Department of Mathematical Sciences

 

 
  1. Published

    Inhomogeneous phase-type distributions and heavy tails

    Albrecher, H. & Bladt, Mogens, 2019, In: Journal of Applied Probability. 56, 4, p. 1044-1064

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. 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 journalJournal articleResearchpeer-review

  3. Published

    Multivariate matrix Mittag–Leffler distributions

    Albrecher, H., Bladt, M. & Bladt, Mogens, 2021, In: Annals of the Institute of Statistical Mathematics. 73, 2, p. 369 - 394

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Multivariate fractional phase–type distributions

    Albrecher, H., Bladt, M. & Bladt, Mogens, 2020, In: Fractional Calculus and Applied Analysis. 23, 5, p. 1431-1451

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. 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 journalJournal articleResearchpeer-review

  6. Published

    Informed censoring: The parametric combination of data and expert information

    Albrecher, H. & Bladt, Martin Rainer, 2024, In: Journal of Statistical Planning and Inference. 233, 16 p., 106171.

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Continuous scaled phase-type distributions

    Albrecher, H., Bladt, Martin Rainer, Bladt, Mogens & Yslas, J., 2023, In: Stochastic Models. 39, 2, p. 293-322

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. 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 journalJournal articleResearchpeer-review

  9. Published

    Matrix Mittag–Leffler distributions and modeling heavy-tailed risks

    Albrecher, H., Bladt, M. & Bladt, Mogens, 2020, In: Extremes. 23, 3, p. 425-450

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Forskningsfriheden i Danmark er under pres

    Albrechtsen, N. J. W., Andersen, P. E., Autzen, A., Bjørn, A., Damgaard, R. B., Burholt, L., Danbolt, M., Ellersgaard, C., Hansen, N. C., Jensen, L. K., Jensen, K. M. Ø., Jønsson, K., Kristensen, P. M., Kropp, K., Levisen, C., Møller, N. M., Nielsen, T. K., Laustsen, A. H., Nielsen, M. W., Simonsen, K. B. & 4 others, Sylow, Lykke, Vallgårda, Karen Asta Arnfred, Zetterberg-Nielsen, S. & Det Unge Akademi, D. U. A., 30 Oct 2021, In: Politiken. p. 5-6 2 p.

    Research output: Contribution to journalContribution to newspaper - Feature articleCommunication

  11. Published

    On the nonlinear stability of mKdV breathers

    Alejo Plana, M. A. & Muñoz, C., 2012, In: Journal of Physics A: Mathematical and Theoretical. 45, 43, 430001.

    Research output: Contribution to journalJournal articleResearchpeer-review

  12. Published

    Nonlinear Stability of MKdV Breathers

    Alejo Plana, M. A. & Muñoz, C., 2013, In: Communications in Mathematical Physics. 34, 1, p. 233-262

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. Published

    On the ill-posedness of the Gardner equation.

    Alejo Plana, M. A., 2012, In: Journal of Mathematical Analysis and Applications. 396, 1, p. 256-260

    Research output: Contribution to journalJournal articleResearchpeer-review

  14. Published

    Fluctuating Work: From Quantum Thermodynamical Identities to a Second Law Equality

    Alhambra, A. M., Masanes, L., Oppenheim, J. & Perry, C. D., 24 Oct 2016, In: Physical Review X. 6, 14 p., 041017.

    Research output: Contribution to journalJournal articleResearchpeer-review

  15. Published

    Entanglement fluctuation theorems

    Alhambra, Á. M., Masanes, L., Oppenheim, J. & Perry, C., 2019, In: Physical Review A - Atomic, Molecular, and Optical Physics. 100, 1, 20 p., 012317.

    Research output: Contribution to journalJournal articleResearchpeer-review

  16. Published

    Representations of first hitting time density of an Ornstein-Uhlenbeck Process

    Alili, L., Patie, P. & Pedersen, Jesper Lund, 2005, In: Stochastic Models. 21, 4, p. 967-980

    Research output: Contribution to journalJournal articleResearchpeer-review

  17. Published

    Search for variants of the gene-promoter and the potential phosphotyrosine encoding sequence of the insulin receptor substrate-2 gene: Evaluation of their relation with alterations in insulin secretion and insulin sensitivity

    Almind, K., Frederiksen, S. K., Bernal, D., Hansen, Torben, Ambye, L., Urhammer, Søren Asger, Ekstrøm, Claus Thorn, Berglund, L., Reneland, R., Lithell, H., White, M. F., Van Obberghen, E. & Pedersen, Oluf Borbye, 11 Oct 1999, In: Diabetologia. 42, 10, p. 1244-1249 6 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  18. Published

    The degree of rationality in actual bidding of hydropower at Nord Pool

    Alnæs, E. N., Grøndahl, R., Fleten, S. & Boomsma, Trine Krogh, 2013, 10th International Conference on the European Energy Market (EEM)),: Stockholm, Sweden, 27-31 May 2013. IEEE, 8 p.

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

  19. Published

    Insights from Actual Day-Ahead Bidding of Hydropower

    Alnæs, E. N., Grøndahl, R., Fleten, S. & Boomsma, Trine Krogh, 2015, In: International Journal of Sustainable Energy Planning and Management. 7, p. 37-58

    Research output: Contribution to journalJournal articleResearchpeer-review

  20. Published

    THE DYSON EQUATION WITH LINEAR SELF-ENERGY: SPECTRAL BANDS, EDGES AND CUSPS

    Alt, J., Erdos, L. & Krüger, Torben Heinrich, 2020, In: Documenta Mathematica. 25, p. 1421-1539

    Research output: Contribution to journalJournal articleResearchpeer-review

  21. Published

    Inhomogeneous circular law for correlated matrices

    Alt, J. & Krüger, Torben Heinrich, 2021, In: Journal of Functional Analysis. 281, 7, 73 p., 109120.

    Research output: Contribution to journalJournal articleResearchpeer-review

  22. Published

    Local elliptic law

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

    Research output: Contribution to journalJournal articleResearchpeer-review

  23. Published

    Normalized binomial mid-coefficients and power means

    Alzer, H. & Fuglede, Bent, 2005, In: Journal of Number Theory. 115, p. 284-294

    Research output: Contribution to journalJournal articleResearchpeer-review

  24. Published

    Some classes of completely montonic functions, II

    Alzer, H. & Berg, Christian, 2006, In: Ramanujan Journal. 11, p. 225-248

    Research output: Contribution to journalJournal articleResearchpeer-review

  25. Published

    On a trigonometric inequality of Turán

    Alzer, H. & Fuglede, Bent, 2012, In: Journal of Approximation Theory. 164, 11, p. 1496–1500

    Research output: Contribution to journalJournal articleResearchpeer-review

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