英文标题：
《Parisian ruin for a refracted L\\\'evy process》
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作者：
Mohamed Amine Lkabous, Irmina Czarna, Jean-Fran\\c{c}ois Renaud
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最新提交年份：
2017
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英文摘要：
In this paper, we investigate Parisian ruin for a L\\\'evy surplus process with an adaptive premium rate, namely a refracted L\\\'evy process. More general Parisian boundary-crossing problems with a deterministic implementation delay are also considered. Our main contribution is a generalization of the result in Loeffen et al. (2013) for the probability of Parisian ruin of a standard L\\\'evy insurance risk process. Despite the more general setup considered here, our main result is as compact and has a similar structure. Examples are provided.
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中文摘要：
在本文中，我们研究了具有自适应保费率的列维剩余过程的巴黎破产，即折射列维过程。还考虑了更一般的具有确定性实现延迟的巴黎边界穿越问题。我们的主要贡献是对Loeffen等人（2013）关于标准列维保险风险过程巴黎破产概率的结果的推广。尽管这里考虑了更一般的设置，但我们的主要结果是紧凑的，并且具有类似的结构。举例说明。
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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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