Mohamed Amine Lkabous
Identifiers
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Papers (5)
- A note on Parisian ruin under a hybrid observation scheme math.PR · 2019 · author #1
- Poissonian occupation times of spectrally negative L\'evy processes with applications math.PR · 2019 · author #1
- On occupation times in the red of L\'evy risk models q-fin.RM · 2019 · author #3
- A unified approach to ruin probabilities with delays for spectrally negative L\'evy processes math.PR · 2018 · author #1
- Parisian ruin for a refracted L\'evy process math.PR · 2016 · author #1
Mentions
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Frequent Coauthors
- Jean-Fran\c{c}ois Renaud 2 shared papers
- Bin Li 1 shared papers
- David Landriault 1 shared papers
- Irmina Czarna 1 shared papers