Laplace Transformation of the Ruin Time for a Risk Model with a Parisian Implementation Delay

Tao Sun and Xinqiu Zhang ()
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Tao Sun: School of Statistics and Data Science, Qufu Normal University, Qufu 273165, China
Xinqiu Zhang: School of Mathematical Sciences, Qufu Normal University, Qufu 273165, China

Mathematics, 2024, vol. 12, issue 4, 1-12

Abstract: In this paper, we apply the concept of the Parisian implementation delay to dividend payments and assume that the claim amount paid Z i by the insurance company for the i th time follows an exponential distribution. We give the Laplace transformation of the ruin time for a risk model with a Parisian implementation delay and give display expressions using the scale function.

Keywords: Laplace transformation; Parisian implementation delay; risk model (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2024
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