Parisian ruin in the dual model with applications to the G/M/1 queue
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DOI: 10.1007/s11134-017-9529-y
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Cited by:
- Goffard, Pierre-Olivier & Lefèvre, Claude, 2018. "Duality in ruin problems for ordered risk models," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 44-52.
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Keywords
Risk model; Ruin probability; Dual risk model; Lévy process; Busy period; Idle period; Cycle maximum;All these keywords.
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