"The joint distribution of the Parisian ruin time and the number of claims ..."

Irmina Czarna et al. (2017)

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DOI: 10.1016/J.CAM.2016.09.045

access: closed

type: Journal Article

metadata version: 2020-02-20

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Irmina Czarna, Yanhong Li, Zbigniew Palmowski, Chunming Zhao:
The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model. J. Comput. Appl. Math. 313: 499-514 (2017)

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