Parisian ruin probability - the De Vylder type approximation (Q5062353)
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scientific article; zbMATH DE number 7490576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parisian ruin probability - the De Vylder type approximation |
scientific article; zbMATH DE number 7490576 |
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Parisian ruin probability - the De Vylder type approximation (English)
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15 March 2022
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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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