Department of Mathematical Sciences

 

 
  1. Published

    Ground state energy of dilute Bose gases in 1D

    Agerskov, Johannes, Reuvers, R. & Solovej, Jan Philip, 2022, arXiv:2203.17183 ed., arxiv.org, 36 p. (arXiv).

    Research output: Working paperPreprintResearch

  2. Published

    Efficiency Evaluation with Convex Pairs

    Agrell, P. J., Bogetoft, P., Brock, M. & Tind, J., 2001, 23 p.

    Research output: Working paperResearch

  3. Published
  4. Published

    Time inhomogeneity in longest gap and longest run problems

    Asmussen, S., Ivanovs, J. & Rønn-Nielsen, A., Oct 2015, Thiele Research report, No 7, 2015 ed., Aarhus University, 17 p. (Thiele Research Report, Vol. 7).

    Research output: Working paperResearch

  5. Published

    Testing for a Unit Root against Local Alternatives

    Atsushi, N., 1993, København, p. 38.

    Research output: Working paperResearch

  6. Published

    Term Rates, Multicurve Term Structures and Overnight Rate Benchmarks: a Roll-Over Risk Approach

    Backwell, A., Macrina, A., Schloegl, E. & Skovmand, David Glavind, 27 Jun 2019, SSRN: Social Science Research Network, 24 p.

    Research output: Working paperResearch

  7. Published

    Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments

    Bec, F. & Rahbek, Anders, 2002, Københavns Universitet, p. 1-21.

    Research output: Working paperResearch

  8. Published

    Expert Kaplan--Meier estimation

    Bladt, M. & Furrer, Christian, 2023, arXiv.org, 29 p.

    Research output: Working paperPreprintResearch

  9. Published

    Continuity of quantum entropic quantities via almost convexity

    Bluhm, Andreas, Capel, Á., Gondolf, P. & Pérez-Hernández, A., 2022, 69 p.

    Research output: Working paperPreprintResearch

  10. Published

    Polytope compatibility - from quantum measurements to magic squares

    Bluhm, Andreas, Nechita, I. & Schmidt, Simon, 2023, arXiv preprint, 37 p.

    Research output: Working paperPreprintResearch

  11. Published

    On Gram-Charlier approximation in risk theory

    Buchta, C. & Reitzner, M., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 29.

    Research output: Working paperResearch

  12. Published

    Cyclic reduction of Elliptic Curves

    Campagna, F. & Stevenhagen, P., 2019, arXiv preprint.

    Research output: Working paperResearch

  13. Published

    Testing undeclared central bank intervention in foreign exchange markets

    Cavaliere, G., 2002, København, p. 1-28.

    Research output: Working paperResearch

  14. Published

    Ancient Mean Curvature Flows and their Spacetime Tracks

    Chini, F. & Møller, Niels Martin, 2019, p. 1-14, (arXiv.org).

    Research output: Working paperPreprintResearch

  15. Published

    Partial Degeneration of Tensors

    Christandl, Matthias, Gesmundo, F., Lysikov, V. & Steffan, Vincent, 2023, arXiv preprint, 27 p.

    Research output: Working paperPreprintResearch

  16. Published

    Projective representation theory for compact quantum groups and the quantum Baum-Connes assembly map

    Commer, K. D., Martos Prieto, Ruben & Nest, Ryszard, 2021, arxiv.org, 54 p.

    Research output: Working paperPreprintResearch

  17. Published

    Fair Distribution of Assets in Life Insurance

    Dahl, M. H., 2004, Afdeling for Anvendt Matematik og Statistik / København Universitet: H.C.Ø.-Tryk, p. 1-41.

    Research output: Working paperResearch

  18. Published

    A Discrete-Time Model for Reinvestment Risk in Bond Markets

    Dahl, M. H., 2005, Laboratory of Actuarial Mathematics, University of Copenhagen: H.C.Ø.-Tryk, p. 1-25.

    Research output: Working paperResearch

  19. Published

    A Continuous-Time Model for Reinvestment Risk in Bond Markets

    Dahl, M. H., 2005, Københavns Universitet: H.C.Ø.-Tryk, p. 1-24.

    Research output: Working paperResearch

  20. Published

    Valuation and Hedging of life Insurance Liabilities with Systematic Mortality Risk

    Dahl, M. H. & Møller, T., 2005, Københavns Universitet: H.C.Ø.-Tryk, p. 1-30.

    Research output: Working paperResearch

  21. Published

    Stochastic Mortality in Life Insurance: Market Reserves and Mortality-Linked Insurance Contracts

    Dahl, M. H., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-27.

    Research output: Working paperResearch

  22. Published

    Extreme Value Theory for Space-Time Processes with Heavy-Tailed Distributions

    Davis, R. A. & Mikosch, Thomas Valentin, 2006, Laboratory of Actuarial Mathematics / Copenhagen University: <Forlag uden navn>, p. 1-22.

