Thiele Research Reports

Serien leverer research reports hørende til T.N. Thiele Centre for Applied Mathematics in Natural Science. Centret lukkede i 2018.

2017

Number 4 (March 2017)

Tail asymptotics of light-tailed Weibull-like sums

by Søren Asmussen, Enkelejd Hashorva, Patrick J. Laub and Thomas Taimre
Number 3 (February 2017)

Robust bounds in multivariate extremes

by Sebastian Engelke and Jevgenijs Ivanovs
Number 2 (January 2017)

On Preemptive-Repeat LIFO Queues

by Søren Asmussen and Peter W. Glynn
Number 1 (January 2017)

Conditional Monte Carlo for Sums, with Applications to Insurance and Finance

by Søren Asmussen