On the Parisian ruin of the dual Lévy risk model

DOI10.1017/jpr.2017.59zbMath1416.91226OpenAlexW2772626097MaRDI QIDQ4684916

Zhong Li, Chen Yang, Kristian P. Sendova

Publication date: 26 September 2018

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/jpr.2017.59

zbMATH Keywords

Lévy processGerber-Shiu functionParisian ruindual risk model

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (2)

On the dual risk model with Parisian implementation delays under a mixed dividend strategy ⋮ Parisian ruin with a threshold dividend strategy under the dual Lévy risk model

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