Home page of
CHRISTIAN MAX MØLLER
- Select mortality and other durational effects modelled by
partially observed Markov chains (1990), Scand. Actuarial J., 177-199.
- Asymptotic results for the risk process based on marked point
processes (1991), Scand. Actuarial J., 169-184.
- Numerical evaluation of Markov transition probabilities based
on the discretized product integral (1992), Scand. Actuarial J., 76-87.
- A Stochastic version of Thiele's differential equation (1993),
Scand. Actuarial J., 1-16.
- The probability of ruin in view of the Doleans equation (1994),
Published as part of the paper: Point processes, martingales and exit times in risk theory
- Stochastic differential equations for ruin probabilities (1995),
J. Applied Prob. 32, 74-89, .pdf
- The distribution of first entry time with applications to ruin probabilities (1994),
Working paper no. 122, Laboratory of Actuarial Mathematics, Univ. of Cph.
- A counting process approach to stochastic interest (1995),
Insurance: Mathematics and Economics 17, 181-192,
- Point processes, martingales and exit times in risk theory (1995),
Surveys in Applied and Industrial Mathematics 2, 658-674,
- Integral equations for
compound distribution functions (1996), J. Applied Prob.
- Aspects of prospective mean values in risk theory (1996),
Insurance: Mathematics and Economics 18, 173-181,
- Some Results on Alpha-quantiles (1999),
Danish Defence Research Establishment, Research Report F-7,
- A point process approach to inventory models (2000), Applied Stochastic
Models in Business and Industry, 2, 111-126, .pdf