A temporal approach to the Parisian risk model (Q4684940)

From MaRDI portal
Revision as of 17:01, 16 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 6943640
Language Label Description Also known as
English
A temporal approach to the Parisian risk model
scientific article; zbMATH DE number 6943640

    Statements

    title
    A temporal approach to the Parisian risk model (English)
    0 references
    DOI
    10.1017/jpr.2018.18
    0 references
    author
    Bin Li
    0 references
    Gordon E. Willmot
    0 references
    Jeff T. Y. Wong
    0 references
    publication date
    26 September 2018
    0 references
    zbMATH DE Number
    6943640
    0 references
    zbMATH Keywords
    Parisian ruin
    0 references
    Poisson observation
    0 references
    insurance risk model
    0 references
    spectrally negative Lévy process
    0 references
    OpenAlex ID
    W2795251737
    0 references
    cites work
    Q4888858
    0 references
    Q3191628
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4684940&oldid=36429277"
    Powered by MediaWiki