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• W4247696590 abstract "In this paper we adopt the perturbation approach of Landriault, Renaud and Zhou (2011) to find expressions for the joint Laplace transforms of occupation times for time-homogeneous diffusion processes. The expressions are in terms of solutions to the associated differential equations. These Laplace transforms are applied to study ruin-related problems for several classes of diffusion risk processes." @default.
• W4247696590 created "2022-05-12" @default.
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• W4247696590 date "2013-12-01" @default.
• W4247696590 modified "2023-09-26" @default.
• W4247696590 title "The Joint Laplace Transforms for Diffusion Occupation Times" @default.
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• W4247696590 doi "https://doi.org/10.1017/s0001867800006765" @default.
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