Pages that link to "Item:Q2682983"
From MaRDI portal
The following pages link to The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983):
Displaying 8 items.
- A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes (Q274168) (← links)
- Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
- Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (Q2169287) (← links)
- On the analysis of deep drawdowns for the Lévy insurance risk model (Q2234758) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)
- An excursion theoretic approach to Parisian ruin problem (Q6607483) (← links)