Martin Jacobsen
Emeritus
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-4688-1336
1 - 9 out of 9Page size: 10
- 2008
- Published
- 2006
- 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
- 2003
- 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
- 2002
- Published
Martingales and the Distribution of the Time to Ruin
Jacobsen, Martin, 2002, København, p. 1-24.Research output: Working paper › Research
- 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
- 1994
- Published
Weak Convergence of Autoregressive Processes
Jacobsen, Martin, 1994, København: H.C.Ø.-Tryk, p. 32.Research output: Working paper › Research
- 1993
- Published
Gaussian Diffusions and Autoregressive Processes: Weak Convergence and Statistical Inference
Jacobsen, Martin & Stockmarr, A., 1993, København, p. 23.Research output: Working paper › Research
- 1991
- Published
Homogeneous Gaussian Diffusions in Finite Dimensions
Jacobsen, Martin, 1991, Københavns Universitet, p. 70.Research output: Working paper › Research
- Published
Random Censoring and Coarsening at Random
Jacobsen, Martin & Keiding, N., 1991, København, Kbh.Univ., p. 14.Research output: Working paper › Research
ID: 8468