Risk modelling on liquidations with Lévy processes
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference44 articles.
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4. Gerber-Shiu functionals at parisian ruin for Lévy insurance risk processes;Baurdoux;J. Appl. Probab.,2016
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1. Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes;Insurance: Mathematics and Economics;2023-05
2. The Gerber-Shiu discounted penalty function: A review from practical perspectives;Insurance: Mathematics and Economics;2023-03
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