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

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+Q3560912
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+De Vylder type approximation of the ruin probability for the insurer-reinsurer model
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+Brownian Excursions and Parisian Barrier Options
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+Parisian ruin probability with a lower ultimate bankrupt barrier
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+The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+Parisian quasi-stationary distributions for asymmetric Lévy processes
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+On barrier strategy dividends with Parisian implementation delay for classical surplus processes
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+Parisian ruin of self-similar Gaussian risk processes
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+Parisian ruin with Erlang delay and a lower bankruptcy barrier
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+The time to ruin and the number of claims until ruin for phase-type claims
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+On the Time Value of Ruin
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+Simple approximations of ruin probabilities
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+An insurance risk model with Parisian implementation delays
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+Parisian ruin probability for spectrally negative Lévy processes
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+Parisian ruin probability for Markov additive risk processes
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