Parisian ruin for spectrally negative Lévy processes under a hybrid observation scheme

zbMATH Open1488.91023MaRDI QIDQ3380653FDOQ3380653

Authors: Xiaofeng Yang, Hua Dong, Hongshuai Dai 

Publication date: 29 September 2021

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zbMATH Keywords

Laplace transformParisian ruinfluctuation identitieshybrid observation schemeLévy risk process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Laplace transform (44A10) Risk models (general) (91B05)

Cited In (5)

• Parisian ruin probability for spectrally negative Lévy processes
• Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes
• A temporal approach to the Parisian risk model
• A note on Parisian ruin under a hybrid observation scheme
• Parisian ruin for a refracted Lévy process

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