Morten,
In my test, commenting line 15060-15063 of kendo.all.d.ts fixed the error, and I can use JQueryPromise<T> in my TypeScript without any error. Do you reference jquery.d.ts in your project? There is an official JQueryPromise<T> declaration inside jquery.d.ts, for kendo.all.d.ts to use. For your reference.
Jeffrey