Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di Poissonian potential measures for Lévy risk models. (English) Zbl 1416.91198 Insur. Math. Econ. 82, 152-166 (2018). MSC: 91B30 60G51 60K10 PDFBibTeX XMLCite \textit{D. Landriault} et al., Insur. Math. Econ. 82, 152--166 (2018; Zbl 1416.91198) Full Text: DOI Link
Li, Bin; Willmot, Gordon E.; Wong, Jeff T. Y. A temporal approach to the Parisian risk model. (English) Zbl 1396.60045 J. Appl. Probab. 55, No. 1, 302-317 (2018). MSC: 60G40 60G51 PDFBibTeX XMLCite \textit{B. Li} et al., J. Appl. Probab. 55, No. 1, 302--317 (2018; Zbl 1396.60045) Full Text: DOI