A unified approach to ruin probabilities with delays for spectrally negative Lévy processes

ABSTRACT

In this paper, we unify two popular approaches for the definition of actuarial ruin with implementation delays, also known as Parisian ruin. Our new definition of ruin includes both deterministic delays and exponentially distributed delays: ruin is declared the first time an excursion in the red zone lasts longer than an implementation delay with a deterministic and a stochastic component. For this Parisian ruin with mixed delays, we identify the joint distribution of the time of ruin and the deficit at ruin, therefore providing generalizations of many results previously obtained, such as in Baurdoux et al. (2016) and Loeffen et al. (in press) for the case of an exponential delay and that of a deterministic delay, respectively.     

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国有企业引进战略投资者的风险分析与防范策略

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中国信用风险缓释工具创新试点最新进展研究

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Experience and the unexpected: risk and mitigation issues for operating underground storage silos for coal-fired power plant

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资产组合风险度量与选择之文献述评

根据资产组合理论的本质，理解和掌握资产组合理论具有重要的意义。本文主要从风险度量方法比较、现实金融资产收益的实际分布与相关性、以及金融资产收益的动态变化特征等角度：对资产组合风险度量与选择的相关文献进行回顾与评述。     

新时期我国金融安全面临的挑战及对策

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奇瑞汽车由单一品牌向多品牌的战略转移

面对国际全球金融危机对汽车产业形成致命打击、汽车产业濒临严峻挑战的形势之下,奇瑞公司逆势而上,做出如此极具风险的战略转移决策,即从2009年起实施单一品牌向多品牌的战略转移。文章试图在对品牌战略理论进行梳理的基础上,就奇瑞实施品牌战略转移的动因进行深层次分析,探讨奇瑞多品牌战略所面临的主要风险,并提出奇瑞多品牌战略的实施构想。     

中国企业到日本福冈县投资问题的研究

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论事业单位的财务风险传导机制

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