Department of Mathematical Sciences

 

 
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  1. Published

    Diffusion Processes

    Sørensen, Michael, 2004, Encyclopedia of Actuarial Science. Wiley, Vol. 1. p. 523-527

    Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research

  2. Published

     Maximum likelihood estimation for integrated diffusion processes

    Sørensen, Michael & Baltazar-Larios, F., 2010, Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen. Chiarella, C. & Novikov, A. (eds.). Springer Science+Business Media, p. 407-423

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

  3. Published

    The vertical variation of particle speed and flux density inaeolian saltation: measurement and modeling

    Sørensen, Michael & Rasmussen, K. R., 2008, In: Journal of Geophysical Research - Oceans. 113

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

  4. Published

    Exponential Families of Stochastic Processes

    Sørensen, Michael & Küchler, U., 1997, New York: Springer. 322 p.

    Research output: Book/Report › Book › Research › peer-review

  5. Published

    Estimating functions for discretely sampled diffusion-type models

    Sørensen, Michael, Jacobsen, Martin & Bibby, B. M., 2010, Handbook of Financial Econometrics. Ait-Sahalia, Y. & Hansen, L. P. (eds.). Oxford: North-Holland, Vol. 1. p. 203 - 268

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

  6. Published

    On comparison of stopping times in sequential procedures for exponential families of stochastic processes.

    Sørensen, Michael, 1998, In: Scandinavian Journal of Statistics. 25, 2, p. 331-343

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

  7. Published

    On asymptotics of estimating functions

    Sørensen, Michael, 1999, In: Brazilian Journal of Probability and Statistics. 13, p. 111-136

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

  8. Published

    On the rate of aeolian sand transport

    Sørensen, Michael, 2004, In: Geomorphology. 59, 1, p. 53-62

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

  9. Published

    Contribution to the discussion of the paper "Local model uncertainty and incompletedata bias" by John Copas and Shinto Educhi

    Sørensen, Michael, 2005, In: Journal of The Royal Statistical Society Series B-statistical Methodology. 67, p. 500-501

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

  10. Published

    Diffusion models for exchange rates in a target zone

    Sørensen, Michael & Larsen, K. S., 2007, In: Mathematical Finance. 17, p. 285 - 306

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

  11. Published

    Simulation of diffusion bridges and estimation for stochastic differential equatio

    Sørensen, Michael, 2021, Statistics of Stochastic Differential Equations on Manifolds and Stratified Spaces (hybrid meeting). Mathematisches Forschungsinstitut Oberwolfach, p. 8-9 (Oberwolfach Reports; No. 48, Vol. 2021).

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

  12. Published

     A simple estimator for discrete-time samples from affine stochastic delay differential equations

    Sørensen, Michael, 2010, In: Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems. 13, p. 125-132 8 p.

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

  13. Published

    Parametric inference for discretely sampled stochastic differential equations

    Sørensen, Michael, 2009, Handbook of Financial Time Series. Andersen, T. G., Davis, R. A., Kreiss, J-P. & Mikosch, T. (eds.). Heidelberg: Springer, p. 531 - 553 23 p.

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

  14. Published

    Martingale estimating functions for discretely observed stochastic differential equation models

    Sørensen, Michael, 2004, International Minicourse-Workshop. Interplay between (C0)-semigroups and PDEs theory and applications. Rom: Aracne editrice, p. 213-236

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

  15. Published

    Estimating functions for discretely observed diffusions: A review.

    Sørensen, Michael, 1997, Selected Proceedings of the Symposium on Estimating Functions. IMS Lecture Notes - Monograph Series. Basawa, I. W., Godambe, V. P. & Taylor, R. L. (eds.). Hayward, California: Institute of Mathematical Statistics, Vol. 32. p. 305-325

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

  16. Published

    En Introduktion til Sandsynlighedsregning.

    Sørensen, Michael, 2003, 4. ed. Københavns Universitet: Universitetsbogladen. 287 p.

    Research output: Book/Report › Book › Education

  17. Published

    Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics

    Sørensen, Michael, 2005, In: Statistical Science. 20, p. 344-346

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

  18. Published

    On the Size Distribution of Sand

    Sørensen, Michael, 2016, The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen. Podolskij, M., Stelzer, R., Thorbjørnsen, S. & Veraart, A. E. D. (eds.). Springer Science+Business Media, p. 1-13

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

  19. Published

    Prediction-based estimating functions: Review and new developments

    Sørensen, Michael, 2011, In: Brazilian Journal of Probability and Statistics. 25, 3, p. 362-391

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

  20. Published

     Estimation for stochastic differential equations with a small diffusion coefficient

    Sørensen, Michael & Gloter, A., 2009, In: Stochastic Processes and Their Applications. 119, p. 679 - 699 21 p.

