Department of Mathematical Sciences

 

 
  1. Published

    Differential equations for moments of present values in life insurance

    Norberg, R., 1994, København: Lab. of Actuarial Math., Kbh. Univ., 19 p.

    Research output: Working paperResearch

  2. Published

    Identities for present values of life insurance benefits

    Norberg, R., 1993, In: Scandinavian Actuarial Journal. 2, p. 100-106

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    A theory of bonus in life insurance

    Norberg, R., 1999, In: Finance and Stochastics. 3, p. 373-390

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    On bonus and bonus prognoses in life insurance

    Norberg, R., 2001, In: Scandinavian Actuarial Journal. 2, p. 126-147

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Prediction of outstanding liabilities in non-life insurance.

    Norberg, R., 1991, København: Museum Tusculanum, 26 p.

    Research output: Working paperResearch

  6. Published

    Identities for present values of life insurance benefits

    Norberg, R., 1993, 9 p.

    Research output: Working paperResearch

  7. Published

    Ruin problems with assets and liabilities of diffusion type

    Norberg, R., 1999, In: J. Stoch. Proc. and Appl.. 81, p. 255-269

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    On the vandermonde matrix and its role in mathematical finance

    Norberg, R., 1999, København: Lab. of Acturarial Math. Univ. of Copenhagen, p. 8.

    Research output: Working paperResearch

  9. Published

    Stochastic analysis of the interaction between investment and insurance risks (invited discussion)

    Norberg, R., 1997, In: North American Actuarial Journal. 1, 2, p. 75-76

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Credibility

    Norberg, R., 1997, Encyclopaedia of Mathematics. Dordrecht: Kluwer Academic Publishers, p. 1

    Research output: Chapter in Book/Report/Conference proceedingEncyclopedia chapterResearch

  11. Published

    What is the Time Value of a Stream of Investments?

    Norberg, R. & Steffensen, Mogens, 2005, In: Journal of Applied Probability. 42, p. 861-866

    Research output: Contribution to journalJournal articleResearchpeer-review

  12. Published

    A time-continuous Markov chain interest model with applications to insurance

    Norberg, R., 1995, In: Applied Stochastic Models in Business and Industry. 1, 3, p. 245-256

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. Published

    Prediction of outstanding liabilities in non-life insurance

    Norberg, R., 1993, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 23, 1, p. 95-115

    Research output: Contribution to journalJournal articleResearchpeer-review

  14. Published

    Prediction of autstanding liabilities II: Model variations and extensions

    Norberg, R., 1999, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 29, p. 5-25

    Research output: Contribution to journalJournal articleResearchpeer-review

  15. Published

    Linear Estimation and Credibility in Continuous Time

    Norberg, R., 1992, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 22, 2, p. 149-165

    Research output: Contribution to journalJournal articleResearchpeer-review

  16. Published

    Theile differential equations

    Norberg, R., 1999, Encyclopedia of Mathematics. Encyclopedia of Mathematics, p. 2

    Research output: Chapter in Book/Report/Conference proceedingEncyclopedia chapterResearch

  17. Published

    Thorvald Nicolai Thiele

    Norberg, R. (ed.), Heyde, C. C. (ed.) & Seneta, E. (ed.), 2001, Springer.

    Research output: Book/ReportBookResearchpeer-review

  18. Published

    Stochastic calculus in actuarial science

    Norberg, R., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 23 p.

    Research output: Working paperResearch

  19. Published

    Risk Theory and its Statistics Environment

    Norberg, R., 1990, In: Statistics. 21, 2, p. 273-299

    Research output: Contribution to journalJournal articleResearchpeer-review

  20. Published

    Payment Measures, Interest and Discounting: An Axiomatic Approach with Applications to Insurance

