A unified approach to ruin probabilities with delays for spectrally negative Lévy processes
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DOI: 10.1080/03461238.2019.1598890
Abstract: ABSTRACT In this paper, we unify two popular approaches for the definition of actuarial ruin with implementation delays, also known as Parisian ruin. Our new definition of ruin includes both deterministic delays and exponentially distributed… read more here.
Keywords: approach ruin; ruin; probabilities delays; ruin probabilities ... See more keywords