Parisian Ruin with Erlang Delay and a Lower Bankruptcy Barrier
Crossref DOI link: https://doi.org/10.1007/s11009-019-09693-w
Published Online: 2019-01-22
Published Print: 2020-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Frostig, Esther
Keren-Pinhasik, Adva
Funding for this research was provided by:
Israel Science Foundation (1999/18)
Text and Data Mining valid from 2019-01-22
Article History
Received: 15 August 2018
Revised: 4 January 2019
Accepted: 7 January 2019
First Online: 22 January 2019