Martin Jacobsen
Emeritus
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-4688-1336
31 - 34 out of 34Page size: 10
- Published
The time to ruin in some additive risk models with random premium rates
Jacobsen, Martin, 2012, In: Journal of Applied Probability. 49, 4, p. 915-938Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Weak Convergence of Autoregressive Processes
Jacobsen, Martin, 1994, København: H.C.Ø.-Tryk, p. 32.Research output: Working paper › Research
- Published
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, p. 167-82Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- Published
Weak convergence of marked point processes generated by crossings of multivariate jump processes: Applications to neural network modeling
Tamborrino, M., Sacerdote, L. & Jacobsen, Martin, 2014, In: Physica D: Nonlinear Phenomena. 288, p. 45-52Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8468