From Life Insurance to Credit Risk: On Portfolio Choice in Multi-State Markov Chains
Steffensen, Mogens (Lecturer)
1 Mar 2007Activity: Talk or presentation types › Lecture and oral contribution
Geometry and Topology (Journal)
Grodal, Jesper (Editor)
2008 → …Activity: Peer-review and editorial work types › Editor of Research journal › Research
Habilitation Committee for Christian-Yann Robert, Universite Paris Dauphine (External organisation)
Mikosch, Thomas Valentin (Member)
1 Nov 2009 → 30 Nov 2009Activity: Membership types › Membership in review committee
Hacettepe Journal of Mathematics and Statistics. (Journal)
Johansen, Søren (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Higher Structures (Journal)
Kock, Joachim (Editor)
2016 → 2022Activity: Peer-review and editorial work types › Editor of Research journal › Research
Higher dimensional String topology via operads
Bargheer, T. (Lecturer)
23 Mar 2009Activity: Talk or presentation types › Lecture and oral contribution
Homology, Homotopy, and Applications (Journal)
Grodal, Jesper (Editor)
2005 → 2017Activity: Peer-review and editorial work types › Editor of Research journal › Research
Højdimensionale regressionsmodeller: praktiske løsninger når p > n
Hansen, Niels Richard (Lecturer)
23 Oct 2016Activity: Talk or presentation types › Lecture and oral contribution
Indicator Saturation
Johansen, Søren (Lecturer)
8 Feb 2008Activity: Talk or presentation types › Lecture and oral contribution
Indicator Saturation
Johansen, Søren (Lecturer)
8 Aug 2007Activity: Talk or presentation types › Lecture and oral contribution
Institut arbejdsmiljøorganisation (External organisation)
Hugger, J. (Member)
1 Mar 2013 → 1 Apr 2015Activity: Membership types › Membership in committee, council, board
Institute of Mathematical Statistics (External organisation)
Mikosch, Thomas Valentin (Member)
31 Jan 2005 → …Activity: Membership types › Membership in committee, council, board
International Program Committee for the Tenth ERME TOPIC CONFERENCE (ETC10) (External organisation)
Grønbæk, Niels (Member)
2019 → 2020Activity: Membership types › Membership in committee, council, board
Journal of Applied Econometrics (Journal)
Johansen, Søren (Review editor)
2010 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Applied Econometrics (Journal)
Johansen, Søren (Peer reviewer)
1 Jan 2008 → 31 Dec 2008Activity: Peer-review and editorial work types › Editor of Research journal › Communication
Journal of Applied Econometrics (Journal)
Johansen, Søren (Review editor)
2011 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Applied Econometrics. (Journal)
Johansen, Søren (Review editor)
2011 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Common Market Studies (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Econometrics (Journal)
Johansen, Søren (Peer reviewer)
1 Jan 2008 → 31 Dec 2008Activity: Peer-review and editorial work types › Editor of Research journal › Communication
Journal of Econometrics (Journal)
Johansen, Søren (Review editor)
2010 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Econometrics (Journal)
Johansen, Søren (Review editor)
2011 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of International Trade and Economic Development (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Iranian Statistical Society (Journal)
Johansen, Søren (Review editor)
2012 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Noncommutative Geometry (Journal)
Nest, Ryszard (Editor)
1 Jan 2007 → …Activity: Peer-review and editorial work types › Editor of Research journal › Communication
Journal of Statistical Planning and Inference (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of Theoretical Probability (Journal)
Johansen, Søren (Review editor)
2010 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Journal of the American Statistical Association (Journal)
Johansen, Søren (Review editor)
2010 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Kognitive artefakter i matematikkens historie
Johansen, Mikkel Willum (Lecturer)
19 Jun 2012Activity: Talk or presentation types › Lecture and oral contribution
Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Johansen, Søren (Lecturer)
19 Sep 2013Activity: Talk or presentation types › Lecture and oral contribution
Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Johansen, Søren (Lecturer)
20 Oct 2015Activity: Talk or presentation types › Lecture and oral contribution
