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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
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