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"Discounted probability of exponential parisian ruin: Diffusion approximation."

Xiaoqing Liang, Virginia R. Young (2022)

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DOI: 10.1017/JPR.2021.36

access: closed

type: Journal Article

metadata version: 2023-08-28

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Xiaoqing Liang, Virginia R. Young:
Discounted probability of exponential parisian ruin: Diffusion approximation. J. Appl. Probab. 59(1): 17-37 (2022)

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