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

Publikation: Working paperForskning

Standard

The Time to Ruin for a Class of Markov Additive Risk Processes. / Jacobsen, Martin.

Københavns Universitet, 2003. s. 1-41.

Publikation: Working paperForskning

Harvard

Jacobsen, M 2003 'The Time to Ruin for a Class of Markov Additive Risk Processes' Københavns Universitet, s. 1-41.

APA

Jacobsen, M. (2003). The Time to Ruin for a Class of Markov Additive Risk Processes. (s. 1-41).

Vancouver

Jacobsen M. The Time to Ruin for a Class of Markov Additive Risk Processes. Københavns Universitet. 2003, s. 1-41.

Author

Jacobsen, Martin. / The Time to Ruin for a Class of Markov Additive Risk Processes. Københavns Universitet, 2003. s. 1-41

Bibtex

@techreport{5f86954074c011dbbee902004c4f4f50,
title = "The Time to Ruin for a Class of Markov Additive Risk Processes",
author = "Martin Jacobsen",
year = "2003",
language = "English",
pages = "1--41",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - The Time to Ruin for a Class of Markov Additive Risk Processes

AU - Jacobsen, Martin

PY - 2003

Y1 - 2003

M3 - Working paper

SP - 1

EP - 41

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

CY - Københavns Universitet

ER -

ID: 44786