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T.N. Thiele Centre

Research Reports 2016

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

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Revised 24.09.2018