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math.PR2019
A note on Parisian ruin under a hybrid observation scheme
Mohamed Amine Lkabous
In this paper, we study the concept of Parisian ruin under the hybrid observation scheme model introduced by Li et al. \cite{binetal2016}. Under this model, the process is observed…
math.PR2019
Poissonian occupation times of spectrally negative Lévy processes with applications
Mohamed Amine Lkabous
In this paper, we introduce the concept of \emph{Poissonian occupation times} below level of spectrally negative Lévy processes. In this case, occupation time is accumulated on…