Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process (Q2001232)

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Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process
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    Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process (English)
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    2 July 2019
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    insurance risk
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    Lévy process
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    Parisian ruin
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