Kristina Rognlien Dahl

Associate Professor - Risk and Stochastics (SECTION 3)
Image of Kristina Rognlien Dahl
Norwegian version of this page
Phone +47 22854183
Room 1008
Username
Visiting address Niels Henrik Abels hus Moltke Moes vei 35 0851 OSLO
Postal address Postboks 1053 Blindern 0316 Oslo

Research interests:

Stochastic analysis. Risk. Reliability analysis. Mathematical finance. Duality methods. Optimization. Stochastic optimal control theory.

Teaching:

STK4400/9400: Risk and reliability analysis. 

STK3405/4405 - Introduction to risk and reliability analysis.

MAT2000 - Project in mathematics.

MAT1110 - Calculus and linear algebra.

MAT1100 - Calculus.

Various communication of mathematics: Girls and Mathematics, Mathematics and Economics, Women in Science: Stochastic analysis, How to Ph.Be, EKKO Abels Tower - Norwegian broadcasting radio show.

Background:

PhD, stochastic analysis (2016): "Information and Memory in Stochastic Optimal Control".

Master, mathematics, UiO (2012): "Convex Duality and Mathematical Finance".

Bachelor, Mathematics and Economics (MAEC), UiO (2010).

Awards:

H.R.H. the King of Norway's gold medal for best PhD thesis 2016.

The Norwegian Computing Center's prize for best master thesis of 2012.

 

 

Tags: Mathematics, Stochastic analysis and finance and insurance and risk

Publications

  • Dahl, Kristina Rognlien & Dordevic, Jasmina (2022). Stochastic optimal control of pre-exposure prophylaxis for HIV infection. Mathematical Medicine and Biology. ISSN 1477-8599. doi: 10.1093/imammb/dqac003.
  • Dahl, Kristina Rognlien & Eyjolfsson, Heidar (2022). Self-exciting jump processes and their asymptotic behaviour. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. doi: 10.1080/17442508.2022.2028789. Full text in Research Archive
  • Eggen, Mari Dahl; Dahl, Kristina Rognlien; Näsholm, Sven Peter & Mæland, Steffen (2022). Stochastic Modeling of Stratospheric Temperature. Mathematical Geosciences. ISSN 1874-8961. 54, p. 651–678. doi: 10.1007/s11004-021-09990-6. Full text in Research Archive
  • Dahl, Kristina Rognlien & Eyjolfsson, Heidar (2021). Self-Exciting Jump Processes as Deterioration Models. In Castanier, Bruno; Cepin, Marko; Bigaud, David & Berenguer, Christophe (Ed.), Proceedings of the 31st European Safety and Reliability Conference. Research Publishing Services. ISSN 978-981-18-2016-8. doi: 10.3850/978-981-18-2016-8_286-cd.
  • Agrell, Christian & Dahl, Kristina Rognlien (2021). Sequential Bayesian optimal experimental design for structural reliability analysis. Statistics and computing. ISSN 0960-3174. 31. doi: 10.1007/s11222-021-10000-2. Full text in Research Archive
