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Search: subject:"drawdown time"
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Option pricing theory
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60J35
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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
Persistent link: https://www.econbiz.de/10014325014
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Generalized expected discounted penalty function at general drawdown for Lévy risk processes
Wang, Wenyuan
;
Chen, Ping
;
Li, Shuanming
- In:
Insurance
91
(
2020
),
pp. 12-25
Persistent link: https://www.econbiz.de/10012241972
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