Irmina Czarna (0000-0002-2151-7354)

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A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes

Statistics & Probability Letters

2016-06 | Journal article

DOI: 10.1016/j.spl.2016.02.018

Contributors: Irmina Czarna; Jean-François Renaud

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Irmina Czarna

https://orcid.org/0000-0002-2151-7354

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A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes