On the distribution of classic and some exotic ruin times

DOI10.1016/J.INSMATHECO.2019.08.002zbMATH Open1427.91235OpenAlexW2971422173WikidataQ127300159 ScholiaQ127300159MaRDI QIDQ2010893FDOQ2010893

Authors: David Landriault, Bin Li, Tianxiang Shi, Di Xu 

Publication date: 28 November 2019

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.08.002

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zbMATH Keywords

Parisian ruinfinite-time ruin\(t\)-derferred Gerber-Shiu functionexotic ruinPoissonian ruin

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cites Work

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Cited In (4)

• Bridging the first and last passage times for Lévy models
• On the area in the red of Lévy risk processes and related quantities
• Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims
• The Gerber-Shiu discounted penalty function: a review from practical perspectives

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