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Parisian ruin probability with a lower ultimate bankrupt barrier - MaRDI portal

Parisian ruin probability with a lower ultimate bankrupt barrier (Q4576971)

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scientific article; zbMATH DE number 6901756
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English
Parisian ruin probability with a lower ultimate bankrupt barrier
scientific article; zbMATH DE number 6901756

    Statements

    title
    Parisian ruin probability with a lower ultimate bankrupt barrier (English)
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    author
    Irmina Czarna
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    publication date
    11 July 2018
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    zbMATH Keywords
    Lévy process
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    risk process
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    ruin probability
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    asymptotics
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    Parisian ruin
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60J65
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    93E20
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    60G51
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    zbMATH DE Number
    6901756
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    OpenAlex ID
    W2003183011
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