Martin Jacobsen

Martin Jacobsen

Emeritus

ORCID: 0000-0003-4688-1336

Publication year:
All
1 - 3 out of 3Page size: 10
  1. 2003
  2. 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

  3. 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

  4. 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

ID: 8468