1
-
1
of
1
results (0.44 seconds)
Sort By:
-
Ruin theory with Parisian delays
Ruin theory with Parisian delays This abstract describes a paper that studies Gerber-Shiu functions ... model driven by a spectrally negative Levy process of bounded variation. Bankruptcy;Dividends; 14594 ...- Authors: David Landriault, Jean-Francois Renaud, Xiaowen Zhou
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods