Department of Mathematical Sciences

 

 
  1. Published

    Aspects of Valuation and Optimization in Life Insurance

    Henriksen, L. F. B., 2014, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Book/ReportPh.D. thesisResearch

  2. Published

    Assessment and contract-like relationships in undergraduate mathematics education

    Grønbæk, Niels, Misfeldt, Morten & Winsløw, Carl, 2009, University science and Mathematics Education : Challenges and possibilities. Skovsmose, O., Valero, P. & Christensen, O. (eds.). New York: Springer Science+Business Media, p. 85-108 24 p.

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

  3. 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 journalJournal articleResearchpeer-review

  4. Published

    Associations between alcohol consumption and HDL subspecies defined by ApoC3, ApoE and ApoJ: the Cardiovascular Health Study

    Wilkens, Trine, Sørensen, Helle, Jensen, Majken Karoline, Furtado, J. D., Dragsted, Lars Ove & Mukamal, K. J., 2023, In: Current Problems in Cardiology. 48, 1, 22 p., 101395.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Astronomical analysis of chronology

    Kalashnikov, V., Nosovsky, G. & Fomenko, A., 2000, Moskva: Delovoi Express. 896 p.

    Research output: Book/ReportBookResearchpeer-review

  6. Published

    Asymmetries of Time Series under Inverting their Direction

    Peters, J. M., 2008

    Research output: Other contributionResearch

  7. Published

    Asymptotic Inference on Cointegration Rank in Partial Systems

    Rahbek, Anders, Harbo, I., Johansen, S. & Nielsen, B., 1998, In: Journal of Business and Economic Statistics. 16, p. 388-399

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Asymptotic Interence on the Moving Average Impact Matrix in Cointegrated I(1) VAR Systems

    Paruolo, P., 1992, Københavns Universitet, p. 27.

    Research output: Working paperResearch

  9. Published

    Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions

    Kessler, M. & Rahbek, Anders, 2001, In: Scandinavian Journal of Statistics. 28, p. 455-470

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Asymptotic Majorization of Finite Probability Distributions

    Jensen, A. K., 2019, In: IEEE Transactions on Information Theory. 65, 12, p. 8131-8139 8735828.

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Asymptotic Normality for Non-Stationary, Explosive GARCH

    Jensen, S. T. & Rahbek, Anders, 2003, Københavns Universitet, p. 1-22.

    Research output: Working paperResearch

  12. Published

    Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case

    Jensen, S. T. & Rahbek, Anders, 2004, In: Econometrica. 72, 2, p. 641-646

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. Published

    Asymptotic Performance of Port-Based Teleportation

    Christandl, Matthias, Leditzky, F., Majenz, C., Smith, G., Speelman, F. & Walter, M., 2021, In: Communications in Mathematical Physics. 381, 1, p. 379-451

    Research output: Contribution to journalJournal articleResearchpeer-review

  14. Published

    Asymptotic Results for the Risk Process Based on Marked Point Processes

    Møller, C. M., 1992, In: Scandinavian Actuarial Journal. 2, p. 169-184

    Research output: Contribution to journalJournal articleResearchpeer-review

  15. Published

    Asymptotic Theory in Financial Time Series Models with Conditional Heteroscedasticity

    Lange, Theis, 2008, Museum Tusculanum. 128 p.

    Research output: Book/ReportPh.D. thesisResearch

  16. Published

    Asymptotic analysis of the Forward Search

    Johansen, Søren & Nielsen, B., 2013, Kbh.: Økonomisk institut, Københavns Universitet, 39 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 1, Vol. 13).

    Research output: Working paperResearch

  17. Published

    Asymptotic behaviour of the Urbanik semigroup

    Berg, Christian & Luis Lopez, J., Jul 2015, In: Journal of Approximation Theory. 195, p. 109-121

    Research output: Contribution to journalJournal articleResearchpeer-review

  18. Published

    Asymptotic densities of Maass newforms

    Risager, Morten S., 2004, In: Journal of Number Theory. 109, 1, p. 96-119 24 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  19. Published

    Asymptotic entanglement transformation between W and GHZ states

    Vrana, P. & Christandl, Matthias, Feb 2015, In: Journal of Mathematical Physics. 56, 2, 022204.

