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. 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

  7. 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

  8. 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

  9. Published

    Perfect Matchings with Crossings

    Aichholzer, O., Fabila-Monroy, R., Kindermann, P., Parada, I., Paul, R., Perz, D., Schnider, P. & Vogtenhuber, B., 2024, In: Algorithmica. 86, p. 697–716

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

  10. Published

    Periodic Phenomena in the Theory of Large Atoms

    Bjerg, August Andersen, 2024, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 192 p.

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

  11. Published

    Phase-type distributions in mathematical population genetics: An emerging framework

    Hobolth, A., Rivas-González, I., Bladt, Mogens & Futschik, A., 2024, In: Theoretical Population Biology. 157, p. 14-32

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

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