On the distribution of classic and some exotic ruin times

DOI10.1016/j.insmatheco.2019.08.002zbMath1427.91235OpenAlexW2971422173WikidataQ127300159 ScholiaQ127300159MaRDI QIDQ2010893

Bin Li, Di Xu, David Landriault, Tianxiang Shi

Publication date: 28 November 2019

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.08.002

zbMATH Keywords

Parisian ruinfinite-time ruin\(t\)-derferred Gerber-Shiu functionexotic ruinPoissonian ruin

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)

Related Items (4)

The Gerber-Shiu discounted penalty function: a review from practical perspectives ⋮ Bridging the first and last passage times for Lévy models ⋮ Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims ⋮ On the area in the red of Lévy risk processes and related quantities

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