The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model (Q344313): Difference between revisions

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+.05925
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+How many claims does it take to get ruined and recovered?
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+Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions
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+The Time Value of Ruin in a Sparre Andersen Model
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+The Density of the Time to Ruin in the Classical Poisson Risk Model
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+The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model
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+The time to ruin and the number of claims until ruin for phase-type claims
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+Joint density of the number of claims until ruin and the time to ruin in the delayed renewal risk model with Erlang(\(n\)) claims
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+Brownian Excursions and Parisian Barrier Options
@@ Property / cites work: Brownian Excursions and Parisian Barrier Options / rank @@
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+Parisian ruin probability for spectrally negative Lévy processes
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+Occupation times of spectrally negative Lévy processes with applications
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+An insurance risk model with Parisian implementation delays
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+The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model
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+On the Ruin Problem of Collective Risk Theory
@@ Property / cites work: On the Ruin Problem of Collective Risk Theory / rank @@
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