Department of Mathematical Sciences

 

 
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  1. Published

    Optimal Smooth Consumption and Annuity Design

    Bruhn, K. & Steffensen, Mogens, 2013, In: Journal of Banking & Finance. 37, 8, p. 2693-2701

    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

    Optimal allocation of HIV resources among geographical regions

    Kedziora, D. J., Stuart, R. M., Pearson, J., Latypov, A., Dierst-Davies, R., Duda, M., Avaliani, N., Wilson, D. P. & Kerr, C. C., 2019, In: B M C Public Health. 19, 1509 .

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

  4. Published

    Optimal and non-optimal lattices for non-completely monotone interaction potentials

    Bétermin, L. & Petrache, M., 2019, In: Analysis and Mathematical Physics. 9, 4, p. 2033–2073

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

  5. Published

    Optimal charging and repositioning of electric vehicles in a free-floating carsharing system

    Folkestad, C. A., Hansen, N., Fagerholt, K., Andersson, H. & Pantuso, Giovanni, 2020, In: Computers and Operations Research. 113, 18 p., 104771.

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

  6. Published

    Optimal charging of electric drive vehicles: a dynamic programming approach. Grid integration of electric vehicles in open electricity markets

    Delikaraoglou, S., Capion, K. E., Juul, N. & Boomsma, Trine Krogh, 2013, Grid Integration of Electric Vehicles in Open Electricity Markets. Qiuwei Wu (ed.). Oxford: Wiley, p. 113-128

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

  7. Published

    Optimal consumption, investment and life insurance with surrender option guarantee

    Kronborg, M. T. & Steffensen, Mogens, 2 Jan 2015, In: Scandinavian Actuarial Journal. 2015, 1, p. 59-87

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

  8. Published

    Optimal consumption, investment, and insurance under state-dependent risk aversion

    Steffensen, Mogens & Søe, Julie Bjørner, 2023, In: ASTIN Bulletin. 53, 1, p. 104-128 25 p.

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

  9. Published

    Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems

    Kryger, E., Nordfang, M. B. & Steffensen, Mogens, 1 Jun 2020, In: Mathematical Methods of Operations Research. 91, 3, p. 405-438

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

  10. Published

    Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints

    Bai, L., Hunting, M. & Paulsen, Jostein, 2012, In: Finance and Stochastics. 16, 3, p. 477-511 35 p.

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

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