Parisian ruin probability for Markov additive risk processes (Q1712241): Difference between revisions

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+Q3526631
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+Occupation densities in solving exit problems for Markov additive processes and their reflections
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+First Passage of a Markov Additive Process and Generalized Jordan Chains
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+An insurance risk model with Parisian implementation delays
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+Parisian ruin probability with a lower ultimate bankrupt barrier
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+Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes
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+Parisian ruin probability for spectrally negative Lévy processes
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