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

  21. Published

     Efficient estimation of transition rates between credit ratings from observations at discrete time points

    Sørensen, Michael & Bladt, M., 2009, In: Quantitative Finance. 9, p. 147 - 160 14 p.

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

  22. Published

    On the rate of aeolian sand transport

    Sørensen, Michael, 2001, Actes du 2eme Atelier International. Formation et Migration des Dunes. Moctar, A. O. E. (ed.). <Forlag uden navn>, p. 56-60

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

  23. Published

    Statistical Methods for Stochastic Differential Equations

    Sørensen, Michael (ed.), Kessler, M. (ed.) & Lindner, A. (ed.), 2012, CRC Press. 507 p. (Monographs on Statistics and Applied Probability, Vol. 124).

    Research output: Book/Report › Anthology › Research › peer-review

  24. Published

    Prediction-based estimating functions

    Sørensen, Michael, 2000, In: Econometrics Journal. 3, p. 123-147

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

  25. Published

    Small-diffusion asymptotics for discretely sampled stochastic differential equations

    Sørensen, Michael & Uchida, M., 2003, In: Bernoulli. 9 (6), p. 1051 - 1069

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

  26. Published

    Stratification for smoking in case-cohort studies of genetic polymorphisms and lung cancer

    Sørensen, M., López, A. G., Andersen, Per Kragh, Vogel, U., Autrup, H., Tjønneland, A., Overvad, K. & Raaschou-Nielsen, O., 2009, In: Lung Cancer. 63, 3, p. 335-40 5 p.

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

  27. Published

    Quantification of symmetry for functional data with application to equine lameness classification

    Sørensen, Helle, Tolver, Anders, Thomsen, M. H. & Andersen, P. H., 2012, In: Journal of Applied Statistics. 39, 2, p. 337-360 24 p.

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

  28. Published

    Discretely Observed Diffusions: Approximation of the Continuous-time Score Function

    Sørensen, H., 2001, In: Scandinavian Journal of Statistics. 28, p. 113-121

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

  29. Published

    Independence, successive and conditional likelihood for time series of counts

    Sørensen, Helle, 2019, In: Journal of Statistical Planning and Inference. 200, p. 20-31

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

  30. Published

    Erfaringer med eksperimenter der genererer data til brug i undervisningen

    Sørensen, Helle, 2019, Symposium i Anvendt Statistik 2019. Linde, P. (ed.). Økonomisk Institut, Københavns Universitet og Det Nationale Forskningscenter for Arbejdsmiljø, p. 224-235

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

  31. Published

    A random effects model for binary mixture toxicity experiments

    Sørensen, Helle, Cedergreen, Nina & Streibig, Jens Carl, 2010, In: Journal of Agricultural, Biological, and Environmental Statistics. 15, 4, p. 562-577 16 p.

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

  32. Published

    Discussion of “Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan” by P. Secchi, S. Vantini, and V. Vitelli

    Sørensen, Helle, Markussen, Bo & Tolver, Anders, 2015, In: Statistical Methods and Applications. 24, 2, p. 321-324

    Research output: Contribution to journal › Comment/debate › Research › peer-review

  33. Published

    Diffusion-Type Models with Given Marginal Distribution and Autocorrelation Function / Introduction

    Sørensen, Helle, 2017, Inference, Asymptotics, and Applications: Selected Papers of Ib Michael Skovgaard, with Introductions by his Colleagues. Reid, N. & Martinussen, T. (eds.). World Scientific, p. 263-269

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

  34. Published

    An introduction with medical applications to functional data analysis

    Sørensen, Helle, Goldsmith, J. & Sangalli, L. M., 2013, In: Statistics in Medicine. 32, 30, p. 5222-5240 19 p.

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

  35. Published

    Semiprojectivity and the geometry of graph C*-algebras

    Sørensen, A. P. W., 2012, Faculty of Science, University of Copenhagen.

