Parisian ruin for a refracted Lévy process (Q2397862)
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scientific article; zbMATH DE number 6722905
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parisian ruin for a refracted Lévy process |
scientific article; zbMATH DE number 6722905 |
Statements
Parisian ruin for a refracted Lévy process (English)
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24 May 2017
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Parisian ruin
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adaptive premium
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refracted Lévy process
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Lévy risk models
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scale functions
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0.8938331
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0.8633651
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0.8562853
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0.8488894
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0.84401083
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0.8406002
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0.8365197
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0.82609355
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