Felix Günther, Hilde Kjelgaard Brustad, Arnoldo Frigessi & Tom Britton: Quantifying the impact of social activities on SARS-CoV-2 transmission using Google mobility reports

Henning Zakrisson & Mathias Lindholm: A tree-based varying coefficient model

Dongni Zhang & Tom Britton, An SEIR network epidemic model with manual and digital contact tracing allowing delays

Daniel Ahlberg, Omer Angel & Brett Kolesnik: Annihilating branching Brownian motion

Daniel Ahlberg, Maria Deijfen & Matteo Sfragara: Chaos, concentration and multiple valleys in first-passage percolation

Daniel Ahlberg, Maria Deijfen & Matteo Sfragara: From stability to cha-os in last-passage percolation

Daniel Ahlberg & Daniel de la Riva: Is ‘being above the median’ a noise sensitive property?

Patrik Andersson & Mathias Lindholm: Mortality Forecasting using Var-iational Inference

Andi Bodnariu & Kristoffer Lindensjö: A controller-stopper-game with hidden controller type

Sören Christensen, Kristoffer Lindensjö & Berenice Anne Neumann: Markovian randomized equilibria for general Markovian Dynkin games in discrete time

Lukasz Delong, Mathias Lindholm & Henning Zakrisson: A note on multi-parametric gradient boosting machines with non-life insurance applications (2023:2)

Philip Dörr & Johannes Heiny: Extremes of joint inversions and de-scents on finite Coxeter groups

Mohamed El Khalifi & Tom Britton: SIRS epidemics with individual heterogeneity of immunity waning (2023:3)

Nils Engler & Filip Lindskog: Approximations of multi-period liability values by simple formulas (2023:1)

Nils Engler & Filip Lindskog: Mack’s estimator motivated by large ex-posure asymptotics in a compound Poisson setting

Johannes Heiny & Carolin Kleemann: Asymptotic independence of point process and Frobenius norm of a large sample covariance matrix

Johannes Heiny & Carolin Kleemann: Maximum interpoint distance of high-dimensional random vectors

Johannes Heiny & Carolin Kleemann: Point process convergence for symmetric functions of high-dimensional random vectors

Mathias Lindholm & Johan Palmquist: Black-Box Guided GLM Build-ing with Non-life Pricing Applications

Mathias Lindholm, Ronald Richman, Andreas Tsanakas & Mario V. Wuthrich: What is Fair? Proxy Discrimination vs. Demographic Dispari-ties in Insurance Pricing

Mathias Lindholm & Tariq Nazar: On Duration Effects in Non-Life In-surance Pricing

Henning Zakrisson: Trinary Decision Trees for handling missing data

2022:10
Dongni Zhang & Tom Britton: Epidemic models with digital and manual contact tracing

2022:9
Mohamed El Khalifi & Tom Britton: Extending SIRS epidemics to allow for gradual waning of immunity

2022:8
Carolina Fransson: The real-time growth rate of stochastic epidemics on random intersection graphs

2022:7
Lina Palmborg & Filip Lindskog: Premium control with reinforcement learning

2022:6
Daniel Ahlberg & Carolina Fransson: Multi-colour competition with reinforcement

2022:5
Rostyslav Bodnar, Taras Bodnar & Wolfgang Schmid: Sequential monitoring of high-dimensional time series

2022:4
Tom Britton & lasse Leskelä: Optimal intervention strategies for minimizing total incidence during an epidemic

2022:3
Taras Bodnar, Nestor Parolya & Erik Thorsén: Two is better than one: Regularized shrinkage of large minimum variance portfolios

2022:2
Martina Favero, Gianpaolo Scalia Tomba & Tom Britton: Modelling preventive measures and their effect on generation times in emerging epidemics

2022:1
Esbjörn Ohlsson & Björn Wållberg-Beutelrock: Claims reserving using separate exposure for claims with and without a case reserve

2021:9
Taras Bodnar, Nestor Parolya & Erik Thorsén: Is the empirical out-of-sample variance an informative risk measure for high-dimensional portfolios?

