The following pages link to Christian Max Møller (Q1904999):
Displaying 12 items.
- (Q1381455) (redirect page) (← links)
- Aspects of prospective mean values in risk theory (Q1381456) (← links)
- A counting process approach to stochastic interest (Q1905000) (← links)
- (Q2756674) (← links)
- A stochastic version of Thiele's differential equation (Q3142171) (← links)
- Select mortality and other durational effects modelled by partially observed Markov Chains (Q3990301) (← links)
- Numerical evaluation of Markov transition probabilities based on the discretized product integral (Q4025276) (← links)
- Asymptotic results for the risk process based on marked point processes (Q4034593) (← links)
- Martingale results in risk theory with a view to ruin probabilities and diffusions (Q4695023) (← links)
- Stochastic differential equations for ruin probabilities (Q4833720) (← links)
- Thiele's differential equation with stochastic interest of diffusion type (Q4881685) (← links)
- Integral equations for compound distribution functions (Q4891670) (← links)