Likelihood inference for a vector autoregressive model which allows for fractional and cofractional processes
Johansen, Søren (Lecturer)
8 Jun 2008Activity: Talk or presentation types › Lecture and oral contribution
METHODOLOGY - European Journal of Research Methods for the Behavioral and Social Sciences (Journal)
Johansen, Søren (Review editor)
2011 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
MIT Press (Journal)
Johansen, Søren (Review editor)
2013 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Market-Valuation Methods in Life and Pension Insurance
Steffensen, Mogens (Lecturer)
26 Mar 2007Activity: Talk or presentation types › Lecture and oral contribution
Market-Valuation Methods in Life and Pension Insurance
Steffensen, Mogens (Lecturer)
20 Aug 2007Activity: Talk or presentation types › Lecture and oral contribution
Matematik er 1, ét, eet, I, i fag
Grønbæk, Niels (Consultant)
19 Sep 2019Activity: Consultancy types › Consultancy
Matematisk Statistiske Modeller
Johansen, Søren (Lecturer)
7 Nov 2013Activity: Talk or presentation types › Lecture and oral contribution
Mathematical Problems in Engineering (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Mathematics Education in the Digital Age
Grønbæk, Niels (Organizer)
5 Sep 2018 → 7 Sep 2018Activity: Participating in an event - types › Organisation of and participation in conference
Medvirken matematik-festival, Nørre G
Topsøe, Flemming (Participant)
23 Apr 2008 → …Activity: Other activity types › Other (prizes, external teaching and other activities) - Other
Model Based Reasoning in Science and Technology
Johansen, Mikkel Willum (Speaker)
21 Jun 2012 → 23 Jun 2012Activity: Participating in an event - types › Organisation of and participation in conference
Moderne metoder i livsforsikring
Steffensen, Mogens (Lecturer)
24 Apr 2007Activity: Talk or presentation types › Lecture and oral contribution
Nationalkomitéen for Matematik/International Commission for Mathematics Instruction (ICMI) (External organisation)
Grønbæk, Niels (Chair)
1 Jan 2000 → 30 Jun 2019Activity: Membership types › Membership in committee, council, board
New York Journal of Mathematics (Journal)
Grodal, Jesper (Editor)
2013 → 2018Activity: Peer-review and editorial work types › Editor of Research journal › Research
Notat om Matematik B
Grønbæk, Niels (Consultant), Krog Christensen, B. (Consultant) & Claussen, C. (Consultant)
30 Sep 2019Activity: Consultancy types › Consultancy
Ocean Dynamics (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
On optimal decision making in a life insurance multi-state Markov model
Steffensen, Mogens (Lecturer)
10 Dec 2008Activity: Talk or presentation types › Lecture and oral contribution
On qualitative modelling and management of insurable and securitizable risks
Steffensen, Mogens (Lecturer)
9 Dec 2008Activity: Talk or presentation types › Lecture and oral contribution
Optimal Control in Finite State Markov Chains with Applications to Personal Finance and Credit Risk Management
Steffensen, Mogens (Lecturer)
24 Oct 2008Activity: Talk or presentation types › Lecture and oral contribution
Optimal hedging and optimal Sharpe ratio in the cointegrated vector autoregressive model
Johansen, Søren (Lecturer)
17 Sep 2015Activity: Talk or presentation types › Lecture and oral contribution
Most downloads
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4977
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An explorative analysis of ERCC1-19q13 copy number aberrations in a chemonaive stage III colorectal cancer cohort
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
4762
downloads
Faecal contamination and health aspects of processing tomatoes (Solanum lycopersicum) irrigated with wastewater treated by decentralised wastewater treatment technologies
Research output: Contribution to journal › Conference article › Research › peer-review
Published -
3320
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published
Latest publications
Many neighborly spheres
Research output: Contribution to journal › Journal article › Research › peer-review
Maximum likelihood estimation and natural pairwise estimating equations are identical for three sequences and a symmetric 2-state substitution model
Research output: Contribution to journal › Journal article › Research › peer-review
Quantile Regression for Longitudinal Functional Data with Application to Feed Intake of Lactating Sows
Research output: Contribution to journal › Journal article › Research › peer-review