A unified approach to ruin probabilities with delays for spectrally negative Lévy processes
Mohamed Amine Lkabous and Jean-François Renaud
| Year of publication: |
2019
|
|---|---|
| Authors: | Lkabous, Mohamed Amine ; Renaud, Jean-François |
| Subject: | Lévy insurance risk processes | Parisian ruin | Ruin with delays | Stochastischer Prozess | Stochastic process | Risiko | Risk | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Versicherungsmathematik | Actuarial mathematics | Versicherung | Insurance | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2019.1598890 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194994