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

@@ 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