"On the Parisian ruin of the dual Lévy risk model."

Chen Yang, Kristina P. Sendova, Zhong Li (2017)

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DOI: 10.1017/JPR.2017.59

access: closed

type: Journal Article

metadata version: 2020-10-02

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Chen Yang, Kristina P. Sendova, Zhong Li:
On the Parisian ruin of the dual Lévy risk model. J. Appl. Probab. 54(4): 1193-1212 (2017)

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