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Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process

  • Published:2022-06-26 Issue:2 Volume:2023 Page:97-122
  • ISSN:0346-1238
  • Container-title:Scandinavian Actuarial Journal
  • language:en
  • Short-container-title:Scandinavian Actuarial Journal

Author:

Surya Budhi1,Wang Wenyuan2ORCID,Zhao Xianghua3,Zhou Xiaowen4

Affiliation:

1. School of Mathematics and Statistics, Victoria University of Wellington, Wellington, New Zealand

2. School of Mathematical Sciences, Xiamen University, Xiamen, Fujian, People's Republic of China

3. School of Statistics, Qufu Normal University, Qufu, People's Republic of China

4. Department of Mathematics and Statistics, Concordia University, Montreal, Quebec, Canada

Funder

National Natural Science Foundation of China

National Sciences and Engineering Research Council of Canada

Victoria University of Wellington

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. An excursion theoretic approach to Parisian ruin problem;Insurance: Mathematics and Economics;2024-09
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