    Norberg, R., 1990, In: Scandinavian Actuarial Journal. 1-2, p. 14-33

    Research output: Contribution to journalJournal articleResearchpeer-review

  21. Published

    Differential equations for moments of present values in life insurance

    Norberg, R., 1995, In: Insurance: Mathematics and Economics. 17, 2, p. 171-180

    Research output: Contribution to journalJournal articleResearchpeer-review

  22. Published

    Reserves in Life and Pension Insurance

    Norberg, R., 1991, In: Scandinavian Actuarial Journal. 1, p. 3-24

    Research output: Contribution to journalJournal articleResearchpeer-review

  23. Published

    Stochastic methods in life insurance (in Russsian)

    Norberg, R., 1998, In: Obozrenie Prikladnoj i Promyshlennoj Matematiki. 5, p. 83-115

    Research output: Contribution to journalJournal articleResearchpeer-review

  24. Published

    De gode liv

    Norberg, R., 1997, In: Hovedområdet. 3, p. 20-21

    Research output: Contribution to journalJournal articleResearch

  25. Published

    A markov chain financial market

    Norberg, R., 1999, København: Lab. of Acturarial Math. Univ. of Copenhagen, p. 25.

    Research output: Working paperResearch

  26. Published

    Thorvald Nicolai Thiele

    Norberg, R., 1999, Statisticians of the centuries. p. 2

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  27. Published

    Minimum norm estimation of variance components for life insurance data

    Norberg, R. & Kleffe, J., 2001, In: Communications in Statistics: Theory and Methods. 30, 8/9, p. 1591-1604

    Research output: Contribution to journalJournal articleResearchpeer-review

  28. Published

    Reserves in life and pension insurance.

    Norberg, R., 1990, København: Kbh.Universitet, 16 p.

    Research output: Working paperResearch

  29. Published

    Actuarial Statistics - The European Perspective

    Norberg, R., 1991, Proceedings of the Third Int. Conference on Teaching Statistics.  Teaching Statistics Beyond School Level. Voorburg, The Netherlands: ISI Publ. in Statistical Education, Vol. 2. p. 405-410

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  30. Published

    Hattendorff's Theorem and Thiele's Differential Equation Generalized

    Norberg, R., 1992, In: Scandinavian Actuarial Journal. 1, p. 2-14

    Research output: Contribution to journalJournal articleResearchpeer-review

  31. Published

    Hattendorff's theorem generally stated.

    Norberg, R., 1991, København: Museum Tusculanum, 12 p.

    Research output: Working paperResearch

  32. Published

    Experience Rating in Group Life Insurance

    Norberg, R., 1989, In: Scandinavian Actuarial Journal. 4, p. 194-224

    Research output: Contribution to journalJournal articleResearchpeer-review

  33. Published

    A Class of Conjugate Hierarchical Priors for Gammoid Likelihoods

    Norberg, R., 1989, In: Scandinavian Atuarial Journal. 4, p. 177-193

    Research output: Contribution to journalJournal articleResearchpeer-review

  34. Published

    Prediction of outstanding liabilities: II Model variations and extensions

    Norberg, R., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 22.

    Research output: Working paperResearch

  35. Published

    On the Distribution of Periods of Holomorphic Cusp Forms and Zeroes of Period Polynomials

    Nordentoft, A. C., 2021, In: International Mathematics Research Notices. 2021, 3, p. 1980-2006

    Research output: Contribution to journalJournal articleResearchpeer-review

  36. Published

    Bounds on shifted convolution sums for Hecke eigenforms

    Nordentoft, A. C., Petridis, Y. N. & Risager, Morten S., 2022, In: Research in Number Theory. 8, 2, p. 1-20 26.

    Research output: Contribution to journalJournal articleResearchpeer-review

  37. Published

    Small-scale equidistribution of Hecke eigenforms at infinity

    Nordentoft, A. C., Petridis, Y. N. & Risager, Morten S., 2022, In: Journal of the London Mathematical Society. 106, 3, p. 2696-2729

    Research output: Contribution to journalJournal articleResearchpeer-review

  38. Published

    Hybrid subconvexity for class group L-functions and uniform sup norm bounds of Eisenstein series

    Nordentoft, A. C., 2021, In: Forum Mathematicum. 33, 1, p. 39-57

    Research output: Contribution to journalJournal articleResearchpeer-review

  39. Published

    A note on additive twists, reciprocity laws and quantum modular forms

    Nordentoft, A. C., 2021, In: Ramanujan Journal. 56, p. 151–162

    Research output: Contribution to journalJournal articleResearchpeer-review

  40. Published

    Portfolio Optimization and Mortgage Choice

    Nordfang, M. & Steffensen, Mogens, Mar 2017, In: Journal of Risk and Financial Management. 10, 1, 21 p., 1.

