Department of Mathematical Sciences

 

 
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  1. Published

    Financial Optimization Problems in Life and Pension Insurance

    Nielsen, P. H., 2005, Laboratory of Actuarial Mathematics / University of Copenhagen: H.C.Ø.-Tryk.

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

  2. Published

    Utility Maximization and Risk Minimization in Life and pension Insurance

    Nielsen, P. H., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-32.

    Research output: Working paper

  3. Published

    Utility Mazimization and Risk Minimization in Life and Pension Insurance

    Nielsen, P. H., 2006, In: Finance and Stochastics. 10, 1, p. 75-97

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

  4. Published

    Essays on Rational Portfolio Theory

    Nielsen, S. E., 2016, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

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

  5. Published

    The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments

    Nielsen, S. E., Jönsson, M. & Poulsen, Rolf, 2017, In: Quantitative Finance. 17, 4, p. 515–529

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

  6. Published

    A Two-Factor, Stochastic Programming Model of Danish Mortgage-Backed Securities

    Nielsen, S. & Poulsen, Rolf, 2004, In: Journal of Economic Dynamics and Control. 28, 7, p. 1267-1289

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

  7. Published

    Inference and Missing Data: Asymptotic Results

    Nielsen, S. F., 1997, In: Scandinavian Journal of Statistics. 24, 2, p. 261-274

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

  8. Published

    Local linear estimate equations: Uniform consistency and rate convergence

    Nielsen, S. F., 2002, Københavns Universitet, p. 1-20.

    Research output: Working paper

  9. Published

    Incomplete Observations and Coarsening at Random

    Nielsen, S. F., 1995, København: Museum Tusculanum, p. 19.

    Research output: Working paper

  10. Published

    Breast cancer incidence subject to surgical reduction of the female breast

    Nielsen, S. F., 1996, In: British Journal of Cancer. 73, p. 961-963 3 p.

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

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