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The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure
Renaud, Jean-François - In: Insurance / Mathematics & economics 45 (2009) 2, pp. 242-246
Persistent link: https://www.econbiz.de/10009517573
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Parisian ruin for a refracted Lévy process
Lkabous, Mohamed Amine; Czarna, Irmina; Renaud, … - In: Insurance / Mathematics & economics 74 (2017), pp. 153-163
Persistent link: https://www.econbiz.de/10011712432
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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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A unified approach to ruin probabilities with delays for spectrally negative Lévy processes
Lkabous, Mohamed Amine; Renaud, Jean-François - In: Scandinavian actuarial journal 2019 (2019) 8, pp. 711-728
Persistent link: https://www.econbiz.de/10012194994