Parisian ruin for a refracted Lévy process (Q2397862): Difference between revisions

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+W2964351656
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+.09324
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+Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations
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+Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+Phase-type Fitting of scale functions for spectrally negative Lévy processes
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+Q5624436
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+On the distribution of cumulative Parisian ruin
@@ Property / cites work: On the distribution of cumulative Parisian ruin / rank @@
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+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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+Fluctuations of Lévy processes with applications. Introductory lectures
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+Refracted Lévy processes
@@ Property / cites work: Refracted Lévy processes / rank @@
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+On magnitude, asymptotics and duration of drawdowns for Lévy models
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+Occupation times of spectrally negative Lévy processes with applications
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+An insurance risk model with Parisian implementation delays
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+Parisian ruin probability for spectrally negative Lévy processes
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+Occupation times of intervals until first passage times for spectrally negative Lévy processes
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+On the time spent in the red by a refracted L\'evy risk process
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+On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
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