Sören Christensen

Showing 27 publications

2017

IMPULSE CONTROL AND EXPECTED SUPREMA

Sören Christensen, P. Salminen
Advances in Applied Probability. Vol. 49 (1), p. 238-257
Journal article
2016

No Benefit in Seeing a Dark Future? On Recent Findings on the Effects of Forecasting Life Satisfaction

Sören Christensen
Journal of Individual Differences. Vol. 37 (3), p. 201-2015
Journal article
2016

On sequential decision problems with constant costs of observation

Sören Christensen
Stochastic Processes and Models in Operations Research. Neelamegam Anbazhagan (red.), p. 229 ff.-
Book chapter
2016

Worst-case portfolio optimization in a market with bubbles

Christoph Belak, Sören Christensen, Olaf Menkens
International Journal of Theoretical and Applied Finance. Vol. 19 (2), p. artikel nr 1650009-
Journal article
2015

Convergence of switching diffusions

Sören Christensen, A. Irle
Stochastic Processes and their Applications. Vol. 125 (9), p. 3623-3635
Journal article
2015

Discrimination of mothers for convalescent treatment? | Diskriminierung bei Kuren für Mütter?

B. Christensen, Sören Christensen
Pravention und Gesundheitsforderung. Vol. 10 (3), p. 218-221
Journal article
2015

Classification error in multiclass discrimination from Markov data

Sören Christensen, A. Irle, L. Willert
Statistical Inference for Stochastic Processes. Vol. 19 (3), p. 321-336
Journal article
2015

Everything counts!

Björn Christensen, Sören Christensen, Tim Hoppe et al
AStA Wirtschafts- und Sozialstatistisches Archiv. Vol. 9 (3-4), p. 215-232
Journal article
2015

Resolvent-Techniques for Multiple Exercise Problems

Sören Christensen, J. Lempa
Applied Mathematics and Optimization. Vol. 71 (1), p. 95-123
Journal article
2015

Achtung: Statistik. 150 Kolumnen zum Nachdenken und Schmunzeln

Björn Christensen, Sören Christensen
Book
2014

A method for pricing american options using semi-infinite linear programming

Sören Christensen
Mathematical Finance. Vol. 24 (1), p. 156-172
Journal article
2014

Are female hurricanes really deadlier than male hurricanes?

B. Christensen, Sören Christensen
Proceedings of the National Academy of Sciences of the United States of America. Vol. 111 (34), p. E3497-E3498
Journal article
2014

Discussion on "Sequential Estimation for Time Series Models" by T. N. Sriram and Ross Iaci

Sören Christensen
Sequential Analysis. Vol. 33 (2), p. 158-160
Journal article
2014

Worst-case optimal investment with a random number of crashes

C. Belak, Sören Christensen, O. Menkens
Statistics and Probability Letters. Vol. 90 (1), p. 140-148
Journal article
2014

On the solution of general impulse control problems using superharmonic functions

Sören Christensen
Stochastic Processes and their Applications. Vol. 124 (1), p. 709-729
Journal article
2013

Optimal Multiple Stopping with Random Waiting Times

Sören Christensen, A. Irle, S. Jürgens
Sequential Analysis. Vol. 32 (3), p. 297-318
Journal article
2013

Optimal stopping of strong Markov processes

Sören Christensen, P. Salminen, B.Q. Ta
Stochastic Processes and their Applications. Vol. 123 (3), p. 1138-1159
Journal article
2013

American Options with guarantee – A class of two-sided stopping problems

Sören Christensen, Albrecht Irle
Statistics and Risk Modeling. Vol. 30 (3), p. 237-254
Journal article
2013

Optimal decision under ambiguity for diffusion processes

Sören Christensen
Mathematical Methods of Operations Research. Vol. 77 (2), p. 207-226
Journal article
2013

On the Distribution of Random Variables Corresponding to Musielak-Orlicz Norms

Sören Christensen
Studia Mathematica. Vol. 219 (3), p. 269-287
Journal article
2012

Generalized Fibonacci numbers and Blackwell's renewal theorem

Sören Christensen
Statistics and Probability Letters. Vol. 82 (9), p. 1665-1668
Journal article
2012

Phase-type distributions and optimal stopping for autoregressive processes

Sören Christensen
Journal of Applied Probability. Vol. 49 (1), p. 22-39
Journal article
2011

A harmonic function technique for the optimal stopping of diffusions

Sören Christensen, A. Irle
Stochastics. Vol. 83 (4-6), p. 347-363
Journal article
2011

An elementary approach to optimal stopping problems for AR(1) sequences

Sören Christensen, A. Irle, A. Novikov
Sequential Analysis. Vol. 30 (1), p. 79-93
Journal article
2010

Contributions to the theory of optimal stopping

Sören Christensen
Doctoral thesis
2009

A note on pasting conditions for the American perpetual optimal stopping problem

Sören Christensen, A. Irle
Statistics and Probability Letters. Vol. 79 (3), p. 349-353
Journal article

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