A note on a modified Parisian ruin concept
Year of publication: |
2023
|
---|---|
Authors: | Cheung, Eric C. K. ; Wong, Jeff T. Y. |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 11.2023, 3, Art.-No. 56, p. 1-15
|
Subject: | compound poisson process | Parisian ruin | Erlangization | Gerber–Shiu function | discounted density | Theorie | Theory | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory |
-
Parisian types of ruin probabilities for a class of dependent risk-reserve processes
Bladt, Mogens, (2019)
-
Cheung, Eric C. K., (2023)
-
Discrete time ruin probability with Parisian delay
Czarna, Irmina, (2017)
- More ...
-
On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
Wong, Jeff T. Y., (2015)
-
On the dual risk model with Parisian implementation delays in dividend payments
Cheung, Eric C. K., (2017)
-
Poissonian potential measures for Lévy risk models
Landriault, David, (2018)
- More ...