Martingales and the distribution of the time to ruin

Martin Jacobsen

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

9 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Stochastic Processes and Their Applications
Vol/bind	107
Udgave nummer	1
Sider (fra-til)	29-51
ISSN	0304-4149
Status	Udgivet - 2003

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@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",

}