Department of Mathematical Sciences

 

 
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  1. 2023
  2. Published

    Dynamic portfolio optimization with stochastic investment opportunities

    Zhang, Y., 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 390 p.

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

  3. 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 journal › Journal article › Research › peer-review

  4. Published

    Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks

    Zhang, Y., 2023, In: Optimization. 72, 12, p. 2951 - 2988

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

  5. Published

    Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences

    Zhang, Y., 2023, In: Journal of Industrial and Management Optimization. 19, 8, p. 5767-5796 30 p.

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

  6. Published

    Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models

    Zhang, Y., 2023, In: Methodology and Computing in Applied Probability. 25, 1, 32 p., 20.

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

  7. Published

    Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach

    Zhang, Y., 2023, In: Decisions in Economics and Finance. 46, p. 97–128 32 p.

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

  8. Published

    Trading off costs and service rates in a first-mile ride-sharing service

    Zheng, M. & Pantuso, Giovanni, 2023, In: Transportation Research Part C: Emerging Technologies. 150, 23 p., 104099.

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

  9. Published

    Higher-algebraic Picard invariants in modular representation theory

    van der Meer, Jeroen, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 90 p.

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

  10. 2022
  11. Published

    Preventing a cluster from becoming a new wave in settings with zero community COVID-19 cases

    Abeysuriya, R. G., Delport, D., Stuart, R. M., Sacks-Davis, R., Kerr, C. C., Mistry, D., Klein, D. J., Hellard, M. & Scott, N., 2022, In: BMC Infectious Diseases. 22, 1, p. 1-15 232.

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

  12. Published

    On the Second Homotopy Group of Spaces of Commuting Elements in Lie Groups

    Adem, A., Gómez, J. M. & Gritschacher, S., 2022, In: International Mathematics Research Notices. 2022, 24, p. 19617–19689, 73 p.

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

  13. Published

    A Subexponential Size Triangulation of ℝP n

    Adiprasito, Karim Alexander, Avvakumov, S. & Karasev, R., 2022, In: Combinatorica. 42, 1, p. 1-8

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

  14. Published

    Ground state energy of dilute Bose gases in 1D

    Agerskov, Johannes, Reuvers, R. & Solovej, Jan Philip, 2022, arXiv:2203.17183 ed., arxiv.org, 36 p. (arXiv).

    Research output: Working paper › Preprint › Research

  15. Published

    Norms on complex matrices induced by complete homogeneous symmetric polynomials

    Aguilar, K., Chávez, Á., Garcia, S. R. & Volčič, J., 2022, In: Bulletin of the London Mathematical Society. 54, 6, p. 2078-2100

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

  16. Published

    Computation of bonus in multi-state life insurance

    Ahmad, Jamaal, Buchardt, K. & Furrer, Christian, 2022, In: ASTIN Bulletin: The Journal of the IAA. 52, 1, p. 291-331

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

  17. Published

    Multivariate higher order moments in multi-state life insurance

    Ahmad, Jamaal, 2022, In: Scandinavian Actuarial Journal. 2022, 5, p. 399-420

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

  18. Published

    Edge Partitions of Complete Geometric Graphs

    Aichholzer, O., Obenaus, J., Orthaber, J., Paul, R., Schnider, P., Steiner, R., Taubner, T. & Vogtenhuber, B., 2022, 38th International Symposium on Computational Geometry, SoCG 2022. Goaoc, X. & Kerber, M. (eds.). Schloss Dagstuhl- Leibniz-Zentrum fur Informatik GmbH, Dagstuhl Publishing, p. 1-16 6. (Leibniz International Proceedings in Informatics, LIPIcs, Vol. 224).

    Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

  19. Published

    Perfect Matchings with Crossings

    Aichholzer, O., Fabila-Monroy, R., Kindermann, P., Parada, I., Paul, R., Perz, D., Schnider, P. & Vogtenhuber, B., 2022, Combinatorial Algorithms - 33rd International Workshop, IWOCA 2022, Proceedings. Bazgan, C. & Fernau, H. (eds.). Springer, p. 46-59 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Vol. 13270 LNCS).

    Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

  20. Published

    Fitting inhomogeneous phase-type distributions to data: the univariate and the multivariate case

    Albrecher, H., Bladt, Mogens & Yslas, J., 2022, In: Scandinavian Journal of Statistics. 49, 1, p. 44-77

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

  21. Published

    Mortality modeling and regression with matrix distributions

    Albrecher, H., Bladt, Martin Rainer, Bladt, Mogens & Yslas, J., 2022, In: Insurance: Mathematics and Economics. 107, p. 68-87 20 p.

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

  22. Published

    On the cost-of-capital rate under incomplete market valuation

    Albrecher, H., Eisele, K. T., Steffensen, Mogens & Wüthrich, M. V., 2022, In: Journal of Risk and Insurance. 89, p. 1139–1158 20 p.

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

  23. Published

    Local elliptic law

    Alt, J. & Krüger, Torben Heinrich, May 2022, In: Bernoulli. 28, 2, p. 886-909

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

  24. Published

    Conditional independence in max-linear Bayesian networks

    Amendola, C., Kluppelberg, C., Lauritzen, Steffen & Tran, N., 2022, In: Annals of Applied Probability. 32, 1, p. 1-45

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

  25. Published

    Hepcidin and erythroferrone complement the Athlete Biological Passport in the detection of autologous blood transfusion

    Andersen, A. B., Bejder, Jacob, Bonne, T. C., Sørensen, H., Sørensen, Helle, Jung, G., Ganz, T., Nemeth, E., Secher, Niels H., Johansson, P. I. & Nordsborg, Nikolai Baastrup, 2022, In: Medicine and Science in Sports and Exercise. 54, 9, p. 1604-1616 13 p.

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

  26. Published

    Parchment Glutamine Index (PQI): A novel method to estimate glutamine deamidation levels in parchment collagen obtained from low-quality MALDI-TOF data

    Anila Bhuvanendran Nair, Bharath, Palomo, I. R., Markussen, Bo, Wiuf, Carsten, Fiddyment, S. & Collins, Matthew James, 2022, bioRxiv, 18 p.

    Research output: Working paper › Research › peer-review

  27. Published

    Cohomology of the moduli stack of algebraic vector bundles

    Annala, T. & Iwasa, R., 2022, In: Advances in Mathematics. 409, 25 p., 108638.

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

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