The time to ruin for a class of Markov additive risk processes with two-sided jumps

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Standard

The time to ruin for a class of Markov additive risk processes with two-sided jumps. / Jacobsen, Martin.

I: Advances in Applied Probability, Bind 37, 2005, s. 963-992.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Jacobsen, M 2005, 'The time to ruin for a class of Markov additive risk processes with two-sided jumps', Advances in Applied Probability, bind 37, s. 963-992.

APA

Jacobsen, M. (2005). The time to ruin for a class of Markov additive risk processes with two-sided jumps. Advances in Applied Probability, 37, 963-992.

Vancouver

Jacobsen M. The time to ruin for a class of Markov additive risk processes with two-sided jumps. Advances in Applied Probability. 2005;37:963-992.

Author

Jacobsen, Martin. / The time to ruin for a class of Markov additive risk processes with two-sided jumps. I: Advances in Applied Probability. 2005 ; Bind 37. s. 963-992.

Bibtex

@article{05592f9074c211dbbee902004c4f4f50,
title = "The time to ruin for a class of Markov additive risk processes with two-sided jumps",
author = "Martin Jacobsen",
year = "2005",
language = "English",
volume = "37",
pages = "963--992",
journal = "Advances in Applied Probability",
issn = "0001-8678",
publisher = "Applied Probability Trust",

}

RIS

TY - JOUR

T1 - The time to ruin for a class of Markov additive risk processes with two-sided jumps

AU - Jacobsen, Martin

PY - 2005

Y1 - 2005

M3 - Journal article

VL - 37

SP - 963

EP - 992

JO - Advances in Applied Probability

JF - Advances in Applied Probability

SN - 0001-8678

ER -

ID: 68209