Department of Mathematical Sciences

 

 
  1. 2023
  2. Published

    Relative VGIT and an Application to Degenerations of Hilbert Schemes

    Halle, L. H., Hulek, K. & Zhang, Z., 2023, In: Michigan Mathematical Journal. 73, 1, p. 67-96

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Reserve-dependent Management Actions in life insurance

    Falden, Debbie Kusch & Nyegaard, A. K., 2023, In: Scandinavian Actuarial Journal. 2023, 1, p. 1-19

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Resolvents for fractional-order operators with nonhomogeneous local boundary conditions

    Grubb, Gerd, 2023, In: Journal of Functional Analysis. 284, 7, 55 p., 109815.

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Revenue and risk of variable renewable electricity investment: The cannibalization effect under high market penetration

    Reichenberg, L., Ekholm, T. & Boomsma, Trine Krogh, 2023, In: Energy. 284, 17 p., 128419.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Rigidity and non-existence results for collapsed translators

    Impera, D., Møller, Niels Martin & Rimoldi, M., 2023, arXiv preprint, 13 p.

    Research output: Working paperPreprintResearch

  7. Published

    Rigidity results for mean curvature flow graphical translators moving in non-graphical direction

    Ma, J. M. S., Ooi, Y. S. & Pyo, J., 2023, In: Proceedings of the American Mathematical Society. 151, 12, p. 5391-5402

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models

    Zhang, Y., 2023, In: Methodology and Computing in Applied Probability. 25, 1, 32 p., 20.

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    Robust claim frequency modeling through phase-type mixture-of-experts regression

    Bladt, Martin Rainer & Yslas, J., 2023, In: Insurance: Mathematics and Economics. 111, p. 1-22

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Robust optimal asset-liability management with mispricing and stochastic factor market dynamics

    Wang, N. & Zhang, Y., 2023, In: Insurance: Mathematics and Economics. 113, p. 251-273

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Seconder of the vote of thanks to Fong, Holmes and Walker and contribution to the Discussion of ‘Martingale Posterior Distributions’

    Lauritzen, Steffen, 2023, In: Journal of the Royal Statistical Society. Series B: Statistical Methodology. 85, 5, p. 1394-1396

    Research output: Contribution to journalJournal articleResearchpeer-review