On the Parisian ruin of the dual Lévy risk model

Chen Yang, Kristian P. Sendova, Zhong Li. On the Parisian ruin of the dual Lévy risk model. J. Applied Probability, 54(4):1193-1212, 2017. [doi]

@article{YangSL17-5,
  title = {On the Parisian ruin of the dual Lévy risk model},
  author = {Chen Yang and Kristian P. Sendova and Zhong Li},
  year = {2017},
  doi = {10.1017/jpr.2017.59},
  url = {https://doi.org/10.1017/jpr.2017.59},
  researchr = {https://researchr.org/publication/YangSL17-5},
  cites = {0},
  citedby = {0},
  journal = {J. Applied Probability},
  volume = {54},
  number = {4},
  pages = {1193-1212},
}