A unified approach to ruin probabilities with delays for spectrally negative Lévy processes
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Publication:5193492
DOI10.1080/03461238.2019.1598890zbMath1422.91361arXiv1802.00731OpenAlexW2964315892MaRDI QIDQ5193492
Jean-François Renaud, Mohamed Amine Lkabous
Publication date: 10 September 2019
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.00731
Related Items (4)
Discounted probability of exponential parisian ruin: Diffusion approximation ⋮ A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin ⋮ Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes ⋮ Poissonian occupation times of spectrally negative Lévy processes with applications
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