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Scandinavian actuarial journal
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Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon
Bai, Long
- In:
Scandinavian actuarial journal
(
2018
)
6
,
pp. 514-528
Persistent link: https://www.econbiz.de/10011939705
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2
Parisian types of ruin probabilities for a class of dependent risk-reserve processes
Bladt, Mogens
;
Nielsen, Bo Friis
;
Peralta, Oscar
- In:
Scandinavian actuarial journal
2019
(
2019
)
1
,
pp. 32-61
Persistent link: https://www.econbiz.de/10012194929
Saved in:
3
Approximation of ruin probability and ruin time in discrete Brownian risk models
Jasnovidov, Grigori
- In:
Scandinavian actuarial journal
2020
(
2020
)
8
,
pp. 718-735
Persistent link: https://www.econbiz.de/10012313725
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