Parisian ruin for the dual risk process in discrete-time
Work
Year: 2018
Type: article
Abstract: In this paper we consider the Parisian ruin probabilities for the dual risk model in a discrete-time setting. By exploiting the strong Markov property of the risk process we derive a recursive express... more
Source: European Actuarial Journal
Institutions Wrocław University of Science and Technology, AGH University of Krakow, University of Liverpool
Cites: 34
Cited by: 6
Related to: 10
FWCI:
Citation percentile (by year/subfield): 66.66
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: hybrid
APC paid (est): $2,890
Funder Narodowym Centrum Nauki
Grant ID 2016/23/B/HS4/00566