    Research output: Working paperResearch

  23. Published

    Generalized integrals of Macdonald and Gegenbauer functions

    Dereziński, J., Gaß, C. & Ruba, Blazej Teofil, 12 Apr 2023, arXiv.org, 40 p.

    Research output: Working paperPreprintResearch

  24. Published

    On a class of renewal risk processes

    Dickson, D., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 12.

    Research output: Working paperResearch

  25. Published

    Ruin probabilities for Erlang(2) risk processes.

    Dickson, D. & Hipp, C., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 12.

    Research output: Working paperResearch

  26. Published

    On the entropy of LEGO

    Durhuus, Bergfinnur & Eilers, Søren, 2005, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.

    Research output: Working paperResearch

  27. Published
  28. Published

    Noncommutative waves have infinite propagation speed

    Durhuus, Bergfinnur & Jonsson, T., 2004, IOP Publishing, p. 50-62.

    Research output: Working paperResearch

  29. Published

    Continuity estimates for ruin probabilities

    Farida Enikeeva, Kalashnikov, V. & Rusaityte, D., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 20.

    Research output: Working paperResearch

  30. Published

    Dimension and degeneracy of solutions of parametric polynomial systems arising from reaction networks

    Feliu, Elisenda, Henriksson, Oskar & Pascual-Escudero, B., 5 Apr 2023, arXiv preprint, 24 p.

    Research output: Working paperPreprintResearch

  31. Published

    Marker-dependent hazard estimation: An application to AIDS.

    Fusaro, R. E., Nielsen, J. P. & Scheike, Thomas, 1991, København: Museum Tusculanum, 30 p.

    Research output: Working paperResearch

  32. Published

    Modeling Telefraffic Arrivals by a Poisson Cluster Process

    Fäy, G., González-Arávalo, B., Mikosch, Thomas Valentin & Samorodnitsky, G., 2005, Laboratory of Actuarial Mathematics: H.C.Ø.-Tryk, p. 1-27.

    Research output: Working paperResearch

  33. Published

    Non-commutative residue of projections in Boutet de Monvel's calculus

    Gaarde, A., 2007.

    Research output: Working paperResearch

  34. Published

    Optimal hedging with the cointegrated vector autoregressive model

    Gatarek, L. & Johansen, Søren, 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 11 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 22, Vol. 2014).

    Research output: Working paperResearch

  35. Published

    Present value distributions with applications to ruin theory and stochastic equations

    Gjessing, H. K. & Paulsen, J., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 22.

    Research output: Working paperResearch

  36. Published

    String topology of finite groups of Lie type

    Grodal, Jesper & Lahtinen, A., 2020, arxiv.org, 58 p.

    Research output: Working paperPreprintResearch

  37. Published

    A Mixing Severity Model Incorporating Three Sources of Data for Operational Risk Quantification

    Gustafsson, J. K. A., 2008, 22 p.

    Research output: Working paperResearch

  38. Published

    Comparison of some Bayesian analyses of heterogeneity in group life insurance

    Haastrup, S., 1997, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 10.

    Research output: Working paperResearch

  39. Published

    Maximum likelihood estimation in a marked point process with applications to non-life insurance.

    Haastrup, S., 1995, Lab. of Actuarial Math., Kbh. Univ., 29 p.

    Research output: Working paperResearch

  40. Published

    Claims reserving in continuous time; a nonparametric Bayesian approach

    Haastrup, S. & Arjas, E., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 24 p.

    Research output: Working paperResearch

  41. Published
  42. Published

    The History of the Law of Large Numbers and Consistency

    Hald, A., 2003, Københavns Universitet, p. 1-38.

    Research output: Working paperResearch

  43. Published

    Three Contributions to the History of Statistics

    Hald, A., Edwards, A. W. F. & Barnard, G. A., 1994, København: Museum Tusculanum, p. 48.

    Research output: Working paperResearch

  44. Published

    On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance

    Hald, M. & Schmidli, H., 2003, Københavns Universitet: H.C.Ø.-Tryk, p. 1-11.

    Research output: Working paperResearch

  45. Published

    The Maximum of a Random Walk Reflected at a General Barrier

    Hansen, Niels Richard, 2004, Afdeling for Anvendt Matematik og Statistik, p. 1-14.

    Research output: Working paperResearch

  46. Published

    Local Alignment of Markov Chains

    Hansen, Niels Richard, 2005, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-35.

    Research output: Working paperResearch

  47. Published

    A note on Stochastic Context-Free Grammars, Termination and the EM-Algorithm

    Hansen, Niels Richard, 2005, Department of Mathematical Sciences / University of Copenhagen, p. 1-11.

    Research output: Working paperResearch

  48. Published
  49. Published

    Asymptotics for Local Maximal Stack Scores with General Loop Penelty Function

    Hansen, Niels Richard, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-22.

    Research output: Working paperResearch

  50. Published

    Local Stacks in a Markov Chain

    Hansen, Niels Richard, 2005, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-12.

    Research output: Working paperResearch

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