Department of Mathematical Sciences

 

 
  1. 2023
  2. Published

    Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading

    Zhang, Y., 2023, In: Journal of Industrial and Management Optimization. 19, 6, p. 4022-4063 42 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Minimal Stinespring Representations of Operator Valued Multilinear Maps

    Christensen, Erik, 2023, In: Journal of Operator Theory. 89, 2, p. 587-601 15 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Modern Extreme Value Theory at the Interface of Risk Management, Bayesian Networks and Heavy-Tailed Time Series

    Embrechts, P., Klüppelberg, C. & Mikosch, Thomas Valentin, 2023, Mathematics Going Forward: Collected Mathematical Brushstrokes. Springer, p. 115-139 25 p. (Lecture Notes in Mathematics, Vol. 2313).

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

  5. Published

    Moduli of algebraic hypersurfaces via homotopy principles

    Aumonier, A., 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 137 p.

    Research output: Book/ReportPh.D. thesisResearch

  6. Published

    Moduli spaces of Riemann surfaces as Hurwitz spaces

    Bianchi, Andrea, 2023, In: Advances in Mathematics. 430, 52 p., 109217.

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Moment Evolution Equations and Moment Matching for Stochastic Image EPDiff

    Christgau, Alexander Mangulad, Arnaudon, A. & Sommer, Stefan Horst, 2023, In: Journal of Mathematical Imaging and Vision. 65, 4, p. 563-576 14 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Multi-Population Mortality Models and Scenario-Based Projections

    Jallbjørn, Snorre, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/ReportPh.D. thesisResearch

  9. Published

    Multiple Hypothesis Testing and Causal Discovery

    Mogensen, Phillip Bredahl, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/ReportPh.D. thesisResearch

  10. Published

    Multivariate Polynomials and Rational Functions of Random Matrices: a Case Study

    Fronk, Jacob, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 105 p.

    Research output: Book/ReportPh.D. thesisResearch

  11. Published

    Natural hedging in continuous time life insurance

    Nyegaard, A. K., 2023, In: European Actuarial Journal. 13, 2, p. 497 - 515

    Research output: Contribution to journalJournal articleResearchpeer-review