Martin Jacobsen

Martin Jacobsen

Emeritus

ORCID: 0000-0003-4688-1336

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  1. 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

  2. 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. 167-82

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

  3. Published

    Exit times for a class of piecewise exponential Markov processes with two-sided jumps

    Jacobsen, Martin & Tolver, Anders, 2007, In: Stochastic Processes and Their Applications. 117, 9, p. 1330-1356 27 p.

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

  4. Published

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

    Jacobsen, Martin, 2006, Boston: Birkhäuser Verlag.

    Research output: Book/Report › Book › Research › peer-review

  5. Published

    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, p. 86-94

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

  6. Published

    Coarsening at random in general sample spaces and random censoring in continuous time

    Jacobsen, Martin & Keiding, N., 1995, In: Annals of Statistics. 23, p. 774-786

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

  7. Published

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

    Jacobsen, Martin, 1999, Aarhus.

    Research output: Book/Report › Book › Education

  8. Published

    Random Censoring and Coarsening at Random

    Jacobsen, Martin & Keiding, N., 1991, København, Kbh.Univ., p. 14.

    Research output: Working paper › Research

  9. Published

    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, p. 1-35.

    Research output: Working paper › Research

  10. Published

    Inverse problems for regular variation of linear filters, a cancellation property for sigma-finite measures, and identification of stable laws.

    Mikosch, Thomas Valentin, Jacobsen, Martin, Rosinski, J. & Samorodnitsky, G., 2008, 25 p.

    Research output: Working paper › Research

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ID: 8468