    Research output: Contribution to journalJournal articleResearchpeer-review

  20. Published

    Asymptotic evolution of quantum walks with random coin

    Ahlbrecht, A., Vogts, H., Werner, Albert H. & Werner, R. F., 5 Apr 2011, In: Journal of Mathematical Physics. 52, 4, 042201.

    Research output: Contribution to journalJournal articleResearchpeer-review

  21. Published

    Asymptotic expansions and boundary values of eigenfunctions on Riemannian symmetric spaces

    van den Ban, E. P. & Schlichtkrull, Henrik, 1987, In: Journal fur die Reine und Angewandte Mathematik. 1987, 380, p. 108-165 58 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  22. Published

    Asymptotic expansions for the Gaussian unitary ensemble

    Haagerup, U. & Thorbjørnsen, S., 2012, In: Infinite Dimensional Analysis, Quantum Probability and Related Topics. 15, p. 1250003 41 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  23. Published

    Asymptotic intertwining and spectral inclusions on Banach spaces

    Laursen, Kjeld Bagger & Neumann, M. M., 1993, In: Czechoslovak Mathematical Journal. 43(118), p. 483-497

    Research output: Contribution to journalJournal articleResearchpeer-review

  24. Published

    Asymptotic optimality for stochastic control problems via diffusion approximation

    Taksar, M. I., Liptser, R. & Runggaldier, W., 1999, In: Theory of Probability and Its Applications. 4, p. 705-737

    Research output: Contribution to journalJournal articleResearchpeer-review

  25. Published

    Asymptotic results for the risk process based on marked point processes.

    Møller, C. M., 1991, København: Museum Tusculanum, 22 p.

    Research output: Working paperResearch

  26. Published

    Asymptotic tensor rank of graph tensors: beyond matrix multiplication

    Christandl, Matthias, Vrana, P. & Zuiddam, J., 2019, In: Computational Complexity. 28, 1, p. 57-111 55 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  27. Published

    Asymptotic theory for the sample autocorrelataion and the extremes of stochastic volatility models

    Abdelrahman, A. M. E., 2008, Museum Tusculanum. 109 p.

    Research output: Book/ReportPh.D. thesisResearch

  28. Published

    Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series

    Davis, R. A., Mikosch, Thomas Valentin & Pfaffel, O., 2016, In: Stochastic Processes and Their Applications. 126, 3, p. 767–799

    Research output: Contribution to journalJournal articleResearchpeer-review

  29. Published

    Asymptotic unitary equivalence in KK-theory

    Dadarlat, M. & Eilers, Søren, 2001, In: K - Theory. 23, p. 305-322

    Research output: Contribution to journalJournal articleResearchpeer-review

  30. Published

    Asymptotically correct bounds of geometric convolutions with subexponential components

    Kalashnikov, V. & Tsitsiashvili, G., 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 16.

    Research output: Working paperResearch

  31. Published

    Asymptotics for Local Maximal Stack Scores with General Loop Penalty

    Hansen, Niels Richard, 2007, In: Advances in Applied Probability. 39, 3, p. 776-798

    Research output: Contribution to journalJournal articleResearchpeer-review

  32. Published

    Asymptotics for Local Maximal Stack Scores with General Loop Penelty Function

    Hansen, Niels Richard, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-22.

    Research output: Working paperResearch

  33. Published

    Asymptotics for Two-dimensional Atoms

    Nam, P. T., Portmann, F. & Solovej, Jan Philip, 2012, In: Annales Henri Poincare. 13, 2, p. 333-362 30 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  34. Published

    Asymptotics of One-Dimensional Lévy Approximations

    Berger, A. & Xu, C., 2020, In: Journal of Theoretical Probability. 33, 2, p. 1164-1195

    Research output: Contribution to journalJournal articleResearchpeer-review

  35. Published

    Asymptotics of Ruin Probabilities for Controlled Risk Processes in the Small Claims Case

    Hipp, C. & Schmidli, H., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-15.

