A temporal approach to the Parisian risk model (Q4684940)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6943640
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A temporal approach to the Parisian risk model |
scientific article; zbMATH DE number 6943640 |
Statements
A temporal approach to the Parisian risk model (English)
0 references
26 September 2018
0 references
Parisian ruin
0 references
Poisson observation
0 references
insurance risk model
0 references
spectrally negative Lévy process
0 references
0 references
0 references
0 references
0 references
0.8342345356941223
0 references
0.8330739140510559
0 references
0.8248586654663086
0 references
0.8077870607376099
0 references
0.8029295206069946
0 references