Parisian ruin probability for spectrally negative Lévy processes (Q1952435)

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Parisian ruin probability for spectrally negative Lévy processes
scientific article

    Statements

    title
    Parisian ruin probability for spectrally negative Lévy processes (English)
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    author
    Ronnie Loeffen
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    Irmina Czarna
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    Zbigniew Palmowski
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    published in
    Bernoulli
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    publication date
    30 May 2013
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    zbMATH Keywords
    Lévy process
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    Parisian ruin
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    risk process
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    ruin probability
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    Identifiers

    DOI
    10.3150/11-BEJ404
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    zbMATH DE Number
    6168764
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    arXiv ID
    1102.4055
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    OpenAlex ID
    W3099548334
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