Kristina Rognlien Dahl

Image of Kristina Rognlien Dahl
Norwegian version of this page
Phone +47-22854183
Room 1037
Visiting address Ullevål stadion Sognsveien 77 B 0855 OSLO
Postal address Postboks 1053 Blindern 0316 OSLO
Other affiliations Faculty of Mathematics and Natural Sciences (Student)

Research interests:

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


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.


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).


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


  • 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.  Taylor & Francis.  ISBN 978-1-351-17466-4.  281.  s 2285 - 2292 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.

View all works in Cristin

  • Dahl, Kristina Rognlien (2018). Buffered environmental contours.
  • 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.

View all works in Cristin

Published Aug. 15, 2012 8:47 AM - Last modified July 4, 2018 1:47 PM


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