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Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility
Zhang, Y., 2024, I: Methodology and Computing in Applied Probability. 26, 1, s. 1-47 7.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
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Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach
Zhang, Y., 2024, (E-pub ahead of print) I: Stochastic Models.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- 2023
- Udgivet
Quantum Group Structures in Chern-Simons Theory
Aamand, Nanna Havn, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 65 s.Publikation: Bog/antologi/afhandling/rapport › Ph.d.-afhandling › Forskning
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The minimal canonical form of a tensor network
Acuaviva, A., Makam, V., Nieuwboer, H., Perez-Garcia, D., Sittner, F., Walter, M. & Witteveen, Freek Gerrit, 2023, Proceedings - 2023 IEEE 64th Annual Symposium on Foundations of Computer Science, FOCS 2023. IEEE, s. 328-362Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning › fagfællebedømt
- Udgivet
One-dimensional Dilute Quantum Gases and Their Ground State Energies
Agerskov, Johannes, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. 128 s.Publikation: Bog/antologi/afhandling/rapport › Ph.d.-afhandling › Forskning
- Udgivet
Aggregate Markov models in life insurance: Properties and valuation
Ahmad, Jamaal, Bladt, Mogens & Furrer, Christian, 2023, I: Insurance: Mathematics and Economics. 113, s. 50-69Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Matrix methods in multi-state life insurance
Ahmad, Jamaal, 2023, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen.Publikation: Bog/antologi/afhandling/rapport › Ph.d.-afhandling › Forskning
- Udgivet
Phase-type representations of stochastic interest rates with applications to life insurance
Ahmad, Jamaal & Bladt, Mogens, 2023, I: European Actuarial Journal. 13, s. 571–606Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Continuous scaled phase-type distributions
Albrecher, H., Bladt, Martin Rainer, Bladt, Mogens & Yslas, J., 2023, I: Stochastic Models. 39, 2, s. 293-322Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
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