Parisian ruin probability with a lower ultimate bankrupt barrier (Q4576971)
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scientific article; zbMATH DE number 6901756
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Parisian ruin probability with a lower ultimate bankrupt barrier |
scientific article; zbMATH DE number 6901756 |
Statements
Parisian ruin probability with a lower ultimate bankrupt barrier (English)
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11 July 2018
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Lévy process
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risk process
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ruin probability
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asymptotics
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Parisian ruin
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0.9178813695907592
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0.9102474451065063
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0.8927240967750549
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0.8669240474700928
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0.8582754135131836
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