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The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model

Irmina Czarna, Yanhong Li, Zbigniew Palmowski, Chunming Zhao. The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model. J. Computational Applied Mathematics, 313:499-514, 2017. [doi]

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