On the occupation times in a delayed Sparre Andersen risk model with exponential claims

Can Jin, Shuanming Li, Xueyuan Wu

Year of publication:	November 2016
Authors:	Jin, Can ; Li, Shuanming ; Wu, Xueyuan
Published in:	Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 71.2016, p. 304-316
Subject:	Sparre Andersen risk model \| Spectrally negative Lévy process \| Transformation method \| Scale function \| Laplace transform \| Constant dividend barrier \| Dividend paying duration \| Non-dividend paying duration \| Dividende \| Dividend \| Dauer \| Duration \| Risiko \| Risk \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory \| Risikomodell \| Risk model

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