Department of Mathematical Sciences

 

 
  1. 1995
  2. Published

    Likelihood-based inference in cointegrated vector auto-regressive models

    Johansen, Søren, 1995, Great Britain: Oxford University Press. 267 p.

    Research output: Book/ReportBookResearchpeer-review

  3. Published

    Test for cointegration rank in partial systems

    Johansen, Søren, Harboe, I., Nielsen, B. & Rahbek, Anders, 1995, København, p. 32.

    Research output: Working paper

  4. Published

    The Role of Ancillarity in Inference for Non-stationary Variables

    Johansen, Søren, 1995, In: Economic Journal. 105, 429, p. 302-320

    Research output: Contribution to journalJournal articleResearchpeer-review

  5. Published

    Automorphism and derivations of upper triangular matrix rings

    Jøndrup, Søren, 1995, In: Linear Algebra and Its Applications. 221, p. 205-218

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Ordering claim size distributions and mixed Poisson probabilities

    Kaas, R. & Hesselager, O., 1995, In: Insurance: Mathematics and Economics. 17, 2, p. 193-201

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Ordering claim size distributions and mixed Poisson probabilities

    Kaas, R. & Hesselager, O., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 12 p.

    Research output: Working paper

  8. Published

    A counterexample to a conjecture concerning infinitely divisible distributions

    Kristiansen, G. K., 1995, In: Scandinavian Journal of Statistics. 77, 1, p. 139-141

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. Published

    A Markov Model for the Term Structure of Credit Risk Spreads

    Lando, D., Jarrow, R. A. & Turnbull, S. M., 1995, In: Preprint. 10, p. 63

    Research output: Contribution to journalJournal articleResearch

  10. Published

    On Jump-diffusion Option Pricing from the Viewpoint of Semimartingale Characteristics

    Lando, D., 1995, København, p. 25.

    Research output: Working paper

  11. Published

    Alger fik varmen med a-kraft

    Larsen, M. E., 1995, In: Illustreret Videnskab. 8, p. 59

    Research output: Contribution to journalJournal articleResearch

  12. Published

    Book review Knot theory by Charles Livingston

    Larsen, M. E., 1995, In: Crux Mathematicorum with Mathematical Mayhem. 21, 4, p. 127-128

    Research output: Contribution to journalJournal articleResearchpeer-review

  13. Published

    Book review game theory and strategy by Philip D.Straffin

    Larsen, M. E., 1995, In: Crux Mathematicorum with Mathematical Mayhem. 21, 3, p. 88

    Research output: Contribution to journalJournal articleResearchpeer-review

  14. Published

    Den kryptiske side

    Larsen, M. E., 1995, In: Illustreret Videnskab. 1-12

    Research output: Contribution to journalJournal articleResearch

  15. Published

    Den kryptiske side

    Larsen, M. E., 1995, In: Illustreret Videnskab. 13, p. 66,78

    Research output: Contribution to journalJournal articleResearch

  16. Published

    Det gælder om ikke at gentage fejl

    Larsen, M. E., 1995, In: Illustreret Videnskab. 12, p. 43

    Research output: Contribution to journalJournal articleResearch

  17. Published

    Fra Bernoullis forunderlige polynomier via Euler-Maclaurins sumformel til Rombergs integralapproximation Anden del

    Larsen, M. E., 1995, In: Kvant. 6, 1, p. 20-26

    Research output: Contribution to journalJournal articleResearch

  18. Published

    Fra Bernoullis forunderlige polynomier via Euler-Maclaurins sumformel til Rombergs integralapproximation. Første del

    Larsen, M. E., 1995, In: Kvant. 5, 4, p. 22-28

    Research output: Contribution to journalJournal articleResearchpeer-review

  19. Published

    Hvorfor er binomialkoefficienter næsten altid lige ?

    Larsen, M. E., 1995, Matematiske Essays. Københavns: Matematiklærerforeningen, p. 133-135

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  20. Published

    Kunsten at vælge

    Larsen, M. E., 1995, Matematiske Essays. København, p. 168-177

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  21. Published

    Peter's Atlas

    Larsen, M. E., 1995, Matematiske Essays. København: Matematiklærerforeningen, p. 81-85

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  22. Published

    Local spectral properties of commutators

    Laursen, Kjeld Bagger, Miller, V. G. & Neumann, M. M., 1995, In: Proceedings of the Edinburgh Mathematical Society. 38, 2, p. 313-329

    Research output: Contribution to journalJournal articleResearchpeer-review

  23. Published

    Operators with finite chain length and the ergodic theorem

    Laursen, Kjeld Bagger & Mbekhta, M., 1995, In: Proceedings of the American Mathematical Society. 123, p. 3443-3448

    Research output: Contribution to journalJournal articleResearchpeer-review

  24. Published

    Interactions between mechanics and differential geometry in the 19th century

    Lützen, Jesper, 1995, In: Archive for History of Exact Sciences. 49, p. 1-72

    Research output: Contribution to journalJournal articleResearchpeer-review

  25. Published

    Models Combining Group Symmetry and Conditional Independence in a Multivariate Normal Distribution

    Madsen, J. & Andersson, S. A., 1995, København, p. 56.

