Department of Mathematical Sciences

 

 
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  1. 2024
  2. Published

    Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility

    Zhang, Y., 2024, In: Methodology and Computing in Applied Probability. 26, 1, p. 1-47 7.

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

  3. Published

    On Smoothing and Habit Formation of Variable Life Annuity Benefits

    Steffensen, Mogens & Vikkelsøe, S. H., 2024, In: Journal of Risk and Financial Management. 17, 2, 27 p., 75.

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

  4. Published

    On non-surjective word maps on PSL 2(Fq)

    Biswas, A. & Saha, J. P., 2024, In: Archiv der Mathematik. 122, p. 1-11 11 p.

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

  5. Published

    On the Northcott property for special values of L-functions

    Pazuki, Fabien & Pengo, R., 2024, In: Revista Matematica Iberoamericana. 40, 1, p. 1-42

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

  6. Published

    On the realization space of the cube

    Adiprasito, Karim Alexander, Kalmanovich, D. & Nevo, E., 2024, In: Journal of the European Mathematical Society. 26, 1, p. 261-273 13 p.

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

  7. 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 journal › Journal article › Research › peer-review

  8. Published

    Order dispatching and vacant vehicles rebalancing for the first-mile ride-sharing problem

    Ye, J., Pantuso, Giovanni & Pisinger, D., 2024, In: EURO Journal on Transportation and Logistics. 13, 19 p., 100132.

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

  9. Published

    Orthogonality of measures and states

    Mejak, Severin, 2024, In: Fundamenta Mathematicae. 264, 3, p. 283-308

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

  10. Published

    Partial Degeneration of Tensors

    Christandl, Matthias, Gesmundo, F., Lysikov, V. & Steffan, Vincent, 2024, In: SIAM Journal on Matrix Analysis and Applications. 45, 1, p. 771-800

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

  11. E-pub ahead of print

    Penalisation Methods in Fitting High‐Dimensional Cointegrated Vector Autoregressive Models: A Review

    Levakova, M. & Ditlevsen, Susanne, 2024, (E-pub ahead of print) In: International Statistical Review. 34 p.

    Research output: Contribution to journal › Review › Research › peer-review

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