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

MaRDI QIDQ3380653zbMATH OpenFDO

Authors Xiaofeng Yang, Hua Dong, Hongshuai Dai

Publication date 29 September 2021

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)

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(5)

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

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