Department of Mathematical Sciences

 

 
  1. Published

    Large excursions and conditioned laws for recursive sequences generated by random matrices

    Collamore, Jeffrey F. & Mentemeier, S., 2018, In: Annals of Probability. 46, 4, p. 2064-2120. 59 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    Small-time ruin estimates for certain Markov-dependent processes arising in risk management

    Collamore, Jeffrey F., 2004, In: Proceedings for the 3rd Conference in Actuarial Science and Finance, Samos (August 2004).

    Research output: Contribution to journalConference articleResearchpeer-review

  3. Published

    Small-time ruin for a financial process modulated by a Harris recurrent Markov chain.

    Collamore, Jeffrey F. & Hoeing, A., 2007, In: Finance and Stochastics. 11, 3, p. 299-322 24 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Large deviation tail estimates and related limit laws for stochastic fixed point equations

    Collamore, Jeffrey F. & Vidyashankar, A. N., 2013, Random Matrices and Iterated Random Functions. Lowe, M. & Alsmeyer, G. (eds.). Heidelberg: Springer, Vol. 63. p. 91-117 27 p.

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

  5. Published

    Rare event simulation for stochastic fixed point equations related to the smoothing transform

    Collamore, Jeffrey F., Vidyashankar, A. N. & Xu, J., 2013, In: Winter Simulation Conference. Proceedings. 9 p.

    Research output: Contribution to journalConference articleResearchpeer-review

  6. Published

    An importance sampling algorithm for estimating extremes of perpetuity sequences

    Collamore, Jeffrey F., 2012, AIP Conference Proceedings. American Institute of Physics, Vol. 1479. p. 1966-1969 4 p.

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

  7. Published

    Sharp Probability Tail Estimates for Portfolio Credit Risk

    Collamore, Jeffrey F., Silva, H. D. & Vidyashankar, A. N., 14 Dec 2022, In: Risks. 10, 12, p. 1-20 239.

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Rare event simulation for processes generated via stochastic fixed point equations

    Collamore, Jeffrey F., Diao, G. & Vidyashankar, A. N., 2014, In: Annals of Applied Probability. 24, 5, p. 2143-2175 33 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Random recurrence equations and ruin in a Markov-dependent stochastic economic environment

    Collamore, Jeffrey F., 2009, In: Annals of Applied Probability. 19, 4, p. 1404-1458 55 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Mean curvature flow

    Colding, T. H., Minicozzi II, W. P. & Pedersen, E. K., 2015, In: Bulletin of the American Mathematical Society. 52, 2, p. 297-333

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty

    Cohen, S. N. & Tegnér, M., 2019, Frontiers in Stochastic Analysis - BSDEs, SPDEs and their Applications: Selected, Revised and Extended Contributions. Cohen, S. N., Gyöngy, I., dos Reis, G., Siska, D. & Szpruch, L. (eds.). Springer, p. 123-167 45 p. (Springer Proceedings in Mathematics and Statistics, Vol. 289).

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

  12. Published

    Stability for closed surfaces in a background space

    Cohen, R. L. C. & Madsen, Ib Henning, 2011, In: Homology, Homotopy and Applications. 13, 2, p. 301-313

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. Published

    Finite-Dimensional Approximations and Semigroup Coactions for Operator Algebras

    Clouâtre, R. & Dor-On, A., 2024, In: International Mathematics Research Notices. 2024, 1, p. 698–744

    Research output: Contribution to journalJournal articleResearchpeer-review

  14. Published

    K-theory and topological cyclic homology of Henselian pairs

    Clausen, Dustin, Mathew, A. & Morrow, M., 2021, In: Journal of the American Mathematical Society. 34, 2, p. 411-473

    Research output: Contribution to journalJournal articleResearchpeer-review

  15. Published

    The reductive Borel–Serre compactification as a model for unstable algebraic K-theory

    Clausen, Dustin & Jansen, Mikala Ørsnes, 2024, In: Selecta Mathematica, New Series. 30, 1, p. 1-93 10.

    Research output: Contribution to journalJournal articleResearchpeer-review

  16. Published

    A short proof of telescopic Tate vanishing

    Clausen, Dustin & Mathew, A., Dec 2017, In: Proceedings of the American Mathematical Society. 145, 12, p. 5413-5417

    Research output: Contribution to journalJournal articleResearchpeer-review

  17. Published

    Hyperdescent and étale K-theory

    Clausen, Dustin & Mathew, A., Sep 2021, In: Inventiones Mathematicae. 225, 3, p. 981-1076 96 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  18. Published

    Descent in algebraic K-theory and a conjecture of Ausoni-Rognes

    Clausen, Dustin, Mathew, A., Naumann, N. & Noel, J., 2020, In: Journal of the European Mathematical Society. 22, 4, p. 1149-1200 52 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  19. Published

    History of Mathematics in Mathematics Education – An Overview.