2021:8
Farrukh Javed, Stepan Mazur & Erik Thorsén: Tangency portfolio weights under a skew-normal model in small and large dimension

2021:7
Dongni Zhang & Tom Britton: Analysing the Effect of Test-and-Trace Strategy in an SIR Epidemic Model

2021:6
Taras Bodnar, Vilhelm Niklasson & Erik Thorsén: Volatility Sensitive Bayesian Estimation of Portfolio VaR and CVaR

2021:5
Hampus Engsner, Filip Lindskog & Julie Thøgersen: Multiple-prior valuation of cash flows subject to capital requirements

2021:4
Taras Bodnar, Nestor Parolya & Erik Thorsén: Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio

2021:3
Olha Bodnar & Taras Bodnar: Objective Bayesian meta-analysis based on generalized multivariate random effects model

2021:2
Mathias Lindholm & Lina Palmborg: Efficient use of data for LSTM mortality forecasting

2021:1
Hampus Engsner: Least Squares Monte Carlo applied to Dynamic Monetary Utility Functions

2020:11
Taras Bodnar, Mathias Lindholm, Vilhelm Niklasson & Erik Thorsén: Bayesian Quantile-Based Portfolio Selection

2020:10
Tom Britton, Pieter Trapman & Frank Ball: The risk for a new COVID-19 wave – and how it depends on R0, the current immunity level and current restrictions

2020:9
Gustav Alfelt & Stepan Mazur : On the mean and variance of the estimated tangency portfolio weights for small samples

2020:8
Gustav Alfelt, Taras Bodnar, Farrukh Javed & Joanna Tyrcha : Singular conditional autoregressive Wishart model for realized covariance matrices

2020:7
Frank Ball & Tom Britton : Epidemics on networks with preventive rewiring

2020:6
Hannes Malmberg & Tom Britton : Inflow restrictions can prevent epidemics when contact tracing efforts are effective but have limited capacity

2020:5
Lina Palmborg, Mathias Lindholm & Filip Lindskog : Financial position and performance in IFRS 17

2020:4
Taras Bodnar, Solomiia Dmytriv, Yarema Okhrin, Nestor Parolya & Wolfgang Schmid : Statistical inference for the EU portfolio in high dimensions

2020:3
Tom Britton, Frank Ball & Pieter Trapman : The disease-induced herd immunity level for Covid-19 is substantially lower than the classical herd immunity level

2020:2
Taras Bodnar & Nestor Parolya : Spectral analysis of large reflexive generalized inverse and Moore-Penrose inverse matrices

2020:1
M. Lindholm, R. Richman, A. Tsanakas, M.V. Wüthrich : Discrimination-Free Insurance Pricing

2019:17
Thorsten Dickhaus, Andre Neumann, Taras Bodnar : Multivariate multiple test procedures

2019:16
Gustav Alfelt : Closed-Form Estimator for the Matrix-Variate Gamma Distribution

2019:15
Åke Svensson : Basic results for a stochastic model of epidemic spread

2019:14
Mathias Lindholm & Richard Verrall : On distribution-free reserving and partial information

2019:13
Stanislas Muhinyuza : A test on mean-variance efficiency of the tangency portfolio in high dimensional setting

2019:12
Dmitrii Silvestrov : Algorithms of Phase Space Reduction and Asymptotics of Hitting Times for Perturbated Semi-Markov Processes

2019:11
Patrick Andersson & Mathias Lindholm : Mortality forecasting using a Lexis based state space model

2019:10
Tom Britton : Epidemic models on social networks – with inference

2019:9
Taras Bodnar, Holger Dette, Nestor Parolya & Erik Thorsén : Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions

2019:8
Maria Deijfen & Timo Hirscher : The Schelling model on Z

2019:7
Måns Karlsson, Ola Hössjer : Statistical Species Identification

2019:6
Felix Wahl: Explicit moments for a class of micro-models in non-life insurance

2019:5
Filip Lindskog, Abhishek Pal Majumder : Exact long time behavior of some regime switching stochastic processes

2019:4
Jonathan von Schroeder, Taras Bodnar, Thorsten Dickhaus : Reverse Stress Testing in Skew-Elliptical Models

2019:3
Taras Bodnar, Arjun K. Gupta, Valdemar Vitlinskyy, Taras Zabolotskyy : Statistical Inference for the Beta Coefficient

