Parisian ruin probability - the De Vylder type approximation (Q5062353)

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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

    Statements

    title
    Parisian ruin probability - the De Vylder type approximation (English)
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    author
    Martyna Zdeb
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    Marek Teuerle
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    publication date
    15 March 2022
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    7490576
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    OpenAlex ID
    W3158500866
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