Parisian ruin with Erlang delay and a lower bankruptcy barrier (Q2176386)
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scientific article; zbMATH DE number 7196076
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Parisian ruin with Erlang delay and a lower bankruptcy barrier |
scientific article; zbMATH DE number 7196076 |
Statements
Parisian ruin with Erlang delay and a lower bankruptcy barrier (English)
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4 May 2020
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ruin probability
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Laplace transform
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risk process
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exit times
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0.8927240967750549
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0.8832236528396606
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0.8756770491600037
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0.8673564195632935
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0.863379955291748
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