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

24 Citations (Scopus)

Original language	English
Journal	Advances in Applied Probability
Volume	37
Pages (from-to)	963-992
ISSN	0001-8678
Publication status	Published - 2005

Cite this

@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",

}