Parisian ruin probability for Markov additive risk processes (Q1712241): Difference between revisions

@@ Property / DOI @@
-.1186/s13662-018-1600-4
@@ Property / DOI: 10.1186/s13662-018-1600-4 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1186/s13662-018-1600-4
+Normal rank
@@ Property / OpenAlex ID @@
+W2807366499
@@ Property / OpenAlex ID: W2807366499 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3526631
@@ Property / cites work: Q3526631 / rank @@
+Normal rank
@@ Property / cites work @@
+Occupation densities in solving exit problems for Markov additive processes and their reflections
+Normal rank
@@ Property / cites work @@
+First Passage of a Markov Additive Process and Generalized Jordan Chains
+Normal rank
@@ Property / cites work @@
+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
+Normal rank
@@ Property / cites work @@
+An insurance risk model with Parisian implementation delays
+Normal rank
@@ Property / cites work @@
+Parisian ruin probability with a lower ultimate bankrupt barrier
+Normal rank
@@ Property / cites work @@
+Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes
+Normal rank
@@ Property / cites work @@
+Parisian ruin probability for spectrally negative Lévy processes
+Normal rank
@@ Property / DOI @@
+.1186/S13662-018-1600-4
@@ Property / DOI: 10.1186/S13662-018-1600-4 / rank @@
+Normal rank