On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (Q896775)
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scientific article; zbMATH DE number 6520871
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| English | On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps |
scientific article; zbMATH DE number 6520871 |
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On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps (English)
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14 December 2015
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Parisian ruin time
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Sparre Andersen model
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dual risk model
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Lagrange's expansion theorem
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excursion
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occupation time in red
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0.8620886206626892
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0.8606843948364258
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0.8546397089958191
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0.8477256298065186
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0.8451877236366272
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