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Actuarial mathematics 1 Brownian motion 1 Insolvency 1 Insolvenz 1 Parisian ruin probability 1 Primary 60G15 1 Probability theory 1 Risiko 1 Risikomodell 1 Risk 1 Risk model 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Versicherungsmathematik 1 Wahrscheinlichkeitsrechnung 1 cumulative Parisian ruin 1 ruin time approximation 1 secondary 60G70 1 γ-reflected risk model 1
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Jasnovidov, Grigori 1
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Scandinavian actuarial journal 1
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Approximation of ruin probability and ruin time in discrete Brownian risk models
Jasnovidov, Grigori - In: Scandinavian actuarial journal 2020 (2020) 8, pp. 718-735
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