Niels Richard Hansen

Niels Richard Hansen

Professor

ORCID: 0000-0003-3883-365X

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  1. Published

    The Maximum of a Random Walk Reflected at a General Barrier

    Hansen, Niels Richard, 2006, In: Annals of Applied Probability. 16, 1, p. 15-29

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

  2. Published

    The Maximum of a Random Walk Reflected at a General Barrier

    Hansen, Niels Richard, 2004, Afdeling for Anvendt Matematik og Statistik, p. 1-14.

    Research output: Working paper › Research

  3. Published

    The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails

    Hansen, Niels Richard & Jensen, A. T., 2005, In: Stochastic Processes and Their Applications. 115, 4, p. 579-591

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

  4. Published

    The extremal behaviour over regenerative cycles for Markov additive processes with heavy tails

    Hansen, Niels Richard & Jensen, A. T., 2003, Københavns Universitet, p. 1-19.

    Research output: Working paper › Research

  5. Published

    The maximum of a Lévy process reflected at a general barrier

    Hansen, Niels Richard, 2009, In: Stochastic Processes and Their Applications. 119, 7, p. 2336-2356 20 p.

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

  6. Published

    Using measure changes to construct stochastic intensity point processes

    Sokol, A. & Hansen, Niels Richard, 2011. 1 p.

    Research output: Contribution to conference › Poster › Research

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