- 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
- 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
- Published
Surplus-linked Life insurance
Steffensen, Mogens, 2006, In: Scandinavian Actuarial Journal. 1, p. 1-22Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- 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
- Published
A no arbitrage approach to Thiele's differential equation
Steffensen, Mogens, 2000, In: Insurance: Mathematics and Economics. 27, p. 201-214Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- Published
Optimal Consumption and Investment under Time-Varying Relative Risk Aversion
Steffensen, Mogens, 2011, In: Journal of Economic Dynamics and Control. 35, 5, p. 659-667Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- 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
- 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
- Published
Surplus-linked Life Insurance
Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik: <Forlag uden navn>, p. 1-20.Research output: Working paper
- Published
Limitations of optimization algorithms on noisy quantum devices
Stilck França, Daniel & García-Patrón, R., 2021, In: Nature Physics. 17, p. 1221–1227Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- Published
Gaussian Diffusions and Statistical Inference: Weak Convergence and Statistical Inference
Stockmarr, A. & Jacobsen, Martin, 1994, In: Scandinavian Journal of Statistics. 21, p. 403-420Research output: Contribution to journal › Journal article › Research › peer-review
- 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, , 2014, In: Climate of the Past. 10, 2, p. 661-680 20 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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. 439-446Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 122-128Research output: Contribution to journal › Journal article › Research › peer-review
- 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, , 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
- 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
- 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
- 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, , 3 Oct 2017, In: PLOS ONE. 12, 10, 13 p., e0185077.Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- 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. 344–345Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- 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
- 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
- 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. 495-509Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- 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
- 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
- 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
- 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
- Published
Equivariant Kirchberg-Phillips-Type Absorption for Amenable Group Actions
Szabo, G., 2018, In: Communications in Mathematical Physics. 361, 3, p. 1115-1154Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- Published
Twisted homological stability for extensions and automorphism groups of free nilpotent groups
Szymik, M., 2014, In: Journal of K-Theory. 14, 1, p. 185-201Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The homology of the Higman–Thompson groups
Szymik, M. & Wahl, Nathalie, 2019, In: Inventiones Mathematicae. 216, 2, p. 445–518Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- Published
Nonnegative linear elimination for chemical reaction networks
Sáez, M., Wiuf, Carsten & Feliu, Elisenda, 2019, In: SIAM Journal on Applied Mathematics. 79, 6, p. 2434-2455Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- 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. 749-764Research output: Contribution to journal › Journal article › Research › peer-review
- 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. 945-954Research output: Contribution to journal › Journal article › Research › peer-review
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An explorative analysis of ERCC1-19q13 copy number aberrations in a chemonaive stage III colorectal cancer cohort
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Faecal contamination and health aspects of processing tomatoes (Solanum lycopersicum) irrigated with wastewater treated by decentralised wastewater treatment technologies
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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
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Jordan norms for multilinear maps on C*-algebras and Grothendieck's inequalities
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