Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Nguyen, Duy Phat"'
Autor:
Nguyen, Duy Phat, Borovkov, Konstantin
We consider an interesting natural extension to the Parisian ruin problem under the assumption that the risk reserve dynamics are given by a spectrally negative L\'evy process. The distinctive feature of this extension is that the distribution of the
Externí odkaz:
http://arxiv.org/abs/2111.02695
Autor:
Nguyen, Duy Phat, Borovkov, Konstantin
Publikováno v:
In Insurance Mathematics and Economics May 2023 110:72-81
