Department of Mathematical Sciences

 

 
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  1. Published

    Reserves and cash flows under stochastic retirement

    Gad, K. S. T. & Nielsen, J. W., 2016, In: Scandinavian Actuarial Journal. 10, p. 876–90

    Research output: Contribution to journal › Journal article › Research › peer-review

  2. Published

    Optimal Stopping and Policyholder Behaviour in Life Insurance

    Gad, K. S. T., 2015, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 142 p.

    Research output: Book/Report › Ph.D. thesis › Research

  3. Published

    Variance optimal stopping for geometric Levy processes

    Gad, K. S. T. & Pedersen, Jesper Lund, 2015, In: Advances in Applied Probability. 47, 1, p. 128-145

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Published

    Optimal variance stopping with linear diffusions

    Gad, K. S. T. & Matomäki, P., 2020, In: Stochastic Processes and Their Applications. 130, 4, p. 2349-2383

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    Rationality Parameter for Exercising American Put

    Gad, K. S. T. & Pedersen, Jesper Lund, Jun 2015, In: Risks. 3, 2, p. 103-111

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. Published

    Reserve-dependent surrender rates

    Gad, K. S. T., Juhl, J. & Steffensen, Mogens, Dec 2015, In: European Actuarial Journal. 5, 2, p. 283-308

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. Published

    Ergodic actions and spectral triples

    Gabriel, O. & Grensing, M., Jan 2016, In: Journal of Operator Theory. 76, 2, p. 307-334

    Research output: Contribution to journal › Journal article › Research › peer-review

  8. Published

    Fixed point algebras for easy quantum groups

    Gabriel, O. & Weber, M., 2016, In: Symmetry, Integrability and Geometry: Methods and Applications. 12, 21 p., 097.

    Research output: Contribution to journal › Journal article › Research › peer-review

  9. Published

    Graph C*-Algebras with a T1 Primitive Ideal Space

    Gabe, J. '., 2013, Operator Algebra and Dynamics: Nordforsk Network Closing Conference, Faroe Islands, May 2012. Clausen, T. M., Eilers, S., Restorff, G. & Silvestrov, S. (eds.). Springer, p. 141-156 (Springer Proceedings in Mathematics & Statistics , Vol. 58).

    Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

  10. Published

    A note on nonunital absorbing extensions

    Gabe, J. '., Oct 2016, In: Pacific Journal of Mathematics. 284, 2, p. 383-393

    Research output: Contribution to journal › Journal article › Research › peer-review

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