A unified approach to ruin probabilities with delays for spectrally negative Lévy processes
Year of publication: |
2019
|
---|---|
Authors: | Lkabous, Mohamed Amine ; Renaud, Jean-François |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2019.2019, 8, p. 711-728
|
Subject: | Lévy insurance risk processes | Parisian ruin | Ruin with delays | Risikomodell | Risk model | Theorie | Theory | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory |
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