Matches in SemOpenAlex for { <https://semopenalex.org/work/W2894439537> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W2894439537 endingPage "157" @default.
- W2894439537 startingPage "147" @default.
- W2894439537 abstract "In this paper, we study the concept of Parisian ruin under the hybrid observation scheme model introduced by Li et al. (2018). Under this model, the process is observed at Poisson arrival times whenever the business is financially healthy and it is continuously observed when it goes below 0. The Parisian ruin is then declared when the process stays below zero for a consecutive period of time greater than a fixed delay. We improve the result originally obtained in Li et al. (2018) and we compute other fluctuation identities. All identities are given in terms of second-generation scale functions." @default.
- W2894439537 created "2018-10-05" @default.
- W2894439537 creator A5005034931 @default.
- W2894439537 date "2019-02-01" @default.
- W2894439537 modified "2023-10-02" @default.
- W2894439537 title "A note on Parisian ruin under a hybrid observation scheme" @default.
- W2894439537 cites W1532247200 @default.
- W2894439537 cites W1980528359 @default.
- W2894439537 cites W1995376772 @default.
- W2894439537 cites W2001323658 @default.
- W2894439537 cites W2270885697 @default.
- W2894439537 cites W2294322125 @default.
- W2894439537 cites W2795251737 @default.
- W2894439537 cites W2887428348 @default.
- W2894439537 cites W2888590466 @default.
- W2894439537 cites W2964315892 @default.
- W2894439537 cites W2964351656 @default.
- W2894439537 cites W3099548334 @default.
- W2894439537 cites W3123139416 @default.
- W2894439537 doi "https://doi.org/10.1016/j.spl.2018.09.013" @default.
- W2894439537 hasPublicationYear "2019" @default.
- W2894439537 type Work @default.
- W2894439537 sameAs 2894439537 @default.
- W2894439537 citedByCount "4" @default.
- W2894439537 countsByYear W28944395372019 @default.
- W2894439537 countsByYear W28944395372021 @default.
- W2894439537 countsByYear W28944395372023 @default.
- W2894439537 crossrefType "journal-article" @default.
- W2894439537 hasAuthorship W2894439537A5005034931 @default.
- W2894439537 hasBestOaLocation W28944395372 @default.
- W2894439537 hasConcept C100906024 @default.
- W2894439537 hasConcept C105795698 @default.
- W2894439537 hasConcept C121332964 @default.
- W2894439537 hasConcept C134306372 @default.
- W2894439537 hasConcept C138885662 @default.
- W2894439537 hasConcept C144237770 @default.
- W2894439537 hasConcept C186659197 @default.
- W2894439537 hasConcept C199343813 @default.
- W2894439537 hasConcept C202444582 @default.
- W2894439537 hasConcept C2777686260 @default.
- W2894439537 hasConcept C2778755073 @default.
- W2894439537 hasConcept C2780813799 @default.
- W2894439537 hasConcept C28826006 @default.
- W2894439537 hasConcept C33923547 @default.
- W2894439537 hasConcept C41895202 @default.
- W2894439537 hasConcept C62520636 @default.
- W2894439537 hasConcept C71924100 @default.
- W2894439537 hasConcept C77618280 @default.
- W2894439537 hasConceptScore W2894439537C100906024 @default.
- W2894439537 hasConceptScore W2894439537C105795698 @default.
- W2894439537 hasConceptScore W2894439537C121332964 @default.
- W2894439537 hasConceptScore W2894439537C134306372 @default.
- W2894439537 hasConceptScore W2894439537C138885662 @default.
- W2894439537 hasConceptScore W2894439537C144237770 @default.
- W2894439537 hasConceptScore W2894439537C186659197 @default.
- W2894439537 hasConceptScore W2894439537C199343813 @default.
- W2894439537 hasConceptScore W2894439537C202444582 @default.
- W2894439537 hasConceptScore W2894439537C2777686260 @default.
- W2894439537 hasConceptScore W2894439537C2778755073 @default.
- W2894439537 hasConceptScore W2894439537C2780813799 @default.
- W2894439537 hasConceptScore W2894439537C28826006 @default.
- W2894439537 hasConceptScore W2894439537C33923547 @default.
- W2894439537 hasConceptScore W2894439537C41895202 @default.
- W2894439537 hasConceptScore W2894439537C62520636 @default.
- W2894439537 hasConceptScore W2894439537C71924100 @default.
- W2894439537 hasConceptScore W2894439537C77618280 @default.
- W2894439537 hasFunder F4320311271 @default.
- W2894439537 hasFunder F4320333471 @default.
- W2894439537 hasLocation W28944395371 @default.
- W2894439537 hasLocation W28944395372 @default.
- W2894439537 hasOpenAccess W2894439537 @default.
- W2894439537 hasPrimaryLocation W28944395371 @default.
- W2894439537 hasRelatedWork W1500184395 @default.
- W2894439537 hasRelatedWork W1975095546 @default.
- W2894439537 hasRelatedWork W2046049376 @default.
- W2894439537 hasRelatedWork W2080519218 @default.
- W2894439537 hasRelatedWork W2140547057 @default.
- W2894439537 hasRelatedWork W2153558434 @default.
- W2894439537 hasRelatedWork W2167154330 @default.
- W2894439537 hasRelatedWork W2902563245 @default.
- W2894439537 hasRelatedWork W4234034195 @default.
- W2894439537 hasRelatedWork W4287960386 @default.
- W2894439537 hasVolume "145" @default.
- W2894439537 isParatext "false" @default.
- W2894439537 isRetracted "false" @default.
- W2894439537 magId "2894439537" @default.
- W2894439537 workType "article" @default.