I had assumed that with Linux things like converting a PDF to a JPG formatted file shouldn’t be a problem. Well, not quite. But guess what the problem is: it is a permission issue. To achieve this you have to change the permissions in a file. In this case it is
/etc/ImageMagick-6/policy.xml
In that file you have to change the line
<policy domain="coder" rights="none" pattern="PDF" />
to
<policy domain="coder" rights="read | write" pattern="PDF" />
You might want to change the other lines accordingly as well.
Then converting from PDF to PS, PS2,PS3,EPS,JPG, and XPS should work like a charm.