Department of Mathematical Sciences

 

 
  1. 1999
  2. Published

    Power tailed ruin probabilities in the presence of small claims and risky investments

    Kalashnikov, V. & Norberg, R., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 16.

    Research output: Working paperResearch

  3. Published

    Prediction of autstanding liabilities II: Model variations and extensions

    Norberg, R., 1999, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 29, p. 5-25

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. 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 journalJournal articleResearchpeer-review

  5. Published

    Pullback and Pushout Constructions in C*-Algebra Theory

    Pedersen, G. K., 1999, In: Journal of Functional Analysis. 167, p. 243-344

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Random service process may lead to heavy-tailed waiting times

    Kalashnikov, V., 1999, Ikke angivet. Institute for Information Transmission Problems, p. 63-67

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

  7. Published

    Rational self-equivalences of spaces in the genus of a product of quaternionic projective spaces

    Ishiguro, K., Møller, Jesper Michael & Notbohm, D., 1999, In: Journal of the Mathematical Society of Japan. 51, p. 45-61

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Risk-minimization for unit-linked insurance contracts in two- and multi-period models

    Møller, T., 1999, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 22.

    Research output: Working paperResearch

  9. Published

    Ruin problems with assets and liabilities of diffusion type

    Norberg, R., 1999, In: J. Stoch. Proc. and Appl.. 81, p. 255-269

    Research output: Contribution to journalJournal articleResearchpeer-review

  10. Published

    Semiclassical eigenvalue estimates for the Pauli operator with strong nonhomogeneous magnetic fields, I: Nonasymptotic Lieb-Thirring-type estimate

    Erdös, L. & Solovej, Jan Philip, 1999, In: Duke Mathematical Journal. 96, 1, p. 127-173

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Serum YKL-40 and colorectal cancer

    Cintin, C., Johansen, J. S., Christensen, I. J., Price, P. A., Sørensen, S., Nielsen, H. J., Schulze, S., Thorup, J., Wille-Jøegensen, P., Bentzen, E., Christoffersen, I., Møller, P., Banke, L., Froberg, D., Henriksen, F. W., Crone, P., Hesselfeldt, P., Sparsø, B. H., Larsen, K. L., Asmussen, T. & 28 others, Heiner, J., Hansen, Ole, Flyger, H., Jess, P., Iversen, J., La Cour-Andersen, J., Vennits, B., Moesgraad, F., Hammer, J., Fischer, A., Galatius, H., Naver, L., Teilum, D., Holbraad, L., Iversen, O., Nymark, J., Roikjær, Ole, Svendsen, Lars Bo, Vedel, L., Palm, L., Rasmussen, K. C., Friis, J., Lanng, C., Wiboltt, K., Jensen, N. C., Hoffman, N., Larsen, T. & Packler, J., 1999, In: British Journal of Cancer.

    Research output: Contribution to journalJournal articleResearchpeer-review

  12. Published

    Some Elements of Rating-Based Credit Risk Modeling

    Lando, D., 1999, Advanced Fixed-Income Valuation Tools. IEEE Computer Society Press, p. 193-215

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

  13. Published

    Some estimates of geometric sums

    Kalashnikov, V. & Bon, J., 1999, Paris: Université du Paris-Sud, p. 15.

    Research output: Working paperResearch

  14. Published

    Statistical Analysis of some Non-Stationary Time series

    Johansen, Søren, 1999, Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium. Strøm, S. (ed.). Cambridge University Press, p. 433-457 25 p. (Econometric Society Monographs; No. 31).

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

  15. Published

    Stock returns and hyperbolic distributions

    Küchler, U., Neumann, K., Sørensen, Michael & Streller, A., 1999, In: Mathematical and Computer Modelling. 29, 10-12, p. 1-15

    Research output: Contribution to journalJournal articleResearchpeer-review

  16. Published

    Swap Pricing with Two-Sided Default Risk in a Rating-Based Model

    Huge, B. N. & Lando, D., 1999, In: Review of Finance (Print). 3, p. 239-268

    Research output: Contribution to journalJournal articleResearchpeer-review

  17. Published

    Tails of waiting times and their bounds

    Kalashnikov, V. & Tsitsiashvili, G., 1999, In: Queueing Systems. 32, p. 257-283

    Research output: Contribution to journalJournal articleResearchpeer-review

  18. 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 journalJournal articleResearchpeer-review

