An excursion theoretic approach to Parisian ruin problem

DOI10.1016/j.insmatheco.2024.05.001zbMath1548.91096MaRDI QIDQ6607483

Bo Li, Xiao-Wen Zhou

Publication date: 18 September 2024

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

zbMATH Keywords

risk processexcursion theoryParisian ruinspectrally negative Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Actuarial mathematics (91G05)

This page was built for publication: An excursion theoretic approach to Parisian ruin problem