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A temporal approach to the Parisian risk model - MaRDI portal

A temporal approach to the Parisian risk model (Q4684940)

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scientific article; zbMATH DE number 6943640
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English
A temporal approach to the Parisian risk model
scientific article; zbMATH DE number 6943640

    Statements

    title
    A temporal approach to the Parisian risk model (English)
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    author
    Bin Li
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    Gordon E. Willmot
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    Jeff T. Y. Wong
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    publication date
    26 September 2018
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    zbMATH Keywords
    Parisian ruin
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    Poisson observation
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    insurance risk model
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    spectrally negative Lévy process
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    cites work
    Q4888858
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    Q3191628
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    Identifiers

    zbMATH DE Number
    6943640
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    OpenAlex ID
    W2795251737
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    DOI
    10.1017/JPR.2018.18
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