2019:2
Maria Deijfen, Timo Hirscher, Fabio Lopes : Competing frogs on \(\mathbb{Z}^d\)

2019:1
Daniel Ahlberg, Maria Deijfen, Christopher Hoffman : The two-type Richardson model in the half-plane

2018:21
Taras Bodnar, Mathias Lindholm, Erik Thorsén, Joanna Tyrcha : Quantile-based optimal portfolio selection

2018:20
Tom Britton : Directed preferential attachment models

2018:19
Felix Wahl, Mathias Lindholm & Richard Verrall : The collective reserving model

2018:18
John Hertz, Joanna Tyrcha & Alvaro Correales : Stochastic activation in a genetic switch model

2018:17
Gustav Alfelt : Stein-Haff identity for the exponential family

2018:16
Taras Bodnara, Dmytro Ivasiukb, Nestor Parolyac & Wolfgang Schmidb : Mean-Variance Efficiency of Optimal Power and Logarithmic Utility Portfolios

2018:15
Tom Britton & Gianpaolo Scalia Tomba : Estimation in emerging epidemics: biases and remedies

2018:14
Ka Yin Leung, Frank Ball, David Sirl & Tom Britton : Individual preventive social distancing during an epidemic may have negative population-level outcomes

2018:13
Abid Ali Lashari, Ana Serafimović & Pieter Trapman : The duration of an SIR epidemic on a configuration model

2018:12
Sören Christensen & Kristoffer Lindensjö : On time-inconsistent stopping problems and mixed strategy stopping times

2018:11
Hampus Engsner & Filip Lindskog : Continuous-time limits of multi-period cost-of-capital valuations

2018:10
Andreas Lagerås & Mathias Lindholm : How to ask sensitive multiple choice questions

2018:9
Dmitrii Silvestrov : Individual Ergodic Theorems for Perturbed Alternating Regenerative Processes

2018:8
Carolina Fransson & Pieter Trapman : SIR epidemics and vaccination on random graphs with clustering

2018:7
Kristoffer Spricer & Tom Britton : An Epidemic on a Weighted Network​

2018:6
Mathias Lindholm, Filip Lindskog & Felix Wahl : Estimation of conditional mean squared error of prediction for claims reserving

2018:5
Ka Yin Leung, Pieter Trapman & Tom Britton : Who is the infector? Epidemic models with symptomatic and asymptomatic cases

2018:4
Tom Britton, Ka Yin Leung & Pieter Trapman : Who is the infector? General multi-type epidemics and real-time susceptibility processes

2018:3
Tom Britton : Basic stochastic transmission models and their inference

2018:2
Mathias Lindholm & Felix Wahl : Finite Sample Size Bounds on the Variance Estimator in Non-Gaussian General Linear Models

2018:1
Benjamin Allévius : On the precision matrix of an irregularly sampled AR(1) process

2017:29
Gustav Alfelt, Taras Bodnar & Joanna Tyrcha : Goodness-of-fit tests for centralized Wishart processes

2017:28
David Bauder, Taras Bodnar, Stepan Mazur & Yarema Okhrin : Bayesian inference for the tangent portfolio

2017:27
Farrukh Javed, Stepan Mazur & Edward Ngailo : Higher order moments of the estimated tangency portfolio weights

2017:26
Stanislas Muhinyuza, Taras Bodnar & Mathias Lindholm : A test on the location of the tangency portfolio on the set of feasible portfolios

2017:25
Taras Bodnar, Stepan Mazur, Krzysztof Podgórski & Joanna Tyrcha : Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory

2017:24
Daniel Ahlberg, Maria Deijfen & Svante Janson : Competing first passage percolation on random graphs with finite variance degrees

2017:23
Sören Christensen & Kristoffer Lindensjö : On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems

2017:22
Taras Bodnar, Solomiia Dmytriv, Nestor Parolya & Wolfgang Schmid : Tests for the weights of the global minimum variance portfolio in a high-dimensional setting

2017:21
David Bauder, Taras Bodnar, Nestor Parolya & Wolfgang Schmid : Bayesian mean-variance analysis: Optimal portfolio selection under parameter uncertainty

2017:20
David Bauder, Rostyslav Bodnar, Taras Bodnar & Wolfgang Schmid : Bayesian Estimation of the Efficient Frontier