    Research output: Book/Report › Ph.D. thesis › Research

  36. Published

    Geometric classification of simple graph algebras

    Sørensen, A. P. W., 2013, In: Ergodic Theory and Dynamical Systems. 33, 4, p. 1199-1220

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

  37. Published

    On a Counterexample to a Conjecture by Blackadar

    Sørensen, A. P. W., 2013, Operator Algebra and Dynamics: Nordforsk Network Closing Conference, Faroe Islands, May 2012. Clausen, T. M., Eilers, S., Restorff, G. & Silvestrov, S. (eds.). Springer, p. 295-303 (Springer Proceedings in Mathematics & Statistics , Vol. 58).

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

  38. Published

    A characterization of semiprojectivity for commutative C*-algebras

    Sørensen, A. P. W. & Theil, H., 2012, In: Proceedings of the London Mathematical Society. 105, 5, p. 1021-1046

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

  39. Published

    Mood-stabilizing pharmacological treatment in bipolar disorders and risk of suicide

    Søndergaard, Lars, Lopez, A. G., Andersen, Per Kragh & Kessing, L. V., 2008, In: Bipolar Disorders. 10, 1, p. 87-94 7 p.

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

  40. Published

    Modelling the sound production of narwhals using a point process framework with memory effects

    Søltoft-Jensen, A., Heide-Jørgensen, M. P. & Ditlevsen, Susanne, 2020, In: Annals of Applied Statistics. 14, 4, p. 2037-2052

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

  41. Published

    On the distribution of angles between the N shortest vectors in a random lattice

    Södergren, C. A., 2011, In: Journal of the London Mathematical Society. 84, 3, p. 749-764

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

  42. Published

    On the value distribution and moments of the Epstein zeta function to the right of the critical strip

    Södergren, C. A., 2011, In: Journal of Number Theory. 131, 7, p. 1176-1208

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

  43. Published

    On the Poisson distribution of lengths of lattice vectors in a random lattice

    Södergren, C. A., 2011, In: Mathematische Zeitschrift. 269, 3-4, p. 945-954

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

  44. Published

    Nonnegative linear elimination for chemical reaction networks

    Sáez, M., Wiuf, Carsten & Feliu, Elisenda, 2019, In: SIAM Journal on Applied Mathematics. 79, 6, p. 2434-2455

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

  45. Published

    Linear elimination in chemical reaction networks

    Sáez, M., Feliu, Elisenda & Wiuf, Carsten, 2019, Recent Advances in Differential Equations and Applications. Guirao, J. L. G., Hernández, J. A. M. & Esparza, F. P. (eds.). Springer, p. 177-193 17 p. (SEMA SIMAI Springer Series, Vol. 18).

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

  46. Published

    Twisted homological stability for extensions and automorphism groups of free nilpotent groups

    Szymik, M., 2014, In: Journal of K-Theory. 14, 1, p. 185-201

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

  47. Published

    The homology of the Higman–Thompson groups

    Szymik, M. & Wahl, Nathalie, 2019, In: Inventiones Mathematicae. 216, 2, p. 445–518

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

  48. Published

    Homotopies and the Universal Fixed Point Property

    Szymik, M., 2015, In: Order: A Journal on the Theory of Ordered Sets and its Applications. 32, 3, p. 301-311 11 p.

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

  49. Published

    Rokhlin dimension for actions of residually finite groups

    Szabó, G., Wu, J. & Zacharias, J., 2019, In: Ergodic Theory and Dynamical Systems. 39, 8, p. 2248-2304 57 p.

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

  50. Published

    Equivariant Kirchberg-Phillips-Type Absorption for Amenable Group Actions

    Szabo, G., 2018, In: Communications in Mathematical Physics. 361, 3, p. 1115-1154

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

  51. Published

    Cost and cost-effectiveness analysis of pre-exposure prophylaxis among men who have sex with men in two hospitals in Thailand

    Suraratdecha, C., Stuart, R. M., Manopaiboon, C., Green, D., Lertpiriyasuwat, C., Wilson, D. P., Pavaputanon, P., Visavakum, P., Monkongdee, P., Khawcharoenporn, T., Tharee, P., Kittinunvorakoon, C. & Martin, M., 2018, In: Journal of the International AIDS Society. 21, S5, p. 40-46 e25129.

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

  52. Published

    Costs of providing HIV care and optimal allocation of HIV resources in Guyana

    Suraratdecha, C., Stuart, R. M., Edwards, M., Moore, R., Liu, N., Wilson, D. P., Albalak, R. & Lu, K. (ed.), 2020, In: PLoS ONE. 15, 10, 19 p., e0238499.

