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T.N. Thiele Centre

Research Reports 2013

2013-06 (November 2013)
On the Laplace transform of the Lognormal distribution
by Søren Asmussen, Jens Ledet Jensen and Leonardo Rojas-Nandayapa
2013-05 (October 2013)
Modeling and Performance of Bonus-Malus Systems: Stationarity versus Age-Correction
by Søren Asmussen
2013-04 (August 2013)
Linear stochastic differential equations with anticipating initial conditions
by Narjess Khalifa, Hui-Hsiung Kuo, Habib Ouerdiane and Benedykt Szozda
2013-03 (March 2013)
On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis
by Ole E. Barndorff-Nielsen, Fred Espen Benth and Benedykt Szozda
2013-02 (January 2013)
Error rates and improved algorithms for rare event simulation with heavy Weibull tails
by Søren Asmussen and Dominik Kortschak
2013-01 (January 2013)
Portfolio size as function of the premium: modeling and optimization
by Søren Asmussen, Bent Jesper Christensen and Michael Taksar

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Revised 24.09.2018