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Faglige artikler

Faglige artikler og publikationer af Edlunds Research & Development-gruppe. 

Læs artiklernes abstract ved at holde musen over de pågældende links. Kontakt os, hvis du ønsker uddybning af et emne.

 
Andre videnskabelige publikationer lavet som en del af Edlunds forskningssamarbejde med Københavns Universitet og IT-Universitetet

Personal finance and life insurance under separation of risk aversion and elasticity of substitution (Køb artiklen)
N.R. Jensen and M. Steffensen, Personal Finance and Life Insurance under Separation of Risk Aversion and Elasticity of Substitution, Insurance: Mathematics and Economics, May 2015, Volume 62, 28–4.

Variance optimal stopping for geometric Lévy processes (Kræver login)
Kamille Sofie Tågholt Gad and Jesper Lund Pedersen. Variance Optimal Stopping for Geometric Levy Processes. Adv. in Appl. Probab, Volume 47, Number 1 , 128-145. March 2015.

Optimal Stopping and Policyholder Behaviour in Life Insurance (Download hele afhandlingen)
Kamille Tågholt Gad, Optimal Stopping and Policyholder Behaviour in Life Insurance. Ph.d. thesis, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. February 2015.

Aspects of valuation and optimization in life insurance (Download hele afhandlingen)
Lars Frederik Brandt Henriksen, Aspects of valuation and optimization in life insurance. Ph.d. thesis, Department of Mathematical Sciences, Faculty of Science, University of Copenhagen. September 2014.

Pension Reserve Computations on GPUs (Download hele artiklen)
C. Harrington, N. Dahl, P. Sestoft, and D. Christiansen, Pension Reserve Computations on GPUs, In Proc. of Workshop on Functional High-Performance Computing, Gothenburg, Sweden, September 2014.

Dependent type providers (Download hele artiklen)
D. Christiansen. Dependent type providers. In Proc. of Workshop on Generic Programming, Boston, Massachusetts, USA, September 2013.

Safe-side scenarios for financial and biometrical risk (Køb artiklen)
M.C. Christiansen and M. Steffensen. Safe-side scenarios for financial and biometrical risk. ASTIN Bulletin 43/3, September 2013, 323-357.

Software Development for the Working Actuary (Download hele artiklen)
D. Christiansen, Software Development for the Working Actuary, In Proc. of 4th International Symposium on End-User Development. Copenhagen, Denmark, June 2013.

Looking Outward: When Dependent Types Meet I/O (Download hele afhandlingen)
D. Christiansen, Looking Outward: When Dependent Types Meet I/O, Master thesis, IT-University of Copenhagen. June 2013.