Parisian ruin probability with a lower ultimate bankrupt barrier
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Publication:4576971
DOI10.1080/03461238.2014.926288zbMath1401.91124OpenAlexW2003183011MaRDI QIDQ4576971
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2014.926288
Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Optimal stochastic control (93E20)
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