Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims
Year of publication: |
2023
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Authors: | Cheung, Eric C. K. ; Zhu, Wei |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 111.2023, p. 84-101
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Subject: | Cumulative Parisian ruin | Occupation time | Renewal risk model | Finite-time ruin probability | Erlangization | Theorie | Theory | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics |
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