2017:19
Maria Deijfen, Sebastian Rosengren & Pieter Trapman : The tail does not determine the size of the giant

2017:18
Dmitrii Silvestrov & Sergei Silvestrov : Asymptotic Expansions for Power-Exponential Moments of Hitting Times for Nonlinearly Perturbed Semi-Markov Processes

2017:17
Dmitrii Silvestrov : A Journey in the World of Stochastic Processes

2017:16
Kristoffer Spricer & Pieter Trapman : Characterizing the Initial Phase of Epidemic Growth on some Empirical Networks

2017:15
Taras Bodnar, Holger Dette & Nestor Parolya : Testing for Independence of Large Dimensional Vectors

2017:14
Ekaterina Fetisova, Anders Moberg and Gudrun Brattström : Towards a flexible statistical modelling by latent factors for evaluation of simulated responses to climate forcings: Part III

2017:13
Ekaterina Fetisova, Anders Moberg and Gudrun Brattström : Towards a flexible statistical modelling by latent factors for evaluation of simulated responses to climate forcings: Part II

2017:12
Ekaterina Fetisova, Gudrun Brattström, Anders Moberg, Rolf Sundberg : Towards a flexible statistical modelling by latent factors for evaluation of simulated responses to climate forcings: Part I

2017:11
Hampus Engsner, Kristoffer Lindensjö & Filip Lindskog : The value of a liability cash flow in discrete time subject to capital requirements

2017:10
Jóhanna Sigmundsdóttir & Mathias Lindholm : One-Year Non-Life Solvency II Risk Calculations for Point Process Micro Models: Methods and Applications

2017:9
André Neumann, Taras Bodnar & Thorsten Dickhaus : Estimating the Proportion of True Null Hypotheses under Copula Dependency

2017:8
Benjamin Allévius & Michael Höhle : An expectation-based space-time scan statistic for ZIP-distributed data

2017:7
Tom Britton, Maria Deijfen & Fabio Lopes : A spatial epidemic model with site contamination

2017:6
David Bauder, Taras Bodnar, Nestor Parolya & Wolfgan Schmid : Bayesian Inference of the Multi-Period Optimal Portfolio for an Exponential Utility

2017:5
Mathias Lindholm, Filip Lindskog & Felix Wahl : Valuation of non-life liabilities from claims triangles

2017:4
Taras Bodnar, Stepan Mazur, Edward Ngailo & Nestor Parolya : Discriminant analysis in small and large dimensions

2017:3
Sebastian Rosengren : A Multi-type Preferential Attachment Model

2017:2
Tom Britton & Désiré Ouédraogo : SEIRS epidemics in growing populations

2017:1
Taras Bodnar, Yarema Okhrin & Nestor Parolya : Optimal shrinkage-based portfolio selection in high dimensions

2016:22
Maria Deijfen & Robert Fitzner: Birds of a feather or opposites attract: effects in network modelling

2016:21
Kristoffer Lindensjö: Constructive martingale representation using Functional Itô Calculus: a local martingale extension

2016:20
Kristoffer Lindensjö: Time-inconsistent stochastic control: solving the extended HJB system is a necessary condition for regular equilibria

2016:19
Kristoffer Lindensjö: An Explicit Formula for Optimal Portfolios in Complete Wiener Driven Markets: a Functional Itô Calculus Approach

2016:18
Abid Ali Lashari & Pieter Trapman: Branching process approach for epidemics in dynamic partnership network

2016:17
Taras Bodnar, Stepan Mazur, Stanislas Muhinyuza & Nestor Parolya: On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension Vector

2016:16
Taras Bodnar, Ostap Okhrin & Nestor Parolya : Optimal Shrinkage Estimator for High-Dimensional Mean Vector

2016:15
Mathias Lindholm : A Note on the Connection Between Some Classical Mortality Laws and Proportional Frailty

2016:14
Hampus Engsner, Mathias Lindholm & Filip Lindskog : Insurance valuation: a computable multi-period cost-of-capital approach

2016:13
André Neumann, Taras Bodnar, Dietmar Pfeifer & Thorsten Dickhaus : Statistical Properties of Bernstein Copulae with Applications in Multiple Testing