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

  53. Published

    Categorification of Smith Theory

    Subramanian, V., 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 101 p.

    Research output: Book/Report › Ph.D. thesis › Research

  54. Published

    A robustness test for estimating total effects with covariate adjustment

    Su, Zehao & Henckel, Leonard, 2022, Proceedings of the Thirty-Eighth Conference on Uncertainty in Artificial Intelligence. 1 ed. PMLR, p. 1886-1895 (Proceedings of Machine Learning Research, Vol. 180).

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

  55. Published

    High-Dimensional Cointegration and Kuramoto Inspired Systems

    Stærk-Østergaard, J., Rahbek, Anders & Ditlevsen, Susanne, 2024, In: SIAM Journal on Applied Dynamical Systems. 23, 1, p. 236-255 20 p.

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

  56. Published

    Optimizing vessel fleet size and mix to support maintenance operations at offshore wind farms

    Stålhane, M., Halvorsen-Weare, E. E., Nonås, L. M. & Pantuso, Giovanni, 1 Jan 2019, In: European Journal of Operational Research. 276, 2, p. 495-509

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

  57. Published

    Estimating the size of the human interactome

    Stumpf, M. P. H., Thorne, T., De Silva, E., Stewart, R., Hyeong, J. A., Lappe, M. & Wiuf, Carsten, 13 May 2008, In: Proceedings of the National Academy of Sciences of the United States of America. 105, 19, p. 6959-6964 6 p.

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

  58. Published

    Metastable sets in open dynamical systems and substochastic Markov chains

    Stuart, R. M., 2015, In: Bulletin of the Australian Mathematical Society. 92, 2, p. 344–345

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

  59. Published

    Diabetes care cascade in Ukraine: An analysis of breakpoints and opportunities for improved diabetes outcomes

    Stuart, R. M., Khan, O., Abeysuriya, R., Kryvchun, T., Lysak, V., Bredikhina, A., Durdykulyieva, N., Mykhailets, V., Kaidashova, E., Doroshenko, O., Shubber, Z., Wilson, D., Zhao, F. & Fraser-Hurt, N., 2020, In: BMC Health Services Research. 20, 1, 9 p., 409.

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

  60. Published

    The funding landscape for HIV in Asia and the Pacific.

    Stuart, R. M., Lief, E., Donald, B., Wilson, D. & Wilson, D. P., 2015, In: International AIDS Society. Journal. 19, 20004.

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

  61. Published

    The influence of constraints on the efficient allocation of resources for HIV prevention

    Stuart, R. M., Kelly, S. L., Kerr, C. C., Martin-Hughes, R. & Wilson, D. P., 2019, In: AIDS. 33, 12, p. 1949-1950 2 p.

    Research output: Contribution to journal › Comment/debate › Research › peer-review

  62. Published

    Role of masks, testing and contact tracing in preventing COVID-19 resurgences: A case study from New South Wales, Australia

    Stuart, R. M., Abeysuriya, R. G., Kerr, C. C., Mistry, D., Klein, D. J., Gray, R. T., Hellard, M. & Scott, N., 2021, In: BMJ Open. 11, 4, 10 p., e045941.

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

  63. Published

    Potential health gains in West and Central Africa through savings from lower cost HIV treatment

    Stuart, R. M., Kelly, S. L., Martin-Hughes, R. & Wilson, D. P., 2020, In: AIDS. 34, 3, p. 439-446

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

  64. Published

    How to do (or not to do)… health resource allocations using constrained mathematical optimization

    Stuart, R. M., Fraser-Hurt, N., Shubber, Z., Vu, L., Cheik, N., Kerr, C. C. & Wilson, D. P., 2023, In: Health Policy and Planning. 38, 1, p. 122-128

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

  65. Published

    How should HIV resources be allocated? Lessons learnt from applying Optima HIV in 23 countries

    Stuart, R. M., Grobicki, L., Haghparast-Bidgoli, H., Panovska-Griffiths, J., Skordis, J., Keiser, O., Estill, J., Baranczuk, Z., Kelly, S. L., Reporter, I., Kedziora, D. J., Shattock, A. J., Petravic, J., Hussain, S. A., Grantham, K. L., Gray, R. T., Yap, X. F., Martin-Hughes, R., Benedikt, C. J., Fraser-Hurt, N. & 8 others, Masaki, E., Wilson, D. J., Gorgens, M., Mziray, E., Cheikh, N., Shubber, Z., Kerr, C. C. & Wilson, D. P., 13 Apr 2018, In: Journal of the International AIDS Society. 21, 4, p. 1-12 e25097.

