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On the moments of dividends and capital injections under a variant type of Parisian ruin - MaRDI portal

On the moments of dividends and capital injections under a variant type of Parisian ruin

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Publication:6650732

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DOI10.1016/j.spl.2024.110225MaRDI QIDQ6650732

Ruixing Ming, Kaixin Yan, Wenyuan Wang, Hai-Bin Wang

Publication date: 9 December 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

capital injections dividends Parisian type ruin

Mathematics Subject Classification ID

Risk models (general) (91B05) Actuarial mathematics (91G05)

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