Department of Mathematical Sciences

 

 
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  1. 2024
  2. Published

    The asymptotic tails of limit distributions of continuous-time Markov chains

    Xu, C., Hansen, M. C. & Wiuf, Carsten, 2024, In: Advances in Applied Probability. 56, 2, p. 693–734

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

  3. Published

    Order dispatching and vacant vehicles rebalancing for the first-mile ride-sharing problem

    Ye, J., Pantuso, Giovanni & Pisinger, D., 2024, In: EURO Journal on Transportation and Logistics. 13, 19 p., 100132.

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

  4. Published

    The Critical Groups of Adinkras up to 2-Rank of Cayley Graphs

    Yuen, Chi Ho, 2024, In: Electronic Journal of Combinatorics. 31, 1, 9 p., P1.38.

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

  5. Published

    Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility

    Zhang, Y., 2024, In: Methodology and Computing in Applied Probability. 26, 1, p. 1-47 7.

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

  6. E-pub ahead of print

    Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach

    Zhang, Y., 2024, (E-pub ahead of print) In: Stochastic Models.

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

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