Parisian ruin probability for spectrally negative Lévy processes (Q1952435): Difference between revisions

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+Brownian Excursions and Parisian Barrier Options
@@ Property / cites work: Brownian Excursions and Parisian Barrier Options / rank @@
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+An insurance risk model with Parisian implementation delays
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+Q5339472
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+De Finetti's optimal dividends problem with an affine penalty function at ruin
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+W3099548334
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