    Clark, K. M., Kjeldsen, Tinne Hoff, Schorcht, S. & Tzanakis, C., 2020, In: Mathematica Didactica. 42, p. 1-26 26 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  20. Published

    Mathematics, Education and History: Towards a Harmonious Partnership

    Clark, K. M. (ed.), Kjeldsen, Tinne Hoff (ed.), Schorcht, S. (ed.) & Tzanakis, C. (ed.), 2018, Springer. (ICME-13 Monographs).

    Research output: Book/ReportAnthologyResearchpeer-review

  21. Published

    History of Mathematics in Mathematics Education: Recent devlopments

    Clark, K., Kjeldsen, Tinne Hoff, Schorcht, S., Tzanakis, C. & Wang, X., 2016, Proceedings of the 2016 ICME Satellite Meeting of the International Study Group on the Relations Between the History and Pedagogy of Mathematics. Radford, L., Furinghetti, F. & Hausberger, T. (eds.). IREM de Montpellier, p. 135-179

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearch

  22. Published

    Serum YKL-40 and colorectal cancer

    Cintin, C., Johansen, J. S., Christensen, I. J., Price, P. A., Sørensen, S., Nielsen, H. J., Schulze, S., Thorup, J., Wille-Jøegensen, P., Bentzen, E., Christoffersen, I., Møller, P., Banke, L., Froberg, D., Henriksen, F. W., Crone, P., Hesselfeldt, P., Sparsø, B. H., Larsen, K. L., Asmussen, T. & 28 others, Heiner, J., Hansen, Ole, Flyger, H., Jess, P., Iversen, J., La Cour-Andersen, J., Vennits, B., Moesgraad, F., Hammer, J., Fischer, A., Galatius, H., Naver, L., Teilum, D., Holbraad, L., Iversen, O., Nymark, J., Roikjær, Ole, Svendsen, Lars Bo, Vedel, L., Palm, L., Rasmussen, K. C., Friis, J., Lanng, C., Wiboltt, K., Jensen, N. C., Hoffman, N., Larsen, T. & Packler, J., 1999, In: British Journal of Cancer.

    Research output: Contribution to journalJournal articleResearchpeer-review

  23. Published

    3D Genome Reconstruction from Partially Phased Hi-C Data

    Cifuentes, D., Draisma, J., Henriksson, Oskar, Korchmaros, A. & Kubjas, K., 2024, In: Bulletin of Mathematical Biology. 86, 4, p. 1.30 33.

    Research output: Contribution to journalJournal articleResearchpeer-review

  24. Published

    Two models for the homotopy theory of ∞-operads

    Chu, H., Haugseng, R. & Heuts, G., 2018, In: Journal of Topology. 11, 4, p. 857-873

    Research output: Contribution to journalJournal articleResearchpeer-review

  25. Published

    Causal Inference in the Presence of Latent Variables: Structure Learning, Effect Estimation and Distribution Generalization

    Christiansen, R., 2020, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 245 p.

    Research output: Book/ReportPh.D. thesisResearch

  26. Published

    A Causal Framework for Distribution Generalization

    Christiansen, R., Pfister, Niklas Andreas, Emil Jakobsen, M., Gnecco, N. & Peters, J. M., 2022, In: I E E E Transactions on Pattern Analysis and Machine Intelligence. 44, 10, p. 6614-6630 17 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  27. Published

    Toward Causal Inference for Spatio-Temporal Data: Conflict and Forest Loss in Colombia

    Christiansen, R., Baumann, M., Kuemmerle, T., Mahecha, M. D. & Peters, J. M., 2022, In: Journal of the American Statistical Association. 117, p. 591-601

    Research output: Contribution to journalJournal articleResearchpeer-review

  28. Published

    Switching Regression Models and Causal Inference in the Presence of Discrete Latent Variables

    Christiansen, R. & Peters, J., 2020, In: Journal of Machine Learning Research. 21, p. 1-46 (41).

    Research output: Contribution to journalJournal articleResearchpeer-review

  29. Published

    Stress scenario generation for solvency and risk management

    Christiansen, M. C., Henriksen, L. F. B., Schomacker, K. J. & Steffensen, Mogens, 2 Jul 2016, In: Scandinavian Actuarial Journal. 2016, 6, p. 502-529 28 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  30. Published

    Dynamics of state-wise prospective reserves in the presence of non-monotone information

    Christiansen, M. C. & Furrer, Christian, 2021, In: Insurance: Mathematics and Economics. 97, p. 81-98

    Research output: Contribution to journalJournal articleResearchpeer-review

  31. Published

    Around the Life Cycle: Deterministic Consumption-Investment Strategies

    Christiansen, M. C. & Steffensen, Mogens, 2018, In: North American Actuarial Journal. 22, 3, p. 491-507 17 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  32. Published

