Department of Mathematical Sciences

 

 
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  1. 1999
  2. Published

    Testing exact rational expectations in cointegrated vector autoregressive models

    Johansen, Søren & Swensen, A. R., 1999, In: Journal of Econometrics. 93, 1, p. 73-91 9 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Published

    Gorenstein homomorphisms of non-commutative rings

    Jørgensen, N. P., 1999, In: Journal of Algebra. 211, p. 240-267

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. Published

    Non-commutative Castelnuovo-Mumford regularity

    Jørgensen, N. P., 1999, In: Mathematical Proceedings of the Cambridge Philosophical Society. 125, 2, p. 203-221

    Research output: Contribution to journal › Journal article › Research › peer-review

  5. Published

    Properties of AS-Cohen-Macaulay algebras

    Jørgensen, N. P., 1999, In: Journal of Pure and Applied Algebra. 138, p. 239-249

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. Published

    A simple proof of a result of asmussen

    Kalashnikov, V. & Konstantinides, D., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 7.

    Research output: Working paper › Research

  7. Published

    Accuracy estimates for asymptotics of random sums with subexponential summands

    Kalashnikov, V. & Tsitsiashvili, G., 1999, Probabilistic analysis of Rare Events: Theory and Problems of Safety, Insurance and Ruin. Proceedings of the International Conference (28 June - 3 July 1999). Riga: Riga Aviations University, p. 29-35

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  8. Published

    Bounds for geometric sums used for evaluation of reliability of regenerative models

    Kalashnikov, V. & Bon, C. L., 1999, In: Journal of Mathematical Sciences. 93, p. 486-500

    Research output: Contribution to journal › Journal article › Research › peer-review

  9. Published

    Bounds for ruin probabilities in the presence of large claims and their comparison

    Kalashnikov, V., 1999, In: North American Acturarial Journal. 3, p. 116-129

    Research output: Contribution to journal › Journal article › Research › peer-review

  10. Published

    Continuity estimtes of ruin probability for Markov modulated risk process

    Kalashnikov, V., Rusaityte, D. & Enikeeva, F., 1999, In: Theory of Probabilities and Its applications. 44, p. 170-171

    Research output: Contribution to journal › Journal article › Research › peer-review

  11. Published

    Continuity of ruin probabilities

    Kalashnikov, V., Enikeeva, F. & Rusaityte, D., 1999, Ikke angivet. Riga Aviation University, Riga, p. 56-62

    Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

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