  19. Published

    The Paley-Wiener space for the multitemporal wave equation

    Helgason, S. & Schlichtkrull, Henrik, 1999, In: Comm. Pure Appl. Math.. 52, p. 49-52

    Research output: Contribution to journalJournal articleResearchpeer-review

  20. Published

    Theile differential equations

    Norberg, R., 1999, Encyclopedia of Mathematics. Encyclopedia of Mathematics, p. 2

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

  21. Published

    Theory of Volatility

    Savine, A., 1999

    Research output: Other contributionNet publication - Internet publicationResearch

  22. Published

    These are the differentials of order n

    Thorup, Anders & Laksov, D., 1999, In: Transactions of the American Mathematical Society. 351, p. 1293-1353

    Research output: Contribution to journalJournal articleResearchpeer-review

  23. Published

    Thorvald Nicolai Thiele

    Norberg, R., 1999, Statisticians of the centuries. p. 2

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

  24. Published

    Trace expansions for pseudodifferential boundary problems for Dirac-type operators and more general systems

    Grubb, Gerd, 1999, In: Arkiv for Matematik. 37, p. 45-86

    Research output: Contribution to journalJournal articleResearchpeer-review

  25. Published

    Trend-Stationarity in the I(2) Cointegration Model

    Rahbek, Anders, Kongsted, H. C. & Jørgensen, H. C., 1999, In: Journal of Econometrics. 90, p. 265-289

    Research output: Contribution to journalJournal articleResearchpeer-review

  26. Published

    Two-sided bounds of random sums with subexponential summands

    Kalashnikov, V. & Tsitsiashvili, G., 1999, In: Problemy peredachi informacii. 35, p. 96-108

    Research output: Contribution to journalJournal articleResearchpeer-review

  27. Published

    Weak exogeneity in I(2)VAR systems

    Rahbek, Anders & Paruolo, P., 1999, In: Journal of Econometrics. 93, p. 281-308

    Research output: Contribution to journalJournal articleResearchpeer-review

  28. 1998
  29. Published

    The Effros-Maréchal topology in the space of von Neumann algebras

    Haagerup, U. & Winsløw, Carl, 1 Jun 1998, In: American Journal of Mathematics. 120, 3, p. 567-617 51 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  30. Published

    Dixmier's trace for boundary value problems

    Nest, Ryszard & Schrohe, E., Jun 1998, In: Manuscripta Mathematica. 96, 2, p. 203-218 16 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  31. Published

    Differentiating infection from vaccination in foot-and-mouth disease using a panel of recombinant, non-structural proteins in ELISA

    Mackay, Duncan John, Forsyth, M. A., Davies, P. R., Berlinzani, A., Belsham, Graham John, Flint, M. & Ryan, M. D., Mar 1998, In: Vaccine. 16, 5, p. 446-459 14 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  32. Published

    Compressing coefficients while preserving ideals in K-theory for C*-algebras

    Dǎdǎrlat, M. & Eilers, Søren, 1 Jan 1998, In: K-Theory. 14, 3, p. 281-304 24 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

  33. Published

    A linguistic approach to the justification problem in mathematics education

    Winsløw, Carl, 1998, In: For the Learning of Mathematics. 18, 1, p. 17-23

    Research output: Contribution to journalJournal articleResearchpeer-review

  34. Published

    A no arbitrage approach to Thiele's differential equation

    Steffensen, Mogens, 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 20.

    Research output: Working paperResearch

  35. Published

    A polymer gas on a Random surface

    Durhuus, Bergfinnur & Jonsson, T., 1998, In: Modern Physics Letters A. 13, 2, p. 153-157

    Research output: Contribution to journalJournal articleResearchpeer-review

  36. Published

    Algebra, Noter til Matematik 2AL: Matematisk Afdelings Noteserie

    Thorup, Anders, 1998, København: Universitetsbogladen. 266 p.

