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"Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk ..."

Erik J. Baurdoux et al. (2016)

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DOI: 10.1017/JPR.2016.21

access: closed

type: Journal Article

metadata version: 2021-10-14

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Erik J. Baurdoux, Juan Carlos Pardo, José Luis Pérez, Jean-François Renaud:
Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes. J. Appl. Probab. 53(2): 572-584 (2016)

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