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Discrete time ruin probability with Parisian delay |
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| Authors: | Irmina Czarna Przemysław Świa̧tek |
| Affiliation: | 1. Mathematical Insititute, University of Wroc?aw, Wroc?aw, Poland.;2. Credit Suisse, Wroc?aw, Poland. |
| Abstract: | |
| Keywords: | Discrete time risk process ruin probability asymptotic Parisian ruin |