See also the Research Reports for publications within Probability Theory and Statistics.

2016

• 06 (December 2016)
  Distinguishing log-concavity from heavy tails
  by Søren Asmussen and Jaakko Lehtomaa
• 05 (November 2016)
  Zooming in on a Lévy process at its supremum
  by Jevgenijs Ivanovs
• 04 (September 2016)
  On the use of saddlepoint approximations in highdimensional inference
  by Jens Ledet Jensen
• 03 (September 2016)
  Optimal premium as function of the deductible: Customer analysis and portfolio characteristics
  by Julie Thøgersen
• 02 (June 2016)
  Markov Dependence in Renewal Equations and Random Sums with Heavy Tails
  by Søren Asmussen and Julie Thøgersen
• 01 (February 2016)
  Orthonormal polynomial expansions and lognormal sum densities
  by Søren Asmussen, Pierre-Olivier Goffard and Patrick J. Laub