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- W2964351656 abstract "In this paper, we investigate Parisian ruin for a Lévy surplus process with an adaptive premium rate, namely a refracted Lévy process. Our main contribution is a generalization of the result in Loeffen et al. (2013) for the probability of Parisian ruin of a standard Lévy insurance risk process. More general Parisian boundary-crossing problems with a deterministic implementation delay are also considered. Despite the more general setup considered here, our main result is as compact and has a similar structure. Examples are provided." @default.
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- W2964351656 date "2017-05-01" @default.
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- W2964351656 title "Parisian ruin for a refracted Lévy process" @default.
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- W2964351656 doi "https://doi.org/10.1016/j.insmatheco.2017.03.005" @default.
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