Kristina Rognlien Dahl

Associate Professor Tenure Track
Image of Kristina Rognlien Dahl
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Phone +47 -22854183
Room 1008
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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 (2019). Management of a hydropower system via convex duality. Mathematical Methods of Operations Research.  ISSN 1432-2994. . doi: 10.1007/s00186-018-00656-4
  • Dahl, Kristina Rognlien & Stokkereit, Espen (2019). A duopoly preemption game with two alternative stochastic investment choices. Afrika Matematika.  ISSN 1012-9405.  30(3-4), s 663- 680 . doi: 10.1007/s13370-019-00674-3
  • Dahl, Kristina Rognlien & Huseby, Arne (2018). Buffered environmental contours, In Stein Haugen; Anne Barros; Coen van Gulijk; Trond Kongsvik & Jan Erik Vinnem (ed.),  Safety and Reliability – Safe Societies in a Changing World. Proceedings of ESREL 2018, June 17-21, 2018, Trondheim, Norway.  CRC Press.  ISBN 9781351174657.  281.  s 2285 - 2292 Full text in Research Archive. Show summary
  • 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), s 317- 333 . doi: 10.1080/07362994.2016.1255147 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), s 994- 1014 . doi: 10.1080/17442508.2017.1303067 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), s 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), s 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), s 145- 155 . doi: 10.1007/s00245-013-9200-x Full text in Research Archive.

View all works in Cristin

  • Dahl, Kristina Rognlien (2019). Math vs The World: Mathematical models. Big data. Reality..
  • Dahl, Kristina Rognlien (2019). Mattementormotivasjon.
  • Dahl, Kristina Rognlien (2019). Robotene kommer! Kunstig intelligens. Maskinlæring. Big data..
  • Dahl, Kristina Rognlien (2019). Å studere matematikk ved UiO.
  • Dahl, Kristina Rognlien (2018). An introduction to binary system analysis.
  • Dahl, Kristina Rognlien (2018). Buffered environmental contours.
  • Dahl, Kristina Rognlien (2018). Buffered environmental contours.
  • Dahl, Kristina Rognlien (2018). Godt og blandet: Matematikk, økonomi og stokastisk analyse.
  • Dahl, Kristina Rognlien (2018). Hva kan du bli etter MAEC og MAMI?.
  • Dahl, Kristina Rognlien (2018, 15. mai). Kvinner i matematikk: 16 matematikere, 16 portretter. Fotoutstilling med intervju ved Realfagsbiblioteket, UiO.. [Fagblad].  Realfagsbiblioteket, UiO.
  • Dahl, Kristina Rognlien (2018). My career advice (a.k.a. me giving advice about something I don't know).
  • Dahl, Kristina Rognlien (2017, 30. desember). Intervju med nrk.no i forbindelse med uvanlig lavt antall flyulykker i 2017.. [Internett].  nrk.no.
  • Dahl, Kristina Rognlien (2017). Management of a hydropower system via convex duality.
  • Dahl, Kristina Rognlien (2017). Matematikk og økonomi (MAEC).
  • Dahl, Kristina Rognlien (2017). Reklamefilm for bachelorprogrammet i Matematikk og økonomi ved UiO.
  • Dahl, Kristina Rognlien (2017). Å studere matematikk ved UiO.
  • Dahl, Kristina Rognlien & Haufmann, Torkel Andreas (2017). How to Ph.Be.
  • Dahl, Kristina Rognlien (2016). Godt og blandet: Matematikk, økonomi og stokastisk analyse.
  • Dahl, Kristina Rognlien (2016). Inaugural lecture: Stochastic analysis meets risk- and reliability theory.
  • Dahl, Kristina Rognlien (2016). Information and Memory in Stochastic Optimal Control. Full text in Research Archive.
  • 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 & Haufmann, Torkel Andreas (2016). Our experiences as PhDs.
  • Dahl, Kristina Rognlien (2015). Deltagelse i radioprogrammet Abels tårn på P2 i forbindelse med Abelprisen 2015..
  • Dahl, Kristina Rognlien (2015). Å studere matematikk ved UiO.
  • Dahl, Kristina Rognlien & Øksendal, Bernt (2015). Singular recursive utility.
  • 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 (2014). Reale damer: Matematikk.
  • Dahl, Kristina Rognlien (2014). Å studere matematikk ved UiO.
  • 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). Hvordan er det å studere matematikk ved UiO?.
  • Dahl, Kristina Rognlien (2013). Jenter og matematikk.
  • Dahl, Kristina Rognlien (2013). Matematikk og økonomi (MAEC).
  • Dahl, Geir & Dahl, Kristina Rognlien (2012). Linear optimization and mathematical finance. Preprint series (Universitetet i Oslo. Matematisk institutt). 04 August 2012. Full text in Research Archive.
  • Dahl, Kristina Rognlien (2012). Convex Duality and Mathematical Finance.

View all works in Cristin

Published Aug. 15, 2012 8:47 AM - Last modified Feb. 28, 2019 10:48 AM

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