Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (Q2169287)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process |
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Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (English)
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2 September 2022
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spectrally negative Lévy process
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Parisian ruin
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draw-down
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gerber-shiu function
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excursion theory
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