Department of Mathematical Sciences

 

 
  1. 2006
  2. 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 journalJournal articleResearchpeer-review

  3. Published

    Surplus-linked Life insurance

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

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. 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 paperResearch

  5. 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 proceedingArticle in proceedingsResearchpeer-review

  6. 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 journalJournal articleResearchpeer-review

  7. Published

    Factorization and escorting in the game-theoretical approach to non-extensive entropy measures

    Topsøe, Flemming, 2006, In: Physica A: Statistical Mechanics and its Applications. 365, p. 91-95 5 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Nash Equilibrium in a game of calibration

    Topsøe, Flemming, Glonti, O., Harremöes, P. & Khechinashvili, Z., 2006, In: Theory of Probability and Its Applications. 51, p. 537-551

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Orbit equivalence and actions of F

    Törnquist, Asger Dag, 1 Mar 2006, In: Journal of Symbolic Logic. 71, 1, p. 265-282 18 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. 2005
  11. Published

    Efficiency Evaluation with Convex Pairs

    Agrell, P. J., Bogetoft, P., Brock, M. A. & Tind, J., 2005, In: Advanced Modeling and Optimization. 7, 2, p. 211-237

    Research output: Contribution to journalJournal articleResearchpeer-review

  12. Published

    Representations of first hitting time density of an Ornstein-Uhlenbeck Process

    Alili, L., Patie, P. & Pedersen, Jesper Lund, 2005, In: Stochastic Models. 21, 4, p. 967-980

    Research output: Contribution to journalJournal articleResearchpeer-review