    Research output: Working paper

  26. Published

    A counting process approach to stochastic interest

    Møller, C. M., 1995, In: Insurance: Mathematics and Economics. 17, 2, p. 181-192

    Research output: Contribution to journalJournal articleResearchpeer-review

  27. Published

    Bayes prediction based on point processes and martingales

    Møller, C. M., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 17 p.

    Research output: Working paper

  28. Published

    Point processes and martingales in risk theory (trykt på russisk)

    Møller, C. M., 1995, In: Surveys in Applied and Industrial Mathematics (på russisk). 2, 4, p. 658-674

    Research output: Contribution to journalJournal articleResearchpeer-review

  29. Published

    Stochastic differential equations for ruin probabilities

    Møller, C. M., 1995, In: Journal of Applied Probability. 32, 1, p. 74-89

    Research output: Contribution to journalJournal articleResearchpeer-review

  30. Published

    A Z/2-structure in the configuration space of Yang-Mills theories

    Møller, Jesper Michael, 1995, In: Journal of Mathematical Physics. 36, 01, p. 5284-5296 13 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  31. Published

    Homotopy Lie groups

    Møller, Jesper Michael, 1995, In: Bulletin of the American Mathematical Society. 32, 4, p. 413-428 16 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  32. Published

    Algebraic index theorem

    Nest, Ryszard & Tsygan, B., 1 Sep 1995, In: Communications in Mathematical Physics. 172, 2, p. 223-262 40 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  33. Published

    Algebraic index theorem for families

    Nest, Ryszard & Tsygan, B., Jul 1995, In: Advances in Mathematics. 113, 2, p. 151-205 55 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  34. Published

    Balanced credibility estimation

    Neuhaus, W., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 21 p.

    Research output: Working paper

  35. Published

    Balanced credibility estimation

    Neuhaus, W., 1995, In: Applied Stochastic Models in Business and Industry. 11, 3, p. 217-230

    Research output: Contribution to journalJournal articleResearchpeer-review

  36. Published

    Community rating and equalisation

    Neuhaus, W., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 36 p.

    Research output: Working paper

  37. Published

    Community rating and equalisation

    Neuhaus, W., 1995, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 25, 2, p. 95-118

    Research output: Contribution to journalJournal articleResearchpeer-review

  38. Published

    Optimal estimation under linear constraints

    Neuhaus, W., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 17 p.

    Research output: Working paper

  39. Published

    Bartlett correction of the unit root test in autoregressive models

    Nielsen, B., 1995, København, p. 12.

    Research output: Working paper

  40. Published

    Incomplete Observations and Coarsening at Random

    Nielsen, S. F., 1995, København: Museum Tusculanum, p. 19.

    Research output: Working paper

  41. Published

    Inference and Missing at Random: Asymptotic Results

    Nielsen, S. F., 1995, København, p. 20.

    Research output: Working paper

  42. Published

    A time-continuous Markov chain interest model with applications to insurance

    Norberg, R., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 18 p.

    Research output: Working paper

  43. Published

    A time-continuous Markov chain interest model with applications to insurance

    Norberg, R., 1995, In: Applied Stochastic Models in Business and Industry. 1, 3, p. 245-256

    Research output: Contribution to journalJournal articleResearchpeer-review

  44. Published

    Differential equations for moments of present values in life insurance

    Norberg, R., 1995, In: Insurance: Mathematics and Economics. 17, 2, p. 171-180

    Research output: Contribution to journalJournal articleResearchpeer-review

  45. Published

    Stochastic calculus in actuarial science

    Norberg, R., 1995, København: Lab. of Actuarial Math., Kbh. Univ., 23 p.

    Research output: Working paper

  46. Published

    Dade's Conjecture for Symmetric Groups

    Olsson, Jørn Børling & Uno, K., 1995, In: Journal of Algebra. 176, p. 534-560

    Research output: Contribution to journalJournal articleResearchpeer-review

  47. Published

    Block symmetry in discrete memoryless channels

    Pedersen, J. B. & Topsøe, Flemming, 1995, København, p. 16.

    Research output: Working paper

  48. Published

    Norms of powers in Banach algebras

    Pedersen, T. V., 1995, In: Bulletin of the London Mathematical Society. 27, p. 305-316

    Research output: Contribution to journalJournal articleResearchpeer-review

  49. Published

    Some results about Beurling algebras with applications to operator theory

    Pedersen, T. V., 1995, In: Studia Mathematica. 115, p. 39-52

    Research output: Contribution to journalJournal articleResearchpeer-review

  50. Published

    Almost multiplicative morphisms and the Cuntz algebra 0*U2

    Phillips, N. C. & Lin, H., 1995, In: Int. Journal of Math.. 6, 4, p. 625-643

    Research output: Contribution to journalJournal articleResearchpeer-review

  51. Published

    Approximate unitary equivalence of homomorphisms from 0 ad infinitum

    Phillips, N. C. & Lin, H., 1995, In: Journal fur die Reine und Angewandte Mathematik. 464, p. 173-186

    Research output: Contribution to journalJournal articleResearchpeer-review