Estimating the time value of ruin in a Lévy risk model under low-frequency observation

DOI10.1016/J.INSMATHECO.2022.02.006zbMath1490.91178OpenAlexW4214482972MaRDI QIDQ2138620

Yanyan Li

Publication date: 12 May 2022

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.02.006

zbMATH Keywords

estimatortime value of ruinLévy risk modellow-frequency observation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (1)

The Gerber-Shiu discounted penalty function: a review from practical perspectives

Cites Work

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