Ansattprofil

Kristina Rognlien Dahl

Professor

Institutt for samfunnsøkonomi

Romnummer B3Y-086
E-post kristina.r.dahl@bi.no

Biografi

I am a Professor in Mathematics at BI Norwegian Business School. I have a Ph.D in Mathematics from the University of Oslo, where I specialized in stochastic analysis and mathematical finance.

My research covers different topics in the field of stochastic analysis: Stochastic optimal control theory, in particular in the non-Markovian case, study of existence and uniqueness of solutions of new kinds of SDEs and BSDEs and modelling based on these new stochastic processes.

I am interested in real-life applications of stochastic models, and how they can improve our understanding of many different fields. I have worked on stochastic models and stochastic control for hydropower management, modelling of infectious diseases, temperature modelling, economic games, financial mathematics, risk assessment at sea, modelling the deterioration of components in a system and connections between stochastic control and reinforcement learning.

Awards:

NRC Young Research Talent project, 2020.

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, 2012.

Ekspertområder

Publikasjoner

Viser 5 av 18 publikasjon(er)

Journal of Mathematical Biology 89(5) s. 1-43 Doi: https://doi.org/10.1007/s00285-024-02151-3

SN Applied Sciences 5(4) Doi: https://doi.org/10.1007/s42452-023-05316-9

Mathematical Geosciences 54 s. 651-678 Doi: https://doi.org/10.1007/s11004-021-09990-6

Proceedings of the 32nd European Safety and Reliability Conference (ESREL 2022)

Mathematical Medicine and Biology 39(3) s. 197-225 Doi: https://doi.org/10.1093/imammb/dqac003

Akademisk grad
År	Akademisk institusjon	Grad
2016	Universitetet i Oslo	PhD

Arbeidserfaring
År	Arbeidsgiver	Tittel
2022 - Present	BI Norwegian Business School	Professor
2020 - 2022	University of Oslo	Associate professor
2016 - 2020	University of Oslo	Tenure track associate professor
2012 - 2016	University of Oslo	PhD candidate

Kristina Rognlien Dahl

Biografi

Ekspertområder

Publikasjoner

Stochastic optimal control of pre-exposure prophylaxis for HIV infection for a jump model

Optimal sequential decision making with probabilistic digital twins

Stochastic Modeling of Stratospheric Temperature

Optimal Reinsurance Contracts under Conditional Value-at-risk

Stochastic optimal control of pre-exposure prophylaxis for HIV infection

Self-exciting jump processes and their asymptotic behaviour

Sequential Bayesian optimal experimental design for structural reliability analysis

Self-Exciting Jump Processes as Deterioration Models

Forward-backward stochastic differential equation games with delay and noisy memory

Environmental contours and optimal design

Management of a hydropower system via convex duality

A duopoly preemption game with two alternative stochastic investment choices

Buffered environmental contours

Singular recursive utility

A convex duality approach for pricing contingent claims under partial information and short selling constraints

Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage

Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives

Pricing of Claims in Discrete Time with Partial Information

Kvinner i matematikk: 16 matematikere, 16 portretter. Fotoutstilling med intervju ved Realfagsbiblioteket, UiO.

Intervju med nrk.no i forbindelse med uvanlig lavt antall flyulykker i 2017.

Fornuft og følelse: Matematikken og livet

Arbeidsbok i matematikk for økonomistudenter

Innføring i matematikk for økonomistudenter

Happy birthday, Bernt! And some optimal control of noisy memory with Malliavin derivatives

Stochastic optimal control and applications

Stochastics, stochastic optimal control and applications

Stochastic Modeling of Stratospheric Temperature

Self-exciting jump processes as deterioration models

Stochastic modelling of stratospheric temperature

The SCROLLER project A Stochastic ContROL approach to machine Learning with applications to Environmental Risk models

FBSDE games with delay & noisy memory

Environmental contours and optimal design

The SCROLLER project and a subproject: Optimal design

Robotene kommer! Kunstig intelligens. Maskinlæring. Big data.

Math vs The World: Mathematical models. Big data. Reality.

Mattementormotivasjon

Å studere matematikk ved UiO

Buffered environmental contours

My career advice (a.k.a. me giving advice about something I don't know)

Buffered environmental contours

Hva kan du bli etter MAEC og MAMI?

An introduction to binary system analysis

Godt og blandet: Matematikk, økonomi og stokastisk analyse

Reklamefilm for bachelorprogrammet i Matematikk og økonomi ved UiO

Management of a hydropower system via convex duality

Matematikk og økonomi (MAEC)

How to Ph.Be

Å studere matematikk ved UiO

Our experiences as PhDs

Information and memory in stochastic optimal control

Inaugural lecture: Stochastic analysis meets risk- and reliability theory

Optimal utility insider portfolio in Kyle-Back models

Godt og blandet: Matematikk, økonomi og stokastisk analyse

Deltagelse i radioprogrammet Abels tårn på P2 i forbindelse med Abelprisen 2015.

Singular recursive utility

Å studere matematikk ved UiO

Å studere matematikk ved UiO

Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives

Reale damer: Matematikk

Deltagelse i radioprogrammet Abels tårn på P2 i forbindelse med Reale damer på UiO den 7. mars 2014.

Hvordan er det å studere matematikk ved UiO?

Duality methods for pricing contingent claims

Jenter og matematikk

Duality methods for pricing contingent claims

Matematikk og økonomi (MAEC)

Convex Duality and Mathematical Finance

Linear optimization and mathematical finance