An excursion theoretic approach to Parisian ruin problem
利用游程理论，将Lévy风险过程中与巴黎破产相关的几个经典波动量重新表示为关于对应游程测度的积分，并证明这些新表达式与已有结果一致。
Applying excursion theory, we re-express several well studied fluctuation quantities associated to Parisian ruin for Lévy risk processes in terms of integrals with respect to the corresponding excursion measure. We show that these new expressions reconcile with the previous results on the Parisian ruin problem.