On occupation times in the red of Lévy risk models
David Landriault, Bin Li, Mohamed Amine Lkabous
| Year of publication: |
2020
|
|---|---|
| Authors: | Landriault, David ; Li, Bin ; Lkabous, Mohamed Amine |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 92.2020, p. 17-26
|
| Subject: | Inverse occupation time | Lévy insurance risk processes | Occupation time | Parisian ruin | Scale functions | Risikomodell | Risk model | Risiko | Risk | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.02.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012242035