Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims

DOI10.1016/j.insmatheco.2023.03.003zbMath1520.91319MaRDI QIDQ6171946

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Publication date: 18 July 2023

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

zbMATH Keywords

occupation timefinite-time ruin probabilityrenewal risk modelErlangizationcumulative Parisian ruin

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)

Cites Work

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