Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes
Duy Phat Nguyen, Konstantin Borovkov
| Year of publication: |
2023
|
|---|---|
| Authors: | Nguyen, Duy Phat ; Borovkov, Konstantin A. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 110.2023, p. 72-81
|
| Subject: | Laplace transform of the ruin time | Lévy process | Parisian ruin | Random delay | Scale function |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2023.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014282476