Scientific papers

Articles and publications by Edlund's Research & Development team.

Read the abstracts by hovering your mouse over the links. Feel free to contact us if you want to know more about a specific subject.

 
Other scientific publications published as a result of Edlund's cooperation with The University of Copenhagen and The IT University of Copenhagen.

Personal finance and life insurance under separation of risk aversion and elasticity of substitution (Link to buy article)
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 (Requires 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 (Full thesis)
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 (Full thesis)
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 (Full article)
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 (Full article)
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 (Link to buy article)
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 (Full article)
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 (Full thesis)
D. Christiansen, Looking Outward: When Dependent Types Meet I/O, Master thesis, IT-University of Copenhagen. June 2013.