    Extension of as-if-Markov modeling to scaled payments

    Christiansen, M. C. & Furrer, Christian, 2022, In: Insurance: Mathematics and Economics. 107, p. 288-306

    Research output: Contribution to journalJournal articleResearchpeer-review

  33. Published

    Safe-Side Scenarios for Financial and Biometrical Risk

    Christiansen, M. & Steffensen, Mogens, 2013, In: ASTIN Bulletin: The Journal of the IAA. 43, 3, p. 323-357

    Research output: Contribution to journalJournal articleResearchpeer-review

  34. Published

    Deterministic mean-variance-optimal consumption and investment

    Christiansen, M. & Steffensen, Mogens, 2013, In: Stochastics: An International Journal of Probability and Stochastic Processes . 85, 4, p. 620-636

    Research output: Contribution to journalJournal articleResearchpeer-review

  35. Published

    Finite gap Jacobi matrices, III. Beyond the Szegö class

    Christiansen, J. S., 2012, In: Constructive Approximation. 35, 2, p. 259-272 14 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  36. Published

    Finite and infinite gap Jacobi matrices

    Christiansen, J. S., 2013, Operator Methods in Mathematical Physics: Conference on Operator Theory, Analysis and Mathematical Physics (OTAMP) 2010, Bedlewo, Poland. Janas, J., Kurasov, P., Laptev, A. & Naboko, S. (eds.). Basel: Springer, Vol. 227. p. 43-55 (Operator Theory: Advances and Applications , Vol. 227).

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

  37. Published

    Finite gap Jacobi matrices: a review

    Christiansen, J. S., Barry, S. & Zinchenko, M., 2013, Spectral Analysis, Differential Equations and Mathematical Physics: A Festschrift in Honor of Fritz Gesztesy's 60th Birthday. Holden, H., Simon, B. & Teschl, G. (eds.). American Mathematical Society, p. 87-103 (American Mathematical Society. Proceedings of Symposia in Pure Mathematics).

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

  38. Published

    Szegö's theorem on Parreau-Widom sets

    Christiansen, J. S., 2012, In: Advances in Mathematics. 229, 2, p. 1180-1204 25 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  39. Published

    Finite gap Jacobi matrices: An announcement

    Christiansen, J. S., 2009, In: Journal of Computational and Applied Mathematics. 233, 3, p. 652-662 11 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  40. Published

    Spectral properties of a q-Sturm-Liouville operator

    Christiansen, J. S., 2009, In: Communications in Mathematical Physics. 287, p. 259-274 16 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  41. Published

    Self-adjoint difference operators and symmetric Al-Salam-Chihara polynomials

    Christiansen, J. S., 2008, In: Constructive Approximation. 28, 2, p. 199-218 20 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  42. Published

    Finite gap Jacobi matrices, II. The Szegö class

    Christiansen, J. S., 2011, In: Constructive Approximation. 33, 3, p. 365-403 39 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  43. Published

    Finite Gap Jacobi Matrices, I. The Isospectral Torus

    Christiansen, J. S., 2010, In: Constructive Approximation. 32, 1, p. 1-65 65 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  44. Published

    The moment problem associated with the Stieltjes-Wigert polynomials

    Christiansen, J. S., 2003, In: Journal of Mathematical Analysis and Applications. 277, p. 218-245

    Research output: Contribution to journalJournal articleResearchpeer-review

  45. Published

    The moment problem associated with the q-Laguerre polynomials

    Christiansen, J. S., 2003, In: Constructive Approximation. 19, p. 1-22

    Research output: Contribution to journalJournal articleResearchpeer-review

  46. Published

    Filled Julia Sets of Chebyshev Polynomials

    Christiansen, J. S., Henriksen, C., Pedersen, Henrik Laurberg & Petersen, C. L., 2021, In: Journal of Geometric Analysis. 31, p. 12250–12263

    Research output: Contribution to journalJournal articleResearchpeer-review

  47. Published

    Julia Sets of Orthogonal Polynomials

    Christiansen, J. S., Henriksen, C., Pedersen, Henrik Laurberg & Petersen, C. L., 2019, In: Potential Analysis. 50, 3, p. 401-413 13 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  48. Published

    Existence of a unique quasi-stationary distribution in stochastic reaction networks

    Christian Hansen, M. & Wiuf, Carsten, 1 Jan 2020, In: Electronic Journal of Probability. 25, 30 p., 45.

    Research output: Contribution to journalJournal articleResearchpeer-review

  49. Published

    Nonparametric conditional local independence testing

    Christgau, Alexander Mangulad, Petersen, L. & Hansen, Niels Richard, 2023, In: Annals of Statistics. 51, 5, p. 2116-2144 29 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  50. 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