Parisian ruin in the dual model with applications to the \(G/M/1\) queue (Q1696941)

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Parisian ruin in the dual model with applications to the \(G/M/1\) queue
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    Parisian ruin in the dual model with applications to the \(G/M/1\) queue (English)
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    15 February 2018
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    risk model
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    ruin probability
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    dual risk model
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    Lévy process
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    busy period
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    idle period
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    cycle maximum
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