2017:24
Daniel Ahlberg, Maria Deijfen & Svante Janson : Competing first passage percolation on random graphs with finite variance degrees
Abstrakt (pdf) | Fulltext (pdf)


2017:23
Sören Christensen & Kristoffer Lindensjö : On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
Abstrakt (pdf) | Fulltext (pdf)


2017:22
Taras Bodnar, Solomiia Dmytriv, Nestor Parolya & Wolfgang Schmid : Tests for the weights of the global minimum variance portfolio in a high-dimensional setting
Abstrakt (pdf) | Fulltext (pdf)


2017:21
David Bauder, Taras Bodnar, Nestor Parolya & Wolfgang Schmid : Bayesian mean-variance analysis: Optimal portfolio selection under parameter uncertainty
Abstrakt (pdf) | Fulltext (pdf)


2017:20
David Bauder, Rostyslav Bodnar, Taras Bodnar & Wolfgang Schmid : Bayesian Estimation of the Efficient Frontier
Abstrakt (pdf) | Fulltext (pdf)


2017:19
Maria Deijfen, Sebastian Rosengren & Pieter Trapman : The tail does not determine the size of the giant
Abstrakt (pdf) | Fulltext (pdf)


2017:18
Dmitrii Silvestrov & Sergei Silvestrov : Asymptotic Expansions for Power-Exponential Moments of Hitting Times for Nonlinearly Perturbed Semi-Markov Processes
Abstrakt (pdf) | Fulltext (pdf)


2017:17
Dmitrii Silvestrov : A Journey in the World of Stochastic Processes
Abstrakt (pdf) | Fulltext (pdf)


2017:16
Kristoffer Spricer & Pieter Trapman : Characterizing the Initial Phase of Epidemic Growth on some Empirical Networks
Abstrakt (pdf) | Fulltext (pdf)


2017:15
Taras Bodnar, Holger Dette & Nestor Parolya : Testing for Independence of Large Dimensional Vectors
Abstrakt (pdf) | Fulltext (pdf)


2017:14
Ekaterina Fetisova, Anders Moberg and Gudrun Brattström : Towards a flexible statistical modelling by latent factors for evaluation of simulated responses to climate forcings: Part III
Abstrakt (pdf) | Fulltext (pdf)


2017:13
Ekaterina Fetisova, Anders Moberg and Gudrun Brattström : Towards a flexible statistical modelling by latent factors for evaluation of simulated responses to climate forcings: Part II
Abstrakt (pdf) | Fulltext (pdf)


2017:12
Ekaterina Fetisova, Gudrun Brattström, Anders Moberg, Rolf Sundberg : Towards a flexible statistical modelling by latent factors for evaluation of simulated responses to climate forcings: Part I
Abstrakt (pdf) | Fulltext (pdf)


2017:11
Hampus Engsner, Kristoffer Lindensjö & Filip Lindskog : The value of a liability cash flow in discrete time subject to capital requirements
Abstrakt (pdf) | Fulltext (pdf)


2017:11
Hampus Engsner, Kristoffer Lindensjö & Filip Lindskog : The value of a liability cash flow in discrete time subject to capital requirements
Abstrakt (pdf) | Fulltext (pdf)


2017:10
Jóhanna Sigmundsdóttir & Mathias Lindholm : One-Year Non-Life Solvency II Risk Calculations for Point Process Micro Models: Methods and Applications
Abstrakt (pdf) | Fulltext (pdf)


2017:9
André Neumann, Taras Bodnar & Thorsten Dickhaus : Estimating the Proportion of True Null Hypotheses under Copula Dependency
Abstrakt (pdf) | Fulltext (pdf)


2017:8
Benjamin Allévius & Michael Höhle : An expectation-based space-time scan statistic for ZIP-distributed data
Abstrakt (pdf) | Fulltext (pdf)


2017:7
Tom Britton, Maria Deijfen & Fabio Lopes : A spatial epidemic model with site contamination
Abstrakt (pdf) | Fulltext (pdf)


2017:6
David Bauder, Taras Bodnar, Nestor Parolya & Wolfgan Schmid : Bayesian Inference of the Multi-Period Optimal Portfolio for an Exponential Utility
Abstrakt (pdf) | Fulltext (pdf)


2017:5
Mathias Lindholm, Filip Lindskog & Felix Wahl : Valuation of non-life liabilities from claims triangles
Abstrakt (pdf) | Fulltext (pdf)


2017:4
Taras Bodnar, Stepan Mazur, Edward Ngailo & Nestor Parolya : Discriminant analysis in small and large dimensions
Abstrakt (pdf) | Fulltext (pdf)


2017:3
Sebastian Rosengren : A Multi-type Preferential Attachment Model
Abstrakt (pdf) | Fulltext (pdf)


2017:2
Tom Britton & Désiré Ouédraogo : SEIRS epidemics in growing populations
Abstrakt (pdf) | Fulltext (pdf)


2017:1
Taras Bodnar, Yarema Okhrin & Nestor Parolya : Optimal shrinkage-based portfolio selection in high dimensions
Abstrakt (pdf) | Fulltext (pdf)