Department of Mathematical Sciences

 

 
  1. 2022
  2. Published

    Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate

    Zhang, Y., 2022, In: Annals of Finance. 18, p. 511–544

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Estimation of the covariance structure from SNP allele frequencies

    van Waaij, J., Li, Z. & Wiuf, Carsten, 2022, In: Statistical Applications in Genetics and Molecular Biology. 21, 1, 20 p., 20220005.

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Random trees with height dependent weights

    Ünel, M., 2022, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 122 p.

    Research output: Book/ReportPh.D. thesisResearch

  5. 2023
  6. Published

    Quantum Group Structures in Chern-Simons Theory

    Aamand, Nanna Havn, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 65 p.

    Research output: Book/ReportPh.D. thesisResearch

  7. Published

    Fractional‐order operators on nonsmooth domains

    Abels, H. & Grubb, Gerd, 2023, In: Journal of the London Mathematical Society. 107, 4, p. 1297-1350

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    The minimal canonical form of a tensor network

    Acuaviva, A., Makam, V., Nieuwboer, H., Perez-Garcia, D., Sittner, F., Walter, M. & Witteveen, Freek Gerrit, 2023, Proceedings - 2023 IEEE 64th Annual Symposium on Foundations of Computer Science, FOCS 2023. IEEE, p. 328-362

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

  9. Published

    One-dimensional Dilute Quantum Gases and Their Ground State Energies

    Agerskov, Johannes, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 128 p.

    Research output: Book/ReportPh.D. thesisResearch

  10. Published

    Aggregate Markov models in life insurance: Properties and valuation

    Ahmad, Jamaal, Bladt, Mogens & Furrer, Christian, 2023, In: Insurance: Mathematics and Economics. 113, p. 50-69

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Matrix methods in multi-state life insurance

    Ahmad, Jamaal, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/ReportPh.D. thesisResearch

  12. Published

    Phase-type representations of stochastic interest rates with applications to life insurance

    Ahmad, Jamaal & Bladt, Mogens, 2023, In: European Actuarial Journal. 13, p. 571–606

    Research output: Contribution to journalJournal articleResearchpeer-review