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Year of publication
Subject
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60J35 1 Option pricing theory 1 Optionspreistheorie 1 Parisian ruin 1 Portfolio selection 1 Portfolio-Management 1 Primary: 60G51 1 Risiko 1 Risikomodell 1 Risk 1 Risk model 1 Secondary: 60E10 1 Spectrally negative Lévy process 1 Stochastic process 1 Stochastischer Prozess 1 capital injection 1 drawdown time 1 excursion theory 1 potential measure 1 reflected process 1 risk process 1
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Online availability
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Free 1
Type of publication
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Budhi Arta Surya 1 Wang, Wenyuan 1 Zhao, Xianghua 1 Zhou, Xiaowen 1
Published in...
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Scandinavian actuarial journal 1
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ECONIS (ZBW) 1
Showing 1 - 1 of 1
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Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process
Budhi Arta Surya; Wang, Wenyuan; Zhao, Xianghua; Zhou, … - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 97-122
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