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
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