No 01-12: Long Maturity Forward Rates.
No 01-11: Prediction of Mortalities. A Comparative Danish Study.
P. Fledelius and Jens Perch Nielsen
No 01-10: Two-Dimensional Hazard Estimation for Longevity Analysis.
P. Fledelius, Montserrat Guillen, Jens Perch Nielsen and M. Vogelius
No 01-9: A New Test for Speculative Bubbles Based on Return Variance Decompositions.
Tom Engsted and Carsten Tanggaard
No 01-8: On Finite Dimensional HJM Representations.
No 01-7: MCMC Based Estimation of Term Structure Models.
No 01-6: Cross-Currency LIBOR Market Models.
No 01-5: A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.
Anders Grosen, Bjarke Jensen and Peter Løchte Jørgensen
No 01-4: Life Insurance Liabilities at Market Value.
Anders Grosen and Peter Løchte Jørgensen
No 01-3: Bootstrap Inference in Semiparametric Generalized Additive Models.
Wolfgang Härdle, Sylvie Huet, Enno Mammen and Stefan Sperlich
No 01-2: Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.
Oliver B. Linton, Jens Perch Nielsen and Sara Van de Geer
No 01-1: Real Supply Shocks and the Money Growth-Inflation Relationship.
Questions (including download problems) about the papers in this series should be directed to Helle Vinbaek Stenholt ()
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