2019:14
Mathias Lindholm & Richard Verrall : On distribution-free reserving and partial information
Abstrakt (pdf) | Fulltext (pdf)


2019:13
Stanislas Muhinyuza : A test on mean-variance efficiency of the tangency portfolio in high dimensional setting
Abstrakt (pdf) | Fulltext (pdf)


2019:12
Dmitrii Silvestrov : Algorithms of Phase Space Reduction and Asymptotics of Hitting Times for Perturbated Semi-Markov Processes
Abstrakt (pdf) | Fulltext (pdf)


2019:11
Patrick Andersson & Mathias Lindholm : Mortality forecasting using a Lexis based state space model
Abstrakt (pdf) | Fulltext (pdf)


2019:10
Tom Britton : Epidemic models on social networks – with inference
Abstrakt (pdf) | Fulltext (pdf)


2019:9
Taras Bodnar, Holger Dette, Nestor Parolya & Erik Thorsén : Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions
Abstrakt (pdf) | Fulltext (pdf)


2019:8
Maria Deijfen & Timo Hirscher : The Schelling model on Z
Abstrakt (pdf) | Fulltext (pdf)


2019:7
Måns Karlsson, Ola Hössjer : Statistical Species Identification
Abstrakt (pdf) | Fulltext (pdf)


2019:6
Felix Wahl: Explicit moments for a class of micro-models in non-life insurance
Abstrakt (pdf) | Fulltext (pdf)


2019:5
Filip Lindskog, Abhishek Pal Majumder : Exact long time behavior of some regime switching stochastic processes
Abstrakt (pdf) | Fulltext (pdf)


2019:4
Jonathan von Schroeder, Taras Bodnar, Thorsten Dickhaus : Reverse Stress Testing in Skew-Elliptical Models
Abstrakt (pdf) | Fulltext (pdf)


2019:3
Taras Bodnar, Arjun K. Gupta, Valdemar Vitlinskyy, Taras Zabolotskyy : Statistical Inference for the Beta Coefficient
Abstrakt (pdf) | Fulltext (pdf)


2019:2
Maria Deijfen, Timo Hirscher, Fabio Lopes : Competing frogs on  $\mathbb{Z}^d$
Abstrakt (pdf) | Fulltext (pdf)


2019:1
Daniel Ahlberg, Maria Deijfen, Christopher Hoffman : The two-type Richardson model in the half-plane
Abstrakt (pdf) | Fulltext (pdf)