Pages that link to "Item:Q1681195"
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The following pages link to On the distribution of cumulative Parisian ruin (Q1681195):
Displaying 20 items.
- On occupation times in the red of Lévy risk models (Q784389) (← links)
- Sojourn times of Gaussian processes with trend (Q2209315) (← links)
- Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital (Q2209797) (← links)
- Minimizing the probability of lifetime exponential Parisian ruin (Q2302841) (← links)
- The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
- Parisian ruin for a refracted Lévy process (Q2397862) (← links)
- Sensitivity analysis of some applied probability models (Q2662914) (← links)
- The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
- Bridging the first and last passage times for Lévy models (Q2685908) (← links)
- Parisian types of ruin probabilities for a class of dependent risk-reserve processes (Q4562059) (← links)
- Poisson-Gamma mixture processes and applications to premium calculation (Q5095984) (← links)
- On the cumulative Parisian ruin of multi-dimensional Brownian motion risk models (Q5140652) (← links)
- A unified approach to ruin probabilities with delays for spectrally negative Lévy processes (Q5193492) (← links)
- Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance (Q5222158) (← links)
- Poissonian occupation times of spectrally negative Lévy processes with applications (Q5861814) (← links)
- (Q6146321) (← links)
- Approximating the classical risk process by stable Lévy motion (Q6169664) (← links)
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)
- On the area in the red of Lévy risk processes and related quantities (Q6171959) (← links)
- Cumulative Parisian ruin probability for two-dimensional Brownian risk model (Q6192093) (← links)