    Research output: Working paperResearch

  36. Published

    Asymptotics of Ruin Probabilities for Controlled Risk Processes in the Small Claims Case

    Hipp, C. & Schmidli, H., 2004, In: Scandinavian Actuarial Journal. 5, p. 321-335

    Research output: Contribution to journalJournal articleResearchpeer-review

  37. Published

    Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: the Large Claim Case

    Schmidli, H., 2004, In: Queueing Systems. 46, 1-2, p. 149-157

    Research output: Contribution to journalJournal articleResearchpeer-review

  38. Published

    Asymptotics of determinants with a rotation-invariant weight and discontinuities along circles

    Charlier, C., 2022, In: Advances in Mathematics. 408, 108600.

    Research output: Contribution to journalJournal articleResearchpeer-review

  39. Published

    Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the large claim case

    Schmidli, H., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-10.

    Research output: Working paperResearch

  40. Published

    Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the small claim case

    Schmidli, H., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-12.

    Research output: Working paperResearch

  41. Published

    Asymptotics of the QMLE for General ARCH(q) Models

    Kristensen, D. & Rahbek, Anders, 2005, Department of Applied Mathematics and Statistics, p. 1-37.

    Research output: Working paperResearch

  42. Published

    Asymptotics of the QMLE for a Class of ARCH(q) Models

    Kristensen, D. & Rahbek, Anders, 2005, In: Econometric Theory. 21, 5, p. 946-961

    Research output: Contribution to journalJournal articleResearchpeer-review

  43. Published

    Asymptotics of the QMLE for a class of ARCH(q) models

    Kristensen, D. & Rahbek, Anders, 2002, København, p. 1-30.

    Research output: Working paperResearch

  44. Published

    Atoms in strong magnetic fields: The high field limit at fixed nuclear charge

    Baumgartner, B., Solovej, Jan Philip & Yngvason, J., 2000, In: Communications in Mathematical Physics. 212, p. 703-724

    Research output: Contribution to journalJournal articleResearchpeer-review

  45. Published

    Augmented Lagrangian and Tchebycheff Approaches in Multiple Objective Programming

    Tind, J. & Wiecek, M. M., 1999, In: Journal of Global Optimization. 14, p. 251-266

    Research output: Contribution to journalJournal articleResearchpeer-review

  46. Published

    Augmenting dimension group invariants for substitution dynamics

    Carlsen, T. M. & Eilers, Søren, 2004, In: Ergodic Theory and Dynamical Systems. 24, 4, p. 1015-1039

    Research output: Contribution to journalJournal articleResearchpeer-review

  47. Published

    Auslander–Reiten Sequences, Brown–Comenetz Duality, and the K(n)-local Generating Hypothesis

    Barthel, T., 1 Jun 2017, In: Algebras and Representation Theory. 20, 3, p. 569-581 13 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  48. Published

    Auto-Static for the People: Risk-Minimizing Hedges of Barrier Options

    Poulsen, Rolf & Siven, J., 2009, In: Review of Derivatives Research. 12, 3, p. 193-211

    Research output: Contribution to journalJournal articleResearchpeer-review

  49. Published

    Automated analysis of song structure in complex birdsongs

    Grosse Ruse, M., Hasselquist, D., Hansson, B., Tarka, M. & Sandsten, M., Feb 2016, In: Animal Behaviour. 112, p. 39-51

    Research output: Contribution to journalJournal articleResearchpeer-review

  50. Published

    Automatic continuity for homomorphisms into free products

    Slutsky, K., 2013, In: Journal of Symbolic Logic. 78, 4, p. 1288-1306

    Research output: Contribution to journalJournal articleResearchpeer-review

Previous 1...7 8 9 10 11 12 13 14 ...89 Next