Department of Mathematical Sciences

 

 
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  1. 2004
  2. Published

    Non-stationarities in financial time series, the long-rangedependence and the IGARCH effects

    Mikosch, Thomas Valentin & Starica, C., 2004, In: Review of Economics and Statistics. 86, p. 378--390

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

  3. Published

    Noncommutative plane curves

    Jøndrup, Søren, Laudal, O. A. & Sletsjøe, A. B., 2004, Stockholm, Sverige: Royal Swedish Academy of Sciences.

    Research output: Book/Report › Report › Communication

  4. Published

    Noncommutative waves have infinite propagation speed

    Durhuus, Bergfinnur & Jonsson, T., 2004, IOP Publishing, p. 50-62.

    Research output: Working paper

  5. Published

    Noncommutative waves have infinite propagation speed

    Durhuus, Bergfinnur & Jonsson, T., 2004, In: Journal of High Energy Physics (Online). 0410, p. 050

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

  6. Published

    On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance

    Schmidli, H., 2004, Afdeling for Anvendt Matematik og Statistik: H.C.Ø.-Tryk, p. 1-10.

    Research output: Working paper

  7. Published

    On Merton's Problem for Life Insurers

    Steffensen, Mogens, 2004, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 34, 1, p. 5-25

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

  8. Published

    On Optimal Investment and Subexponential Claims

    Schmidli, H., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-13.

    Research output: Working paper

  9. Published

    On alternating and symmetric groups as Galois groups

    Brink, D., 2004, In: Journal d'Analyse Mathematique. 142, p. 47-60

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

  10. Published

    On character tables related to the alternating groups

    Bessenrodt, C. & Olsson, Jørn Børling, 2004, In: Séminaire Lotharingien de Combinatoire. 52, p. 1-8

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

  11. Published

    On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance

    Schmidli, H. & Hald, M., 2004, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 34, 1, p. 75-83

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

  12. Published

    On the distribution of modular symbols for compact surfaces

    Risager, Morten S., 2004, In: International Mathematics Research Notices. 41, p. 2125-2146 22 p.

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

  13. Published

    On the number of real roots of a solvable polynomial

    Jensen, Chr Ulrik, 2004, In: Acta Arithmetica. 115, p. 255-263

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

  14. Published

    On the rate of aeolian sand transport

    Sørensen, Michael, 2004, In: Geomorphology. 59, 1, p. 53-62

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

  15. Published

    Ornstein-Uhlenbeck Process

    Sørensen, Michael, 2004, Encyclopedia of actuarial science. Vol 3 (O-Z) ed. Wiley, p. 1229-1230

    Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research

  16. Published

    Probabilistic modeling of bed-load composition

    McEwan, I., Sørensen, Michael, Heald, J., Tait, S., Cunningham, G., Goring, D. & Willetts, B., 2004, In: Journal of Hydraulic Engineering (New York). 130, 2, p. 129-139

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

  17. Published

    Rate of Convergence to Poisson Law in terms of information Divergence

    Harremöes, P. & Ruzankin, P. S., 2004, In: IEEE Transactions on Information Theory. 50, p. 2145-2149

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

  18. Published

    Relative Citationsfaktorer II. En undersøgelse ved Københavns Universitets Naturvidenskabelige Fakultet 1981-2000

    Foxby, H., 2004, København, Danmark: Museum Tusculanum.

    Research output: Book/Report › Report › Communication

  19. Published

    Relative Citationsfaktorer. En undersøgelse ved Københavns Universitets Naturvidenskabelige Fakultet 1996-2000

    Foxby, H., 2004, København, Danmark: Museum Tusculanum.

    Research output: Book/Report › Report › Communication

  20. Published

    Self-induced Banach algebras

    Grønbæk, Niels, 2004, Self-induced Banach algebras. 363 ed. American Mathematical Society, p. 15

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  21. 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 journal › Conference article › Research › peer-review

  22. Published

    Solvability by Real Radicals and Fermat Primes

    Jensen, Chr Ulrik, 2004, In: Canadian Mathematical Bulletin. 47, p. 229-236

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

  23. Published

    Some Remarks on the C*-algebras Associated with Subshifts

    Carlsen, T. M. & Matsumoto, K., 2004, In: Mathematica Scandinavica. 95, 1, p. 145-160

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

  24. Published

    Statistical Mechanics. Selecta of Eliott H. Lieb

    Nachtergaele, B., Solovej, Jan Philip & Yngvason, J., 2004, Springer.

    Research output: Book/Report › Book › Research › peer-review

  25. Published

    Stochastic Mortality in Life Insurance: Market Reserves and Mortality-Linked Insurance Contracts

    Dahl, M. H., 2004, In: Insurance: Mathematics and Economics. 35, p. 113-136

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

  26. Published

    Sufficient conditions for the inversion formula for the k-plane Radon transform in R n

    Jensen, S. R., 2004, In: Mathematica Scandinavica. 94, p. 207-226

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

  27. Published

    Surplus Process

    Schmidli, H., 2004, Encyclopedia of actuarial science. Wiley, Vol. Vol 3 (O-Z). p. 1645-1650

    Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research

  28. Published

    Surplus-linked Life Insurance

    Steffensen, Mogens, 2004, Afdeling for Anvendt Matematik og Statistik: <Forlag uden navn>, p. 1-20.

