Department of Mathematical Sciences

 

 
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  1. 1999
  2. Published

    A markov chain financial market

    Norberg, R., 1999, København: Lab. of Acturarial Math. Univ. of Copenhagen, p. 25.

    Research output: Working paper › Research

  3. Published

    A note on limit theorems for multivariate martingales

    Küchler, U. & Sørensen, Michael, 1999, In: Bernoulli. 5, 3, p. 483-493 11 p.

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

  4. 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

  5. Published

    A theory of bonus in life insurance

    Norberg, R., 1999, In: Finance and Stochastics. 3, p. 373-390

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

  6. Published

    Abnormal escape rates from nonuniformly hyperbolic sets

    Baladi, V., Bonatti, C. & Schmitt, B., 1999, In: Ergodic Theory and Dynamical Systems. 19, p. 1111-1125

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

  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

    Aeolian Mass Transport near the Saltation Threshold

    Rasmussen, K. R. & Sørensen, Michael, 1999, In: Earth Surface Processes and Landforms. 24, 5, p. 413-422

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

  9. Published

    An Introduction to K-theory for C*-algebras

    Rørdam, M., Larsen, F. & Laustsen, N. J., 1999, An Introduction to K-theory for C*-algebras. Cambridge: Cambridge University Press, p. 250 + x

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

  10. Published

    An interior point method in Dantzig-Wolfe decomposition

    Tind, J. & Martinson, R. K., 1999, In: Computers & Operations Research. 26, p. 1195-1216

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

  11. Published

    Approximate homogeneity is not a local property

    Dadarlat, M. & Eilers, Søren, 1999, In: Journal fur die Reine und Angewandte Mathematik. 507, p. 1-14

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

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