The Time to Ruin for a Class of Markov Additive Risk Processes
Publikation: Working paper › Forskning
Standard
The Time to Ruin for a Class of Markov Additive Risk Processes. / Jacobsen, Martin.
Københavns Universitet, 2003. s. 1-41.Publikation: Working paper › Forskning
Harvard
Jacobsen, M 2003 'The Time to Ruin for a Class of Markov Additive Risk Processes' Københavns Universitet, s. 1-41.
APA
Jacobsen, M. (2003). The Time to Ruin for a Class of Markov Additive Risk Processes. (s. 1-41).
Vancouver
Jacobsen M. The Time to Ruin for a Class of Markov Additive Risk Processes. Københavns Universitet. 2003, s. 1-41.
Author
Bibtex
@techreport{5f86954074c011dbbee902004c4f4f50,
title = "The Time to Ruin for a Class of Markov Additive Risk Processes",
author = "Martin Jacobsen",
year = "2003",
language = "English",
pages = "1--41",
type = "WorkingPaper",
}
RIS
TY - UNPB
T1 - The Time to Ruin for a Class of Markov Additive Risk Processes
AU - Jacobsen, Martin
PY - 2003
Y1 - 2003
M3 - Working paper
SP - 1
EP - 41
BT - The Time to Ruin for a Class of Markov Additive Risk Processes
CY - Københavns Universitet
ER -
ID: 44786