Department of Mathematical Sciences

 

 
  1. 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

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. 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