Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes (Q3188588): Difference between revisions

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+Exit identities for Lévy processes observed at Poisson arrival times
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+Q4888858
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+A note on scale functions and the time value of ruin for Lévy insurance risk processes
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+Brownian Excursions and Parisian Barrier Options
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+Parisian ruin probability with a lower ultimate bankrupt barrier
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+On the Time Value of Ruin
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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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