Discounted penalty function at Parisian ruin for Lévy insurance risk process (Q1622529)

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Discounted penalty function at Parisian ruin for Lévy insurance risk process
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    Discounted penalty function at Parisian ruin for Lévy insurance risk process (English)
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    19 November 2018
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    Lévy process
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    Parisian ruin
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    risk process
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    ruin
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    resolvent
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    first-passage time
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