Parisian types of ruin probabilities for a class of dependent risk-reserve processes (Q4562059)
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scientific article; zbMATH DE number 6993747
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parisian types of ruin probabilities for a class of dependent risk-reserve processes |
scientific article; zbMATH DE number 6993747 |
Statements
Parisian types of ruin probabilities for a class of dependent risk-reserve processes (English)
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14 December 2018
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Sparre-Andersen
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Brownian motion
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ruin probability
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(cumulative) Parisian ruin
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fluid flow
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order statistics
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dependency
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Baker copula
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phase-type distributions
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erlangization
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Lévy process
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