@article{guerin:hal-01207705,
TITLE = {On the distribution of cumulative Parisian ruin},
AUTHOR = {Gu{\'e}rin, H{\'e}l{\`e}ne and Renaud, Jean-Fran{\c c}ois},
URL = {https://hal.science/hal-01207705},
NOTE = {15 pages},
JOURNAL = {Insurance: Mathematics and Economics},
PUBLISHER = {Elsevier},
VOLUME = {73},
PAGES = {116-123},
YEAR = {2017},
DOI = {10.1016/j.insmatheco.2017.01.009},
KEYWORDS = {Cram{\'e}r-Lundberg model ; occupation time ; Cumulative Parisian ruin ; finite-time ruin},
HAL_ID = {hal-01207705},
HAL_VERSION = {v1},
}
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