Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes (Q2700076)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes |
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Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes (English)
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20 April 2023
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Parisian ruin
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random delay
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Lévy process
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scale function
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Laplace transform of ruin time
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