    Research output: Book/ReportBookEducation

  37. Published

    An imprimitivity theorem for representations of locally compact groups on arbitrary Banach spaces

    Grønbæk, Niels, 1998, In: Pacific Journal of Mathematics. 184, p. 121-148

    Research output: Contribution to journalJournal articleResearchpeer-review

  38. Published

    Approximate divisibility of simple inductive limit C*-algebras

    Elliott, G. A., Gong, G. & Li, L., 1998, Operator Algebras and Operators Theory, Contemporary Mathematics. Providence, R.I.: American Mathematical Society, Vol. 228. p. 87-97

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

  39. Published

    Approximate divisibility of simple inductive limit C*-algebras

    Elliott, G. A., Gong, G. & Li, L., 1998, Accademia Nationale dei Lineciei. Providence, Rhode Island, p. 87-97

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

  40. Published

    Approximation and convex decomposition by extremals in a C*-algebras

    Brown, L. & Pedersen, G. K., 1998, In: Mathematicia Scandinavica. 81, p. 69-85

    Research output: Contribution to journalJournal articleResearchpeer-review

  41. Published

    Asymptotic Inference on Cointegration Rank in Partial Systems

    Rahbek, Anders, Harbo, I., Johansen, S. & Nielsen, B., 1998, In: Journal of Business and Economic Statistics. 16, p. 388-399

    Research output: Contribution to journalJournal articleResearchpeer-review

  42. Published

    Asymptotically correct bounds of geometric convolutions with subexponential components

    Kalashnikov, V. & Tsitsiashvili, G., 1998, København: Lab. of Actuarial Math. Univ. of Copenhagen, p. 16.

    Research output: Working paperResearch

  43. Published

    Branching of modular representations of the alternating groups

    Olsson, Jørn Børling & Bessenrodt, C., 1998, In: Journal of Algebra. 209, p. 143-174

    Research output: Contribution to journalJournal articleResearchpeer-review

  44. Published

    Browder spectrum through local spectral theory

    Laursen, Kjeld Bagger, 1998, Proceedings of the International Conference on Banach Algebras ba97. Berlin: De Gruyter, p. 287-301

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

  45. Published

    Classification of inductive limits of matrix algebras over the Toeplitz algebra

    Elliott, G. A., Evans, D. E. & Su, H., 1998, Operator Algebras and Quatum Field Theory. Rome: International Press, p. 36-50

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

  46. Published

    Closure properties of some partial orderings under mixing

    Hesselager, O., 1998, In: Insurance: Mathematics and Economics. 22, p. 163-170

    Research output: Contribution to journalJournal articleResearchpeer-review

  47. Published

    Cohen-Macaulay properties of ring homomorphisms

    Avramov, L. L. & Foxby, H., 1998, In: Advances in Mathematics. 133, p. 54-95

    Research output: Contribution to journalJournal articleResearchpeer-review

  48. Published

    Connected finite loop spares with maximal tori

    Møller, Jesper Michael, 1998, In: Transactions of the American Mathematical Society. 350, p. 3483-3504

    Research output: Contribution to journalJournal articleResearchpeer-review

  49. Published

    Continuous domain dependence of the eigenvalues of the Dirichlet Laplacian and related operators in Hilbert space

    Fuglede, Bent, 1998, In: Journal of Functional Analysis. 167, p. 183-200

    Research output: Contribution to journalJournal articleResearchpeer-review

  50. Published

    Derivations into iterated duals of Banach algebras

    Dales, H. G., Ghahramani, F. & Grønbæk, Niels, 1998, In: Studia Mathematica. 128, p. 19-54

    Research output: Contribution to journalJournal articleResearchpeer-review

  51. Published

    Deterministic p-compact groups.

    Møller, Jesper Michael, 1998, Stable and unstable homotopy. Fields Inst.: AMS Press Inc., Vol. 19. p. 255-278 (Fields Institute Communication).

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

  52. Published

    Die Ausgestaltung von Normen mit mathematischem Hintergrund im neu zu erlassenden Allgemeinen Sozialversicherungsgesetz

    Buchta, C., 1998, Wien: Republik Österreich, Bundesministerium für Arbeit, Gesundheit und Soziales. 52 p.

    Research output: Book/ReportBookResearchpeer-review