Introduces Poissonian occupation times for spectrally negative Lévy processes and links them to insurance risk models with Parisian delays.
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2 Pith papers cite this work. Polarity classification is still indexing.
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Pith papers citing it
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math.PR 2years
2019 2verdicts
UNVERDICTED 2representative citing papers
The paper improves prior results on Parisian ruin probabilities under hybrid observation and derives additional fluctuation identities expressed via second-generation scale functions.
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Poissonian occupation times of spectrally negative L\'evy processes with applications
Introduces Poissonian occupation times for spectrally negative Lévy processes and links them to insurance risk models with Parisian delays.
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A note on Parisian ruin under a hybrid observation scheme
The paper improves prior results on Parisian ruin probabilities under hybrid observation and derives additional fluctuation identities expressed via second-generation scale functions.