Martin Jacobsen
Emeritus
Institut for Matematiske Fag
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-4688-1336
11 - 20 ud af 34Pr. side: 10
- Udgivet
The time to ruin in some additive risk models with random premium rates
Jacobsen, Martin, 2012, I: Journal of Applied Probability. 49, 4, s. 915-938Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
The Time to Ruin for a Class of Markov Additive Risk Processes
Jacobsen, Martin, 2003, Københavns Universitet, s. 1-41.Publikation: Working paper › Forskning
- Udgivet
Weak Convergence of Two-sided Stochastic Integrals, with an Application to Models for Left Truncated Survival Data
Jacobsen, Martin & Davidsen, M., 1991, Statistical Inference in Stochastic Processes. New York: Marcel Dekker, s. 167-82Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- Udgivet
Exit times for a class of piecewise exponential Markov processes with two-sided jumps
Jacobsen, Martin & Tolver, Anders, 2007, I: Stochastic Processes and Their Applications. 117, 9, s. 1330-1356 27 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Point Process Theory And Applications. Marked Point and Piecewise Deterministic Processes
Jacobsen, Martin, 2006, Boston: Birkhäuser Verlag.Publikation: Bog/antologi/afhandling/rapport › Bog › Forskning › fagfællebedømt
- Udgivet
A brief account of the theory of homogeneous Gaussian diffussions in finite dimensions
Jacobsen, Martin, 1993, Frontiers in Pure and Applied Probability. Moskva, Rusland: TVP, s. 86-94Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
- Udgivet
Coarsening at random in general sample spaces and random censoring in continuous time
Jacobsen, Martin & Keiding, N., 1995, I: Annals of Statistics. 23, s. 774-786Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Marked Point Processes and Piecewise Deterministic Processes, Lecture Notes No. 3
Jacobsen, Martin, 1999, Aarhus.Publikation: Bog/antologi/afhandling/rapport › Bog › Undervisning
- Udgivet
Random Censoring and Coarsening at Random
Jacobsen, Martin & Keiding, N., 1991, København, Kbh.Univ., s. 14.Publikation: Working paper › Forskning
- 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 paper › Forskning
ID: 8468