Department of Mathematical Sciences

 

 
  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 journalJournal articleResearchpeer-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 journalJournal articleResearchpeer-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 journalJournal articleResearchpeer-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 journalJournal articleResearchpeer-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 journalJournal articleResearchpeer-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 journalJournal articleResearchpeer-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 journalJournal articleResearchpeer-review

  9. Published

    Orthogonality of measures and states

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

    Research output: Contribution to journalJournal articleResearchpeer-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 journalJournal articleResearchpeer-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 journalReviewResearchpeer-review

  12. Accepted/In press

    Pension system design: roles and interdependencies of tax-financed and funded pensions

    Jarner, S. F., Jallbjørn, Snorre & Andersen, T. M., 2024, (Accepted/In press) In: Scandinavian Actuarial Journal.

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. 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 journalJournal articleResearchpeer-review

  14. Published

    Periodic Phenomena in the Theory of Large Atoms

    Bjerg, August Andersen, 2024, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 138 p.

    Research output: Book/ReportPh.D. thesisResearch

  15. 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 journalReviewResearchpeer-review

  16. Published

    Preface to the Special Collection in Honor of Freeman Dyson

    Benguria, R., Solovej, Jan Philip & Zirnbauer, M., 2024, In: Journal of Mathematical Physics. 65, 2, 3 p., 020401.

    Research output: Contribution to journalEditorialResearchpeer-review

  17. Published

    Preparation of Matrix Product States with Log-Depth Quantum Circuits

    Malz, Daniel Hendrik, Styliaris, G., Wei, Z. Y. & Cirac, J. I., 2024, In: Physical Review Letters. 132, 4, 040404.

    Research output: Contribution to journalJournal articleResearchpeer-review

  18. E-pub ahead of print

    Quantile Regression for Longitudinal Functional Data with Application to Feed Intake of Lactating Sows

    Battagliola, M. L., Sørensen, Helle, Tolver, Anders & Staicu, A. M., 2024, (E-pub ahead of print) In: Journal of Agricultural, Biological, and Environmental Statistics.

    Research output: Contribution to journalJournal articleResearchpeer-review

  19. Published

    Quantum isomorphic strongly regular graphs from the E8 root system

    Schmidt, Simon, 2024, In: Algebraic Combinatorics. 7, 2, p. 515-528 14 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  20. E-pub ahead of print

    Random Tensor Networks with Non-trivial Links

    Cheng, N., Lancien, C., Penington, G., Walter, M. & Witteveen, Freek Gerrit, 2024, (E-pub ahead of print) In: Annales Henri Poincare. 106 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  21. Published

    Real tropicalization and negative faces of the Newton polytope

    Telek, M. L., 2024, In: Journal of Pure and Applied Algebra. 228, 6, 107564.

    Research output: Contribution to journalJournal articleResearchpeer-review

  22. Published

    Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer

    Havrylenko, Yevhen, Hinken, M. & Zagst, R., 2024, In: ASTIN Bulletin. 54, 1, p. 129-158 30 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  23. E-pub ahead of print

    Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach

    Zhang, Y., 2024, (E-pub ahead of print) In: Stochastic Models.

    Research output: Contribution to journalJournal articleResearchpeer-review

  24. Published

    Robust yield test for a normal production process

    Iranmanesh, H., Jabbari Nooghabi, M. & Parchami, A., 2024, In: Quality Engineering. 36, 2, p. 273-286

    Research output: Contribution to journalJournal articleResearchpeer-review

  25. Published

    SHIFT EQUIVALENCES THROUGH THE LENS OF CUNTZ–KRIEGER ALGEBRAS

    Carlsen, T. M., Dor-On, A. & Eilers, Søren, 2024, In: Analysis and PDE. 17, 1, p. 345-377 33 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  26. Published

    Some points of view on Grothendieck's inequalities

    Christensen, Erik, 2024, In: Linear Algebra and Its Applications. 691, p. 196-215 20 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

Previous 1 2 3 4 5 6 7 8 ...171 Next