{"paper":{"title":"On Parisian ruin over a finite-time horizon","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Enkelejd Hashorva, Krzysztof Debicki, Lanpeng Ji","submitted_at":"2015-04-27T12:43:21Z","abstract_excerpt":"For a risk process $R_u(t)=u+ct-X(t), t\\ge 0$, where $u\\ge 0$ is the initial capital, $c>0$ is the premium rate and $X(t),t\\ge 0$ is an aggregate claim process, we investigate the probability of the Parisian ruin \\[ \\mathcal{P}_S(u,T_u)=\\mathbb{P}\\{\\inf_{t\\in[0,S]} \\sup_{s\\in[t,t+T_u]} R_u(s)<0\\}, \\] with a given positive constant $S$ and a positive measurable function $T_u$. We derive asymptotic expansion of $\\mathcal{P}_S(u,T_u)$, as $u\\to\\infty$, for the aggregate claim process $X$ modeled by Gaussian processes. As a by-product, we derive the exact tail asymptotics of the infimum of a stand"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1504.07061","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}