Department of Mathematical Sciences

 

 
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  1. 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 journal › Journal article › Research › peer-review

  2. 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 journal › Journal article › Research › peer-review

  3. 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 journal › Journal article › Research › peer-review

  4. 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 journal › Journal article › Research › peer-review

  5. 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 journal › Journal article › Research › peer-review

  6. 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 journal › Journal article › Research › peer-review

  7. 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 journal › Journal article › Research › peer-review

  8. 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 journal › Journal article › Research › peer-review

  9. 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 journal › Journal article › Research › peer-review

  10. 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 journal › Journal article › Research › peer-review

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