2016:12
Rolf Sundberg : A note on “shaved dice” inference

2016:11
Federica Giardina, Ethan Obie Romero-Severson, Jan Albert, Tom Britton & Thomas Leitner : Inference of transmission network structure from HIV phylogenetic trees

2016:10
Ying Pang : Factor-Augmented Modeling and Forecasting: regional animal abundance and dynamics

2016:9
Sebastian Rosengren & Pieter Trapman : A Dynamic Erdös-Rényi Graph Model

2016:8
Ying Pang : Extended Factor-Augmented Vector Autoregression: macroeconomic forecasting with the Lasso

2016:7
Maria Deijfen, Alexander E. Holroyd & James B. Martin : Friendly frogs, stable marriage, and the magic of invariance

2016:6
Dmitrii Silvestrov, Mikael Petersson & Ola Hössjer : Nonlinearly Perturbed Birth-Death-Type Models

2016:5
Jens Malmros & Luis E.C. Rocha : Multiple seed structure and disconnected networks in respondent-driven sampling

2016:4
Dmitrii Silvestrov : Necessary and Sufficient Conditions for Convergence of First-Rare-Event Times for Perturbed Semi-Markov Processes

2016:3
Taras Bodnar, Stepan Mazur & Nestor Parolya : Central Limit Theorems for Functionals of Large Dimensional Sample Covariance Matrix and Mean Vector in Matrix-Variate Skewed Model

2016:2
Andreas Lagerås & Mathias Lindholm : Issues with the Smith-Wilson method

2016:1
Dmitrii Silvestrov & Raimondo Manca : Reward Algorithms for Exponential Moments of Hitting Times for Semi-Markov Processes

2015:18
Tom Britton, David Juher & Joan Saldaña: A network epidemic model with preventive rewiring: comparative analysis of the initial phase

2015:17
Taras Bodnar, Nestor Parolya & Wolfgang Schmid: Estimation of the Global Minimum Variance Portfolio in High Dimensions

2015:16
Dmitrii Silvestrov & Raimondo Manca: Reward Algorithms for Semi-Markov Processes

2015:15
Taras Bodnar, Stepan Mazur & Krzysztof Podgórski: A Linear Test for the Global Minimum Variance Portfolio for Small Sample and Singular Covariance

2015:14
Taras Bodnar & Nestor Markus Reiß: Exact and Asymptotic Tests on a Factor Model in Low and Large Dimensions with Applications

2015:13
Taras Bodnar, Holger Dette & Nestor Parolya: Spectral Analysis of the Moore-Penrose Inverse of a Large Dimensional Sample Covariance Matrix

2015:12
Mikael Petersson: Asymptotic Expansions for Quasi-Stationary Distributions of Perturbed Discrete Time Semi-Markov Processes

2015:11
Esbjörn Ohlsson: Using separate exposure for IBNYR and IBNER in the Chain Ladder method

2015:10
Frank Ball, Tom Britton & Pieter Trapman: An epidemic in a dynamic population with importation of infectives

2015:9
Dmitrii Silvestrov & Sergei Silvestrov: Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes

2015:8
Taras Bodnar, Stepan Mazur & Krzysztof Podgórski: Singular Inverse Wishart Distribution with Application to Portfolio Theory

2015:7
Taras Bodnar, Stepan Mazur & Yarema Okhrin: Bayesian Estimation of the Global Minimum Variance Portfolio

2015:6
Kristoffer Spricer & Tom Britton: The Configuration Model for Partially Directed Graphs

2015:5
Åke Svensson: The influence of assumptions on generation time distributions in epidemic models

2015:4
Taras Bodna & Taras Zabolotskyy: How Risky is the Optimal Portfolio Which Maximizes the Sharpe Ratio?

2015:3
Taras Bodnar, Yarema Okhrin, Valdemar Vitlinskyy & Taras Zabolotskyy: Determination and Estimation of Risk Aversion Coefficients

2015:2
Mikael Petersson: Quasi-Stationary Asymptotics for Perturbed Semi-Markov Processes in Discrete Time

2015:1
Taras Bodnar, Arjun K. Gupta & Nestor Parolya: Direct Shrinkage Estimation of Large Dimensional Precision Matrix