Kristina Rognlien Dahl
Research interests:
Stochastic analysis. Risk. Reliability analysis. Mathematical finance. Duality methods. Optimization. Stochastic optimal control theory.
Teaching:
STK3405/4405 - Introduction to risk and reliability analysis.
MAT2000 - Project in mathematics.
MAT1110 - Calculus and linear algebra.
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.
Publications
- 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.
- 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.