Parisian ruin probability - the De Vylder type approximation

DOI10.14708/MA.V48I2.7069zbMath1499.91104OpenAlexW3158500866MaRDI QIDQ5062353

Marek Teuerle, Martyna Zdeb

Publication date: 15 March 2022

Published in: Mathematica Applicanda (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14708/ma.v48i2.7069

zbMATH Keywords

risk processlognormal distributionParisian ruinDe Vylder approximation

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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• On the Time Value of Ruin

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