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Search: subject:"Parisian type of ruin"
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Parisian type of ruin
2
Ruin
2
risk process
2
ruin probability
2
Laplace transform
1
adjustment coefficient
1
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2
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Dassios, Angelos
2
Wu, Shanle
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London School of Economics (LSE)
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Parisian ruin with exponential claims
Dassios, Angelos
;
Wu, Shanle
-
London School of Economics (LSE)
-
2008
In this paper, we extend the concept of ruin in risk theory to the
Parisian
type
of
ruin
. For this to occur, the …
Persistent link: https://www.econbiz.de/10010745397
Saved in:
2
Ruin probabilities of the Parisian type for small claims
Dassios, Angelos
;
Wu, Shanle
-
London School of Economics (LSE)
-
2008
In this paper, we extend the concept of ruin in risk theory to the
Parisian
type
of
ruin
. For this to occur, the …
Persistent link: https://www.econbiz.de/10010745702
Saved in:
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