Martin Jacobsen

Martin Jacobsen

Emeritus

ORCID: 0000-0003-4688-1336

Publication year:
All
11 - 20 out of 34Page size: 10
  1. 1995
  2. Published

    Laplace and the Origin of the Ornstein-Uhlenbeck Process

    Jacobsen, Martin, 1995, In: Gozaresh. 32, p. 16

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. 1999
  4. Published

    Marked Point Processes and Piecewise Deterministic Processes, Lecture Notes No. 3

    Jacobsen, Martin, 1999, Aarhus.

    Research output: Book/Report › Book › Education

  5. 2001
  6. Published

    Discretely Observed Diffusions; Classes of Estimating Functions and Small *GD-optimality

    Jacobsen, Martin, 2001, In: Scandinavian Journal of Statistics. 28, p. 123-149

    Research output: Contribution to journal › Journal article › Research › peer-review

  7. 2002
  8. Published

    Martingales and the Distribution of the Time to Ruin

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

    Research output: Working paper › Research

  9. Published

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

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

    Research output: Working paper › Research

  10. Published

    Optimality and small ¿-optimality of martingale estimating functions

    Jacobsen, Martin, 2002, In: Bernoulli. 8, 5, p. 643-668

    Research output: Contribution to journal › Journal article › Research › peer-review

  11. 2003
  12. Published

    Martingales and the distribution of the time to ruin

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

    Research output: Contribution to journal › Journal article › Research › peer-review

  13. Published

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

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

    Research output: Contribution to journal › Journal article › Research › peer-review

  14. Published

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

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

    Research output: Working paper › Research

  15. 2004
  16. Published

    Markov Chains and Markov Processes

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

    Research output: Chapter in Book/Report/Conference proceeding › Encyclopedia chapter › Research

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