# Home page of

CHRISTIAN MAX MØLLER

### Some publications

- 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*
(see below).
- 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.*
.pdf
- A counting process approach to stochastic interest (1995),
* Insurance: Mathematics and Economics* **17**, 181-192,
.pdf
- Point processes, martingales and exit times in risk theory (1995),
*Surveys in Applied and Industrial Mathematics* **2**, 658-674,
.pdf
- Integral equations for
compound distribution functions (1996),
* J. Applied Prob.*
**33**, 388-399.
- Aspects of prospective mean values in risk theory (1996),
* Insurance: Mathematics and Economics* **18**, 173-181,
.pdf
- Some Results on Alpha-quantiles (1999),
*
Danish Defence Research Establishment, Research Report F-7*,
.pdf
- A point process approach to inventory models (2000),
*Applied Stochastic
Models in Business and Industry*, **2**, 111-126, .pdf