Discounted penalty function at Parisian ruin for Lévy insurance risk process (Q1622529): Difference between revisions

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+.01962
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+Exit identities for Lévy processes observed at Poisson arrival times
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+Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes
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+Q4888858
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+Brownian Excursions and Parisian Barrier Options
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+Fluctuations of Lévy processes with applications. Introductory lectures
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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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+Evaluating Scale Functions of Spectrally Negative Lévy Processes
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