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2016
- handle: 10670/1.ik8ero
- Czarna, Irmina et Renaud, Jean-François (2016). « A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes ». Statistics & Probability Letters, 113, pp. 54-61.
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http://archipel.uqam.ca/8418/
Ce document est lié à :
http://dx.doi.org/10.1016/j.spl
Ce document est lié à :
doi:10.1016/j.spl.2016.02.018
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Insolvency Privileged debts Cessio bonorum Bankruptcy--Law and legislationCiter ce document
Irmina Czarna et al., « A note on Parisian ruin with an ultimate bankruptcy level for Lévy insurance risk processes », UQAM Archipel : articles scientifiques, ID : 10670/1.ik8ero
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In this short paper, we investigate a definition of Parisian ruin introduced in [3], namely Parisian ruin with an ultimate bankruptcy level. We improve the results originally obtained and, moreover, we compute more general Parisian fluctuation identities.