Parisian ruin of the Brownian motion risk model with constant force of interest (Q342743)

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Parisian ruin of the Brownian motion risk model with constant force of interest
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    title
    Parisian ruin of the Brownian motion risk model with constant force of interest (English)
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    author
    Long Bai
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    Li Luo
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    publication date
    18 November 2016
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    Mathematics Subject Classification ID
    60J65
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    60G15
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    60G70
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    91B30
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    zbMATH DE Number
    6654515
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    zbMATH Keywords
    Brownian motion
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    risk model
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    Parisian ruin
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    ruin probability
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    ruin time
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    OpenAlex ID
    W2964126064
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    arXiv ID
    1606.07339
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