Martingales and the distribution of the time to ruin

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

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Martingales and the distribution of the time to ruin. / Jacobsen, Martin.

In: Stochastic Processes and Their Applications, Vol. 107, No. 1, 2003, p. 29-51.

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

Harvard

Jacobsen, M 2003, 'Martingales and the distribution of the time to ruin', Stochastic Processes and Their Applications, vol. 107, no. 1, pp. 29-51.

APA

Jacobsen, M. (2003). Martingales and the distribution of the time to ruin. Stochastic Processes and Their Applications, 107(1), 29-51.

Vancouver

Jacobsen M. Martingales and the distribution of the time to ruin. Stochastic Processes and Their Applications. 2003;107(1):29-51.

Author

Jacobsen, Martin. / Martingales and the distribution of the time to ruin. In: Stochastic Processes and Their Applications. 2003 ; Vol. 107, No. 1. pp. 29-51.

Bibtex

@article{8f3a464074c211dbbee902004c4f4f50,
title = "Martingales and the distribution of the time to ruin",
author = "Martin Jacobsen",
year = "2003",
language = "English",
volume = "107",
pages = "29--51",
journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
publisher = "Elsevier BV * North-Holland",
number = "1",

}

RIS

TY - JOUR

T1 - Martingales and the distribution of the time to ruin

AU - Jacobsen, Martin

PY - 2003

Y1 - 2003

M3 - Journal article

VL - 107

SP - 29

EP - 51

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

IS - 1

ER -

ID: 77829