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Search: subject:"Cumulative Parisian ruin"
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Scandinavian actuarial journal
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ECONIS (ZBW)
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Cumulative
Parisian
ruin
in finite and infinite time horizons for a renewal risk process with exponential claims
Cheung, Eric C. K.
;
Zhu, Wei
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 84-101
Persistent link: https://www.econbiz.de/10014316665
Saved in:
2
Approximation of ruin probability and ruin time in discrete Brownian risk models
Jasnovidov, Grigori
- In:
Scandinavian actuarial journal
2020
(
2020
)
8
,
pp. 718-735
Persistent link: https://www.econbiz.de/10012313725
Saved in:
3
On the
cumulative
Parisian
ruin
of multi-dimensional Brownian motion risk models
Ji, Lanpeng
- In:
Scandinavian actuarial journal
2020
(
2020
)
9
,
pp. 819-842
Persistent link: https://www.econbiz.de/10012313740
Saved in:
4
Parisian types of ruin probabilities for a class of dependent risk-reserve processes
Bladt, Mogens
;
Nielsen, Bo Friis
;
Peralta, Oscar
- In:
Scandinavian actuarial journal
2019
(
2019
)
1
,
pp. 32-61
Persistent link: https://www.econbiz.de/10012194929
Saved in:
5
On the distribution of
cumulative
Parisian
ruin
Guérin, Hélène
;
Renaud, Jean-François
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 116-123
Persistent link: https://www.econbiz.de/10011702054
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