Parisian ruin of the Brownian motion risk model with constant force of interest (Q342743)

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Parisian ruin of the Brownian motion risk model with constant force of interest
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    Parisian ruin of the Brownian motion risk model with constant force of interest (English)
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    18 November 2016
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    Brownian motion
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    risk model
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    Parisian ruin
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    ruin probability
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    ruin time
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