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

  66. Published

    Applying the 'no-one worse off' criterion to design Pareto efficient HIV responses in Sudan and Togo

    Stuart, R. M., Haghparast-Bidgoli, H., Panovska-Griffiths, J., Grobicki, L., Skordis, J., Kerr, C. C., Kedziora, D. J., Martin-Hughes, R., Kelly, S. L. & Wilson, D. P., 2019, In: AIDS. 33, 7, p. 1247-1252 6 p.

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

  67. Published

    The City of Johannesburg can end AIDS by 2030: modelling the impact of achieving the Fast-Track targets and what it will take to get there

    Stuart, R. M., Fraser-Hurt, N., Kerr, C. C., Mabusela, E., Madi, V., Mkhwanazi, F., Pillay, Y., Barron, P., Muzah, B., Matsebula, T., Gorgens, M. & Wilson, D. P., Jan 2018, In: Journal of the International AIDS Society. 21, 10 p., e25068.

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

  68. Published

    Getting it right when budgets are tight to concentrated and mixed HIV epidemics: Using optimal expansion pathways to prioritize responses

    Stuart, R. M., Kerr, C. C., Haghparast-Bidgoli, H., Estill, J., Grobicki, L., Baranczuk, Z., Prieto, L., Montanez, V., Reporter, L., Gray, R. T., Skordis-Worrall, J., Keiser, O., Cheikhll, N., Boonto, K., Osornprasop, S., Lavadenz, F., Benedikt, C. J., Martin-Hughes, R., Hussain, S. A., Kelly, S. L. & 2 others, Kedziora, J. & Wilson, D. P., 3 Oct 2017, In: PLOS ONE. 12, 10, 13 p., e0185077.

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

  69. Published

    Sharing the costs of structural interventions: What can models tell us?

    Stuart, R. M. & Wilson, D. P., 2021, In: International Journal of Drug Policy. 8 p., 102702.

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

  70. Published

    On the generalized circle problem for a random lattice in large dimension

    Strömbergsson, A. & Södergren, A., 17 Mar 2019, In: Advances in Mathematics. 345, p. 1042-1074 33 p.

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

  71. Published

    Quasi-MLE in heteroscedastic times series: a stochastic recurrence equations approach

    Straumann, D. Y. & Mikosch, Thomas Valentin, 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-36.

    Research output: Working paper › Research

  72. Published

    Correlation and dependency in risk management:properties and pitfalls

    Straumann, D. Y., 2001, Risk management: value at risk and beyond. Cambridge University Press, p. ?

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

  73. Published

    A multivariate nonlinear mixed effects method for analyzing energy partitioning in growing pigs

    Strathe, A. B., Danfær, A. C., Chwalibog, André, Sørensen, Helle & Kebreab, E., 2010, In: Journal of Animal Science. 88, 7, p. 2361-2372 12 p.

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

  74. Published

    A new mathematical model for combining growth and energy intake in animals: the case of the growing pig

    Strathe, A. B., Sørensen, Helle & Danfær, A. C., 2009, In: Journal of Theoretical Biology. 261, 2, p. 165-175 11 p.

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

  75. Published

    Binge drinking in pregnancy and risk of fetal death

    Strandberg-Larsen, Katrine, Rod, Naja Hulvej, Grønbaek, M., Andersen, Per Kragh, Olsen, J. & Andersen, A. N., 2008, In: Obstetrics and Gynecology. 111, 3, p. 602-9 7 p.

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

  76. Published

    Regional climate model simulations for Europe at 6 and 0.2 k BP: sensitivity to changes in anthropogenic deforestation

    Strandberg, G., Kjellstrom, E., Poska, A., Wagner, S., Gaillard, M. -J., Trondman, A. -K., Mauri, A., Davis, B. A. S., Kaplan, J. O., Birks, H. J. B., Bjune, A. E., Fyfe, R., Giesecke, T., Kalnina, L., Kangur, M., van der Knaap, W. O., Kokfelt, U., Kunes, P., Latalowa, M., Marquer, L. & 5 others, Mazier, F., Nielsen, A. B., Smith, B., Seppa, H. & Sugita, S., 2014, In: Climate of the Past. 10, 2, p. 661-680 20 p.

