Department of Mathematical Sciences

 

 
  1. 2023
  2. Published

    Matrix methods in multi-state life insurance

    Ahmad, Jamaal, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/ReportPh.D. thesisResearch

  3. Published

    Phase-type representations of stochastic interest rates with applications to life insurance

    Ahmad, Jamaal & Bladt, Mogens, 2023, In: European Actuarial Journal. 13, p. 571–606

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Continuous scaled phase-type distributions

    Albrecher, H., Bladt, Martin Rainer, Bladt, Mogens & Yslas, J., 2023, In: Stochastic Models. 39, 2, p. 293-322

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    MILP Sensitivity Analysis for the Objective Function Coefficients

    Andersen, K. A., Boomsma, Trine Krogh & Nielsen, L. R., 2023, In: INFORMS Journal on Optimization. 5, 1, p. 92-109 32 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    HIGHER GENERATION BY ABELIAN SUBGROUPS IN LIE GROUPS

    Antolín-Camarena, O., Gritschacher, S. & Villarreal, B., 2023, In: Transformation Groups. 28, 4, p. 1375–1390 16 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Conjugacy of local homeomorphisms via groupoids and C*-algebras

    Armstrong, B., Brix, K. A., Carlsen, T. M. & Eilers, Søren, 2023, In: Ergodic Theory and Dynamical Systems. 43, 8, p. 2516–2537 22 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Moduli of algebraic hypersurfaces via homotopy principles

    Aumonier, A., 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 137 p.

    Research output: Book/ReportPh.D. thesisResearch

  9. Published

    Stable dividends under linear-quadratic optimisation

    Avanzi, B., Falden, Debbie Kusch & Steffensen, Mogens, 2023, In: Quantitative Finance. 23, 9, p. 1199-1215 17 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Equipartition of a Segment

    Avvakumov, S. & Karasev, R., 2023, In: Mathematics of Operations Research. 48, 1, p. 194-202 9 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    TERM RATES, MULTICURVE TERM STRUCTURES AND OVERNIGHT RATE BENCHMARKS: A ROLL–OVER RISK APPROACH

    Backwell, A., Macrina, A., Schlögl, E. & Skovmand, David Glavind, 2023, In: Frontiers of Mathematical Finance. 2, 3, p. 340-384 45 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

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