An insurance risk model with Parisian implementation delays
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Publication:479172
DOI10.1007/s11009-012-9317-4zbMath1319.60098OpenAlexW3123139416MaRDI QIDQ479172
Jean-François Renaud, David Landriault, Xiao-Wen Zhou
Publication date: 5 December 2014
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: http://www.archipel.uqam.ca/8254/1/Renaud-2013a-preprint.pdf
scale functionParisian ruinmixed Erlang distributioncompound Poisson risk modelinsurance risk theoryLévy risk processesstochastic implementation delays
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