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

  77. Published

    Gaussian Diffusions and Statistical Inference: Weak Convergence and Statistical Inference

    Stockmarr, A. & Jacobsen, Martin, 1994, In: Scandinavian Journal of Statistics. 21, p. 403-420

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

  78. Published

    Limitations of optimization algorithms on noisy quantum devices

    Stilck França, Daniel & García-Patrón, R., 2021, In: Nature Physics. 17, p. 1221–1227

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

  79. Published

    Efficient and robust estimation of many-qubit Hamiltonians

    Stilck França, Daniel, Markovich, L. A., Dobrovitski, V. V., Werner, Albert H. & Borregaard, J., 2024, In: Nature Communications. 15, 1, 11 p., 311.

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

  80. Published

    A no arbitrage approach to Thiele's differential equation

    Steffensen, Mogens, 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 20.

    Research output: Working paper › Research

  81. Published

    Special Issue “Risks : Feature Papers 2021”

    Steffensen, Mogens, 2022, In: Risks. 10, 3, 2 p., 64.

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

  82. Published

    Optimal Consumption and Insurance: A Continuous-Time Markov Chain Approach

    Steffensen, Mogens & Kraft, H., 2008, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 28, 1, p. 231-257 26 p.

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

  83. Published

    Market-Valuation Methods in Life and Pension Insurance

    Steffensen, Mogens & Møller, T., 2007, Cambridge University Press. 280 p.

    Research output: Book/Report › Book › Research › peer-review

  84. 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

  85. Published

    Quadratic Optimization of Life Insurance Payment Streams

    Steffensen, Mogens, 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-16.

    Research output: Working paper › Research

  86. Published

    A Note on the Free Policy Reserve

    Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-10.

    Research output: Working paper › Research

  87. Published

    On Merton's Problem for Life Insurers

    Steffensen, Mogens, 2004, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 34, 1, p. 5-25

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

  88. 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

  89. Published

    Asset Allocation with Contagion and Explicit Bankruptcy Procedures

    Steffensen, Mogens & Kraft, H., 2009, In: Journal of Mathematical Economics. 45, 1-2, p. 147-167 21 p.

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

  90. Published

    On Worst Case Portfolio Optimization

    Steffensen, Mogens & Korn, R., 2007, In: SIAM Journal on Control and Optimization. 46, 6, p. 2013-2030 17 p.

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

  91. 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

  92. Published

    Optimal investment and life insurance strategies under minimum and maximum constraints

    Steffensen, Mogens & Nielsen, P. H., 2008, In: Insurance: Mathematics and Economics. 43, 1, p. 15-28 13 p.

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

  93. Published

    Differential Equations in Finance and Life Insurance

    Steffensen, Mogens, 2007, Stochastic Economic Dynamics. Jensej, B. S. & Palokangas, T. (eds.). Copenhagen Business School Press, p. 317-360 43 p.

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

  94. Published

    A no arbitrage approach to Thiele's differential equation

    Steffensen, Mogens, 2000, In: Insurance: Mathematics and Economics. 27, p. 201-214

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

  95. E-pub ahead of print

    What is the value of the annuity market?

    Steffensen, Mogens & Søe, Julie Bjørner, 2024, (E-pub ahead of print) In: Decisions in Economics and Finance. 26 p.

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

  96. Published

    Optimal Consumption and Investment under Time-Varying Relative Risk Aversion

    Steffensen, Mogens, 2011, In: Journal of Economic Dynamics and Control. 35, 5, p. 659-667

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

  97. Published

    The Policyholder's Static and Dynamic Decision Making of Life Insurance and Pension Payments

    Steffensen, Mogens & Kraft, H., 2008, In: Blatter der Deutschen Gesellschaft fur Versicherungsmathematik. 29, 2, p. 211-244 33 p.

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

  98. Published

    How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach

    Steffensen, Mogens & Kraft, H., 2008, In: Journal of Economic Dynamics and Control. 32, 2, p. 348-385 37 p.

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

  99. Published

    Bankruptcy, Counterparty Risk, and Contagion

    Steffensen, Mogens & Kraft, H., 2007, In: Review of Finance. 11, p. 209-252 43 p.

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

  100. Published

    Surplus-linked Life Insurance

    Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik: <Forlag uden navn>, p. 1-20.

    Research output: Working paper › Research

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