  • Dahl, Kristina Rognlien & Huseby, Arne (2020). Environmental contours and optimal design. In Baraldi, Piero; Di Maio, Francesco P. & Zio, Enrico (Ed.), e-proceedings of the 30th European Safety and Reliability Conference and 15th Probabilistic Safety Assessment and Management Conference (ESREL2020 PSAM15). Research Publishing Services. ISSN 9789811485930. p. 3233–3240.
  • Dahl, Kristina Rognlien (2020). Forward-backward stochastic differential equation games with delay and noisy memory. Stochastic Analysis and Applications. ISSN 0736-2994. 38(4), p. 708–729. doi: 10.1080/07362994.2020.1713810. Full text in Research Archive
  • Dahl, Kristina Rognlien & Stokkereit, Espen (2019). A duopoly preemption game with two alternative stochastic investment choices. Afrika Matematika. ISSN 1012-9405. 30(3-4), p. 663–680. doi: 10.1007/s13370-019-00674-3. Full text in Research Archive
  • Dahl, Kristina Rognlien (2019). Management of a hydropower system via convex duality. Mathematical Methods of Operations Research. ISSN 1432-2994. 89, p. 43–71. doi: 10.1007/s00186-018-00656-4. Full text in Research Archive
  • Dahl, Kristina Rognlien & Huseby, Arne (2018). Buffered environmental contours. In Haugen, Stein; Barros, Anne; van Gulijk, Coen; Kongsvik, Trond & Vinnem, Jan Erik (Ed.), Safety and Reliability – Safe Societies in a Changing World. Proceedings of ESREL 2018, June 17-21, 2018, Trondheim, Norway. CRC Press. ISSN 9781351174657. p. 2285–2292. Full text in Research Archive
  • Dahl, Kristina Rognlien & Øksendal, Bernt (2017). Singular recursive utility. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508. 89(6-7), p. 994–1014. doi: 10.1080/17442508.2017.1303067. Full text in Research Archive
  • Dahl, Kristina Rognlien (2017). A convex duality approach for pricing contingent claims under partial information and short selling constraints. Stochastic Analysis and Applications. ISSN 0736-2994. 35(2), p. 317–333. doi: 10.1080/07362994.2016.1255147. Full text in Research Archive
  • Dahl, Kristina Rognlien; Mohammed, Salah-Eldin; Øksendal, Bernt & Røse, Elin Engen (2016). Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives. Journal of Functional Analysis. ISSN 0022-1236. 271(2), p. 289–329. doi: 10.1016/j.jfa.2016.04.031. Full text in Research Archive
  • Dahl, Kristina Rognlien & Stokkereit, Espen (2016). Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage. Afrika Matematika. ISSN 1012-9405. 27(3-4), p. 555–572. doi: 10.1007/s13370-015-0360-5. Full text in Research Archive
  • Dahl, Kristina Rognlien (2013). Pricing of Claims in Discrete Time with Partial Information. Applied Mathematics and Optimization. ISSN 0095-4616. 68(2), p. 145–155. doi: 10.1007/s00245-013-9200-x. Full text in Research Archive

