Department of Mathematical Sciences

 

 
  1. Published

    Optimal multivariate financial decision making

    Bernard, C., De Gennaro Aquino, Luca & Vanduffel, S., 2023, In: European Journal of Operational Research. 307, 1, p. 468-483

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    Optimal prediction of the ultimate maximum of Brownian motion

    Pedersen, Jesper Lund, 2003, In: Stochastics: An International Journal of Probability and Stochastic Processes . 75, 4, p. 205-219

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Optimal proportional reinsurance policies in a dynamic setting

    Schmidli, H., 2001, In: Scandinavian Actuarial Journal. 1, p. 55-68

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Optimal quantum state discrimination via nested binary measurements

    Rosati, M., De Palma, G., Mari, A. & Giovannetti, V., 6 Apr 2017, In: Physical Review A. 95, 4, 10 p., 042307.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. E-pub ahead of print

    Optimal reinsurance design under solvency constraints

    Avanzi, B., Lau, H. & Steffensen, Mogens, 2024, (E-pub ahead of print) In: Scandinavian Actuarial Journal. 34 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Optimal reinsurance structures.

    Hesselager, O., 1990, København: Kbh.Univ., 20 p.

    Research output: Working paperResearch

  7. Published

    Optimal risk control and dividend distribution policies. Example of Excess-Of-Loss reinsurance

    Taksar, M. I., Asmussen, S. & Højgaard, B., 2000, In: Finance and Stochastics. 4, p. 299-324

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Optimal stopping problems for time-homogeneous diffusions: a review

    Pedersen, Jesper Lund, 2005, Recent Advances in Applied Probability. Springer, p. 427-454

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  9. 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 journalJournal articleResearchpeer-review

  10. Published

    Optimality and small ¿-optimality of martingale estimating functions

    Jacobsen, Martin, 2002, In: Bernoulli. 8, 5, p. 643-668

    Research output: Contribution to journalJournal articleResearchpeer-review