科研之友
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摘要
In this paper we propose a new approach to study the Parisian ruin problem for spectrally negative Levy processes. Since our approach is based on a hybrid observation scheme switching between discrete and continuous observations, we call it a temporal approach as opposed to the spatial approximation approach in the literature. Our approach leads to a unified proof for the underlying processes with bounded or unbounded variation paths, and our result generalizes Loeffen et al. (2013).
- 出版日期2018-3