    Research output: Working paper

  29. Published

    The Distribution of Various Hitting Times for a Shot Noise Process with Two-Sided Jumps

    Jensen, A. T., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet, p. 1-10.

    Research output: Working paper

  30. Published

    The Mathematician Sophus Lie: It was the Audacity of my Thinking

    Lützen, Jesper, 2004, In: Mathematical Intelligencer. 26, p. 60-64

    Research output: Contribution to journal › Review › Research

  31. Published

    The Maximum of a Random Walk Reflected at a General Barrier

    Hansen, Niels Richard, 2004, Afdeling for Anvendt Matematik og Statistik, p. 1-14.

    Research output: Working paper

  32. Published

    The Weak Information Projection

    Harremöes, P. & Topsøe, Flemming, 2004, The Weak Information Projection. USA: IEEE Signal Processing Society, p. 28

    Research output: Chapter in Book/Report/Conference proceeding › Report chapter › Communication

  33. Published

    The lattice of closed ideals in the Banach algebra of operators on certain Banach spaces

    Laustsen, N. J., Loy, R. J. & Read, C. J., 2004, In: Journal of Functional Analysis. 214, p. 106-131

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

  34. Published

    The psi-function and the complexity of Dixon's factoring algorithm

    Kiming, Ian, 2004, The psi-function and the complexity of Dixon's factoring algorithm. p. 18

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Education

  35. Published

    The uncertainty principle for operators determined by Lie groups

    Christensen, J. G., 2004, In: Journal of Fourier Analysis and Applications. 10, p. 541-544

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

  36. Published

    Theory and Complexity in Probability and Statistics

    Topsøe, Flemming, 2004, Information Theory and Complexity in Probability and Statistics. Berlin: Springer, p. 363-370

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  37. Published

    Traces and Quasi-traces on the Boutet de Monvel Algerbra

    Grubb, Gerd & Schrohe, E., 2004, In: Annales de l'Institut Fourier. 54, p. 1641-1696

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

  38. Published

    Two general games of information

    Topsøe, Flemming, 2004, Two general games of information. p. 6

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  39. Published

    Underrekruttering af kvinder på danske universiteter

    Henningsen, Inge Biehl, 2004, In: Kvinden og Samfundet. 120, 1, p. 20-21

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

  40. Published

    Uniform Lieb-Thirring inequality for the three dimensional Pauli operator with a strong non-homogeneous magnetic field

    Erdös, L. & Solovej, Jan Philip, 2004, In: Annales Henri Poincare. 5, 4, p. 671-741

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

  41. Published

    Utility Maximization and Risk Minimization in Life and pension Insurance

    Nielsen, P. H., 2004, Afdeling for Anvendt Matematik og Statistik / Københavns Universitet: H.C.Ø.-Tryk, p. 1-32.

    Research output: Working paper

  42. Published

    Vector equilibrium correction models with non-linear discontinuous adjustments

    Bec, F. & Rahbek, Anders, 2004, In: Econometrics Journal. 7, 2, p. 628-651

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

  43. Published

    Videnskab, debat og manglende videnskabelig debat

    Henningsen, Inge Biehl, 2004, In: mat Matilde. 19, p. 4-6

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

  44. Published

    Weights of partitions and character zeros

    Bessenrodt, C. & Olsson, Jørn Børling, 2004, In: The Electronic Journal of Combinatorics. 11, 2, p. 1-15

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

  45. 2003
  46. Published

    Effective roughness calculated from satellite-derived land cover maps and hedge-information used in a weather forecasting model

    Hasager, C. B., Nielsen, N. W., Jensen, N. O., Boegh, E., Christensen, Jens Hesselbjerg, Dellwik, E. & Soegaard, H., 1 Dec 2003, In: Boundary-Layer Meteorology. 109, 3, p. 227-254 28 p.

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

  47. Published

    Efficient Implementation of Separability Criteria

    Oi, D. K. L. & Christandl, Matthias, Nov 2003, In: Journal of the Physical Society of Japan. 72, p. 174-180

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

  48. Published

    Strict quantizations of symplectic manifolds

    Natsume, T., Nest, Ryszard & Peter, I., 1 Oct 2003, In: Letters in Mathematical Physics. 66, 1-2, p. 73-89 17 p.

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

  49. Published

    Self-reported medicine use among 11-to 15-year-old girls and boys in Denmark 1988-1998

    Holstein, B., Hansen, Ernst, Due, P. & Almarsdóttir, Anna Birna, Oct 2003, In: Scandinavian Journal of Public Health. 31, 5, p. 334-341

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

  50. Published

    Tomographic quantum cryptography: Equivalence of quantum and classical key distillation

    Bruss, D., Christandl, Matthias, Ekert, A., Englert, B., Kaszlikowski, D. & Macchiavello, C., 29 Aug 2003, In: Physical Review Letters. 91, 9

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

  51. Published

    The existence and stability of noncommutative scalar solitons

    Durhuus, Bergfinnur, Jonsson, T. & Nest, Ryszard, 1 Feb 2003, In: Communications in Mathematical Physics. 233, 1, p. 49-78 30 p.

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

  52. Published

    C*-structure and K-theory of Boutet de Monvel's algebra

    Melo, S. T., Nest, Ryszard & Schrohe, E., 1 Jan 2003, In: Journal fur die Reine und Angewandte Mathematik. 561, p. 145-175 31 p.

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

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