Martin Jacobsen

Martin Jacobsen

Professor emeritus


  1. 2006
  2. Udgivet

    Exit times for a Class of Piecewise Exponential Markov Processes with Two-Sided Jumps

    Jacobsen, Martin & Tolver Jensen, A., 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-35.

    Publikation: Working paperForskning

  3. Udgivet

    Point Process Theory And Applications. Marked Point and Piecewise Deterministic Processes

    Jacobsen, Martin, 2006, Boston: Birkhäuser Verlag.

    Publikation: Bog/antologi/afhandling/rapportBogForskningfagfællebedømt

  4. 2005
  5. Udgivet

    Contribution to the discussion of a paper by Kou, Xie and Liu

    Jacobsen, Martin & Sørensen, Michael, 2005, I : Journal of the Royal Statistic Society, Series C: Applied Statistics. 54, s. 502-503

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  6. Udgivet

    The time to ruin for a class of Markov additive risk processes with two-sided jumps

    Jacobsen, Martin, 2005, I : Advances in Applied Probability. 37, s. 963-992

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  7. 2004
  8. Udgivet

    Markov Chains and Markov Processes

    Jacobsen, Martin, 2004, Encyclopedia of actuarial science. Wiley, Bind Vol 2 (E-N). s. 1081-1094

    Publikation: Bidrag til bog/antologi/rapportEncyclopædiartikelForskning

  9. 2003
  10. Udgivet

    Martingales and the distribution of the time to ruin

    Jacobsen, Martin, 2003, I : Stochastic Processes and Their Applications. 107, 1, s. 29-51

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  11. Udgivet

    Multi-self-similar Markov processes on Rn+ and their Lamperti representations

    Jacobsen, Martin & Yor, M., 2003, I : Probability Theory and Related Fields. 126, 1, s. 1-28

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  12. Udgivet

    The Time to Ruin for a Class of Markov Additive Risk Processes

    Jacobsen, Martin, 2003, Københavns Universitet, s. 1-41.

    Publikation: Working paperForskning

  13. 2002
  14. Udgivet

    Martingales and the Distribution of the Time to Ruin

    Jacobsen, Martin, 2002, København, s. 1-24.

    Publikation: Working paperForskning

  15. Udgivet

    Multi-self-similar Markov processes on Rn+ and their Lamperti representations

    Jacobsen, Martin & Yor, M., 2002, København, s. 1-28.

    Publikation: Working paperForskning

ID: 8468