Department of Mathematical Sciences

 

 
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  1. 2006
  2. Published

    Upper Bounds to the Ground State Energies of the One- and Two-Component Charges Bose Gases

    Solovej, Jan Philip, 2006, In: Communications in Mathematical Physics. 266, 3, p. 797-818

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

  3. Published

    A Two-Account Model of Pension Saving Contracts.

    Steffensen, Mogens & Waldstrøm, S., 2006, Laboratory of Actuarial Mathematics / Copenhagen University, p. 1-16.

    Research output: Working paper › Research

  4. Published

    An ABC of Portfolio Choice: Asset Allocation with Bankruptcy and Contagion

    Steffensen, Mogens & Kraft, H., 2006.

    Research output: Working paper › Research

  5. Published

    Bankruptcy, Counterparty Risk, and Contagion

    Steffensen, Mogens & Kraft, H., 2006.

    Research output: Working paper › Research

  6. Published

    Portfolio Problems Stopping at First Hitting Time with Applications to Default Risk.

    Steffensen, Mogens & Kraft, H., 2006, In: Mathematical Methods of Operations Research. 63, 1, p. 123-150

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

  7. Published

    Quadratic Optimization of Life Insurance Payment Streams

    Steffensen, Mogens, 2006, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 36, 1, p. 246-267

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

  8. Published

    Surplus-linked Life insurance

    Steffensen, Mogens, 2006, In: Scandinavian Actuarial Journal. 1, p. 1-22

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

  9. Published

    On the Size Distribution of Sand

    Sørensen, Michael, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-11.

    Research output: Working paper › Research

  10. Published

    Between Truth and Description

    Topsøe, Flemming, 2006, Proceedings Prague Stochastics 2006 . MatfyzPress, p. 45-54 9 p.

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

  11. Published

    Entropy Lower Bounds Related to a Problem of Universal Coding and Prediction

    Topsøe, Flemming, 2006, In: Journal of Inequalities in Pure and Applied Mathematics. 7, p. 14

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

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