摘要翻译：
本文分析了当剩余过程保持在零以下超过固定时间$\zeta>0$时发生的所谓巴黎破产概率。本文研究了一般谱负L_{e}vy保险风险过程。对于这类过程，我们用其他一些可以在许多模型中显式计算的量来确定破产概率的表达式。当储量趋于无穷大时，我们发现了它的CRAM\'{e}R型和卷积等价渐近性。最后，我们分析了几个明确的例子。
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英文标题：
《Ruin probability with Parisian delay for a spectrally negative L\'evy
  risk process》
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作者：
Irmina Czarna and Zbigniew Palmowski
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最新提交年份：
2010
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分类信息：

一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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一级分类：Quantitative Finance        数量金融学
二级分类：Risk Management        风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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英文摘要：
  In this paper we analyze so-called Parisian ruin probability that happens when surplus process stays below zero longer than fixed amount of time $\zeta>0$. We focus on general spectrally negative L\'{e}vy insurance risk process. For this class of processes we identify expression for ruin probability in terms of some other quantities that could be possibly calculated explicitly in many models. We find its Cram\'{e}r-type and convolution-equivalent asymptotics when reserves tends to infinity. Finally, we analyze few explicit examples.
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PDF链接：
https://arxiv.org/pdf/1003.4299