Parisian ruin probability - the De Vylder type approximation (Q5062353): Difference between revisions

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Latest revision as of 15:47, 30 December 2024

scientific article; zbMATH DE number 7490576
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English
Parisian ruin probability - the De Vylder type approximation
scientific article; zbMATH DE number 7490576

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    Parisian ruin probability - the De Vylder type approximation (English)
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    15 March 2022
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    risk process
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    Parisian ruin
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    De Vylder approximation
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    lognormal distribution
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