- 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
- Udgivet
Optimal reinsurance structures.
Hesselager, O., 1990, København: Kbh.Univ., 20 s.Publikation: Working paper › Forskning
- Udgivet
Reserves in life and pension insurance.
Norberg, R., 1990, København: Kbh.Universitet, 16 s.Publikation: Working paper › Forskning
- 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
- 1973
- Udgivet
On intersecting geodesics: (Preprint Series, 1972/1973, no. 27, Aarhus Universiet)
Jakobsen, Hans Plesner & Goto, M., 1973.Publikation: Working paper › Forskning
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