Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance

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Serval ID
serval:BIB_DE17736D1B18
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance
Journal
Stochastic Models
Author(s)
Ievlev Pavel
ISSN
1532-6349
1532-4214
Publication state
Published
Issued date
02/07/2024
Peer-reviewed
Oui
Volume
40
Number
3
Pages
518-535
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_DE17736D1B18
DOI
10.1080/15326349.2023.2278527
Web of science
001119901400001
Open Access
Yes
Funding(s)
Swiss National Science Foundation / 200021-196888
Create date
22/11/2023 11:55
Last modification date
04/08/2024 6:06
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