Department of Mathematical Sciences

 

 
  1. Published

    Optima: A Model for HIV Epidemic Analysis, Program Prioritization, and Resource Optimization.

    Kerr, C. C., Stuart, R. M., Gray, R. T., Shattock, A. J., Fraser-Hurt, N., Benedikt, C., Haacker, M., Berdnikov, M., Mahmood, A. M., Jaber, S. A., Gorgens, M. & Wilson, D. P., 2015, In: Journal of Acquired Immune Deficiency Syndromes. 69, 3, p. 365-376

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    Optima TB: A tool to help optimally allocate tuberculosis spending

    Goscé, L., Abou Jaoude, G. J., Kedziora, D. J., Benedikt, C., Hussain, A., Jarvis, S., Skrahina, A., Klimuk, D., Hurevich, H., Zhao, F., Fraser-Hurt, N., Cheikh, N., Gorgens, M., Wilson, D. J., Abeysuriya, R., Martin-Hughes, R., Kelly, S. L., Roberts, A., Stuart, R. M., Palmer, T. & 6 others, Panovska-Griffiths, J., Kerr, C. C., Wilson, D. P., Haghparast-Bidgoli, H., Skordis, J. & Abubakar, I., 2021, In: PLOS Computational Biology. 17, 9, 24 p., e1009255.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Optima nutrition: an allocative efficiency tool to reduce childhood stunting by better targeting of nutrition-related interventions

    Pearson, R., Killedar, M., Petravic, J., Kakietek, J. J., Scott, N., Grantham, K. L., Stuart, R. M., Kedziora, D. J., Kerr, C. C., Skordis-Worrall, J., Shekhar, M. & Wilson, D. P., 20 Mar 2018, In: BMC Public Health. 18, p. 1-12 384.

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Optimal Bonus Strategies in Life Insurance: The Markov Chain Interest Rate Case

    Nielsen, P. H., 2003, Københavns Universitet, p. 1-22.

    Research output: Working paper

  5. Published

    Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach

    Steffensen, Mogens & Kraft, H., 2008, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 28, 1, p. 231-257 26 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach.

    Kraft, H. & Steffensen, Mogens, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-21.

    Research output: Working paper

  7. Published

    Optimal Consumption and Investment under Time-Varying Relative Risk Aversion

    Steffensen, Mogens, 2011, In: Journal of Economic Dynamics and Control. 35, 5, p. 659-667

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks

    Zhang, Y., 2023, In: Optimization. 72, 12, p. 2951 - 2988

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Optimal Design for Estimation in Diffusion Processes from First Hitting Times

    Iolov, A., Ditlevsen, Susanne & Longtin, A., 1 Jan 2017, In: SIAM-ASA Journal on Uncertainty Quantification. 5, 1, p. 88-110 23 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes

    Bai, L. & Paulsen, Jostein, 2010, In: SIAM Journal of Control and Optimization. 48, 8, p. 4987-5008 22 p.

    Research output: Contribution to journalJournal articleResearchpeer-review