Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process (Q3108469): Difference between revisions

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+Pricing of Parisian Options for a Jump-Diffusion Model with Two-Sided Jumps
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+Parisian ruin probability for spectrally negative Lévy processes
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+A decomposition of the ruin probability for the risk process perturbed by diffusion
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+Publication:3108469