Parisian ruin for the dual risk process in discrete-time

DOI10.1007/s13385-018-0172-8zbMath1416.91212arXiv1708.06785OpenAlexW2963997106WikidataQ89424272 ScholiaQ89424272MaRDI QIDQ1616054

Lewis Ramsden, Zbigniew Palmowski, Apostolos D. Papaioannou

Publication date: 31 October 2018

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.06785

zbMATH Keywords

discrete-timeParisian ruindual risk modelruin probabilitiesbinomial/geometric modelParisian gambler's ruin

Mathematics Subject Classification ID

Related Items

A dual risk model with additive and proportional gains: ruin probability and dividends, Discrete-time risk models with surplus-dependent premium corrections

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