Ruin probability with Parisian delay for a spectrally negative Lévy risk process (Q3108469)
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scientific article; zbMATH DE number 5994383
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| English | Ruin probability with Parisian delay for a spectrally negative Lévy risk process |
scientific article; zbMATH DE number 5994383 |
Statements
Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (English)
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4 January 2012
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Lévy process
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ruin probability
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asymptotics
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Parisian ruin
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risk process
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0.9102474451065063
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0.898542582988739
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0.8939034938812256
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0.8805330991744995
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0.8756770491600037
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