On the distribution of cumulative Parisian ruin (Q1681195)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distribution of cumulative Parisian ruin |
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On the distribution of cumulative Parisian ruin (English)
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23 November 2017
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cumulative Parisian ruin
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occupation time
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Cramér-Lundberg model
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finite-time ruin
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Lévy risk models
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