Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon
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Publication:4583618
DOI10.1080/03461238.2017.1391872zbMath1416.91152arXiv1702.06091OpenAlexW2765455216MaRDI QIDQ4583618
Publication date: 31 August 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.06091
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