    Research output: Contribution to journalJournal articleResearchpeer-review

  41. Published

    Preferences, behaviour and the design of financial contracts

    Nordfang, M., 2017, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 138 p.

    Research output: Book/ReportPh.D. thesisResearch

  42. Published

    What Should You Pay to Cap your ARM?—A Note on Capped Adjustable Rate Mortgages

    Nordfang, M., 2017, In: International Journal of Financial Studies. 5, 1, 10 p., 10.

    Research output: Contribution to journalJournal articleResearchpeer-review

  43. Published

    Patient ambassador support in newly diagnosed patients with acute leukemia during treatment: a feasibility study

    Norskov, K. H., Overgaard, D., Boesen, J., Struer, A., El-Azem, S. E. W. D., Tolver, Anders, Lomborg, K., Kjeldsen, L. & Jarden, Mary Ellen, 2021, In: Supportive Care in Cancer. 29, 6, p. 3077 - 3089

    Research output: Contribution to journalJournal articleResearchpeer-review

  44. Published

    Professorer angriber regeringens kandidatreform: Tallene er »helt forkerte«

    Nosch, M. L. B., Gregersen, F., Bruun, M. B., Tamm, D., Pade, M., Bache, C., Roepstorff, A., Hemmingsen, R. P., Collin, F., Harder, P., Drotner, K., Andersen, N. O., Ditlevsen, S., Mirdal, G., Køppe, S., Engberg-Pedersen, E., Karrebæk, M. S., Warburg, M., Stjernfelt, F., Irwin, A. & 5 others, Quist, Pia, Koch, Lene, Adler-Nissen, Rebecca, Wæver, Ole & Engberg-Pedersen, Troels, 14 Jun 2023, In: Berlingske Tidende. 1 p.

    Research output: Contribution to journalContribution to newspaper - Comment/debateCommunication

  45. Published

    The stresses on centrally symmetric complexes and the lower bound theorems

    Novik, I. & Zheng, H., 2021, In: Algebraic Combinatorics. 4, 3, p. 541-549

    Research output: Contribution to journalJournal articleResearchpeer-review

  46. Published

    Reconstructing simplicial polytopes from their graphs and affine 2-stresses

    Novik, I. & Zheng, H., 2023, In: Israel Journal of Mathematics. 255, p. 891–910

    Research output: Contribution to journalJournal articleResearchpeer-review

  47. Published

    Many neighborly spheres

    Novik, I. & Zheng, H., 2024, In: Mathematische Annalen. 388, p. 969–984

    Research output: Contribution to journalJournal articleResearchpeer-review

  48. Published

    New families of highly neighborly centrally symmetric spheres

    Novik, I. & Zheng, H., 2022, In: Transactions of the American Mathematical Society. 375, 6, p. 4445-4475

    Research output: Contribution to journalJournal articleResearchpeer-review

  49. Published

    Quantitative central limit theorems for the parabolic Anderson model driven by colored noises

    Nualart, D., Xia, P. & Zheng, G., 2022, In: Electronic Journal of Probability. 27, 43 p., 120.

    Research output: Contribution to journalJournal articleResearchpeer-review

  50. Published

    An intrinsic value approach to valuation with forward–backward loops in dividend paying stocks

    Nyegaard, A. K., Ott, J. R. & Steffensen, Mogens, 2021, In: Mathematics. 9, 13, 23 p., 1520.

    Research output: Contribution to journalJournal articleResearchpeer-review