View all works in Cristin

  • Dahl, Kristina Rognlien; Huseby, Arne Bang & Helvig Havgar, Marius (2022). Optimal Reinsurance Contracts under Conditional Value-at-Risk. In Leva, Maria Chiara; Patelli, Edoardo; Podofillini, Luca & Wilson, Simon (Ed.), Proceedings of the 32nd European Safety and Reliability Conference (ESREL 2022). Research Publishing Services. ISSN 978-981-18-5183-4. doi: 10.3850/978-981-18-5183-4_R10-03-224-cd.
  • Eggen, Mari Dahl; Dahl, Kristina Rognlien; Näsholm, Sven Peter & Mæland, Steffen (2022). Stochastic Modeling of Stratospheric Temperature.
  • Eggen, Mari Dahl; Dahl, Kristina Rognlien; Näsholm, Sven Peter & Mæland, Steffen (2021). Stochastic modelling of stratospheric temperature.
  • Dahl, Kristina Rognlien & Eyolfsson, Heidar (2021). Self-exciting jump processes as deterioration models.
  • Dahl, Kristina Rognlien & Huseby, Arne (2020). Environmental contours and optimal design.
  • Dahl, Kristina Rognlien (2020). The SCROLLER project and a subproject: Optimal design.
  • Dahl, Kristina Rognlien (2020). The SCROLLER project A Stochastic ContROL approach to machine Learning with applications to Environmental Risk models.
  • Dahl, Kristina Rognlien (2020). FBSDE games with delay & noisy memory.
  • Dahl, Kristina Rognlien (2019). Robotene kommer! Kunstig intelligens. Maskinlæring. Big data.
  • Dahl, Kristina Rognlien (2019). Math vs The World: Mathematical models. Big data. Reality.
  • Dahl, Kristina Rognlien (2019). Mattementormotivasjon.
  • Dahl, Kristina Rognlien (2019). Å studere matematikk ved UiO.
  • Dahl, Kristina Rognlien (2018). Buffered environmental contours.
  • Dahl, Kristina Rognlien (2018). An introduction to binary system analysis.
  • Dahl, Kristina Rognlien (2018). My career advice (a.k.a. me giving advice about something I don't know).
  • Dahl, Kristina Rognlien (2018). Hva kan du bli etter MAEC og MAMI?
  • Dahl, Kristina Rognlien (2018). Godt og blandet: Matematikk, økonomi og stokastisk analyse.
  • Dahl, Kristina Rognlien (2018). Kvinner i matematikk: 16 matematikere, 16 portretter. Fotoutstilling med intervju ved Realfagsbiblioteket, UiO. [Business/trade/industry journal]. Realfagsbiblioteket, UiO.
  • Dahl, Kristina Rognlien (2018). Buffered environmental contours.
  • Dahl, Kristina Rognlien (2017). Intervju med nrk.no i forbindelse med uvanlig lavt antall flyulykker i 2017. [Internet]. nrk.no.
  • Dahl, Kristina Rognlien (2017). Management of a hydropower system via convex duality.
  • Dahl, Kristina Rognlien (2017). Reklamefilm for bachelorprogrammet i Matematikk og økonomi ved UiO.
  • Dahl, Kristina Rognlien & Haufmann, Torkel Andreas (2017). How to Ph.Be.
  • Dahl, Kristina Rognlien (2017). Matematikk og økonomi (MAEC).
  • Dahl, Kristina Rognlien (2017). Å studere matematikk ved UiO.
  • Dahl, Kristina Rognlien (2016). Information and memory in stochastic optimal control.
  • Dahl, Kristina Rognlien (2016). Optimal utility insider portfolio in Kyle-Back models.
  • Dahl, Kristina Rognlien (2016). Inaugural lecture: Stochastic analysis meets risk- and reliability theory.
  • Dahl, Kristina Rognlien (2016). Godt og blandet: Matematikk, økonomi og stokastisk analyse.
  • Dahl, Kristina Rognlien & Haufmann, Torkel Andreas (2016). Our experiences as PhDs.
  • Dahl, Kristina Rognlien (2015). Å studere matematikk ved UiO.
  • Dahl, Kristina Rognlien (2015). Deltagelse i radioprogrammet Abels tårn på P2 i forbindelse med Abelprisen 2015.
  • Dahl, Kristina Rognlien & Øksendal, Bernt (2015). Singular recursive utility.
  • Dahl, Kristina Rognlien (2014). Å studere matematikk ved UiO.
  • Dahl, Kristina Rognlien (2014). Reale damer: Matematikk.
  • Dahl, Kristina Rognlien (2014). Deltagelse i radioprogrammet Abels tårn på P2 i forbindelse med Reale damer på UiO den 7. mars 2014.
  • Dahl, Kristina Rognlien; Øksendal, Bernt; Røse, Elin Engen & Mohammed, Salah-Eldin (2014). Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives.
  • Dahl, Kristina Rognlien (2013). Duality methods for pricing contingent claims.
  • Dahl, Kristina Rognlien (2013). Duality methods for pricing contingent claims.
  • Dahl, Kristina Rognlien (2013). Matematikk og økonomi (MAEC).
  • Dahl, Kristina Rognlien (2013). Jenter og matematikk.
  • Dahl, Kristina Rognlien (2013). Hvordan er det å studere matematikk ved UiO?
  • Dahl, Kristina Rognlien (2016). Information and Memory in Stochastic Optimal Control. Universitetet i Oslo. Full text in Research Archive
  • Dahl, Kristina Rognlien (2012). Convex Duality and Mathematical Finance. DUO.
  • Dahl, Geir & Dahl, Kristina Rognlien (2012). Linear optimization and mathematical finance. University of Oslo. ISSN 0806-2439. Full text in Research Archive

View all works in Cristin

Published Aug. 15, 2012 8:47 AM - Last modified Jan. 19, 2021 3:57 PM

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