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2025
Mark Approximating excursion distributions using regenerative processes
Bengtsson, Henrik ^LU (2025)
- Thesis › Doctoral thesis (compilation)
2024
Mark Distributions conditioned on extrapolated events via copula and extreme value theory
Chen, Zhankun ^LU ; Johnsson, Carl ^LU and D'Agostino, Carmelo ^LU (2024) In MethodsX 13.
- Contribution to journal › Article
Mark Stochastic method based on copulas for predicting severe road traffic interactions
Chen, Zhankun ^LU ; Yastremska-Kravchenko, Oksana ^LU ; Laureshyn, Aliaksei ^LU ; Johnsson, Carl ^LU and D'Agostino, Carmelo ^LU (2024) In Analytic Methods in Accident Research 44.
- Contribution to journal › Article
Mark DICHOTOMY RESULTS FOR EVENTUALLY ALWAYS HITTING TIME STATISTICS AND ALMOST SURE GROWTH OF EXTREMES
Holland, Mark ; Kirsebom, Maxim ; Kunde, Philipp and Persson, Tomas ^LU (2024) In Transactions of the American Mathematical Society 377(6). p.3927-3982
- Contribution to journal › Article
2020
Mark Happiness and Gold Prices
Byström, Hans ^LU (2020) In Finance Research Letters 35(July 2020).
- Contribution to journal › Article
Mark Are collision and crossing course surrogate safety indicators transferable? A probability based approach using extreme value theory
Borsos, Attila ; Farah, Haneen ; Laureshyn, Aliaksei ^LU and Hagenzieker, Marjan (2020) In Accident Analysis and Prevention 143.
- Contribution to journal › Article
Mark Happiness and Gold Prices
Byström, Hans ^LU (2020) In Working Papers
- Working paper/Preprint › Working paper
2018
Mark A generalized Sibuya distribution
Kozubowski, Tomasz J and Podgórski, Krzysztof ^LU (2018) In Annals of the Institute of Statistical Mathematics 70(4). p.855-887
- Contribution to journal › Article
2017
Mark Risk assessment of oil price from static and dynamic modelling approaches
Mi, Zhi Fu ; Wei, Yi Ming ; Tang, Bao Jun ; Cong, Ronggang ^LU ; Yu, Hao ; Cao, Hong and Guan, Dabo (2017) In Applied Economics 49(9). p.929-939
- Contribution to journal › Article
2010
Mark Margin Setting in Credit Derivatives Clearing Houses
Byström, Hans ^LU (2010) In Journal of Fixed Income 19(4). p.37-43
- Contribution to journal › Article

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