Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon

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Serval ID
serval:BIB_583ECC715434
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon
Journal
Scandinavian Actuarial Journal
Author(s)
Bai L.
ISSN
0346-1238
1651-2030
Publication state
Published
Issued date
03/07/2018
Peer-reviewed
Oui
Volume
2018
Number
6
Pages
514-528
Language
english
Keywords
Statistics, Probability and Uncertainty, Economics and Econometrics, Statistics and Probability
OAI-PMH
oai:serval.unil.ch:BIB_583ECC715434
DOI
10.1080/03461238.2017.1391872
Web of science
000437358100004
Create date
27/10/2017 10:05
Last modification date
20/08/2019 14:12
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