Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Parisian ruin with random deficit-dependent delays for spectrally
  negative L\'evy processes   We consider an interesting natural extension to the Parisian ruin problem
under the assumption that the risk reserve dynamics are given by a spectrally
negative L\'evy process. The distinctive feature of this extension is that the
distribution of the random implementation delay windows' lengths can depend on
the deficit at the epochs when the risk reserve process turns negative,
starting a new negative excursion. This includes the possibility of an
immediate ruin when the deficit hits a certain subset. In this general setting,
we derive a closed-from expression for the Parisian ruin probability and the
joint Laplace transform of the Parisian ruin time and the deficit at ruin.

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The categories of this paper are: solv-int
15
The categories of this paper are: nucl-ex
33
The categories of this paper are: plasm-ph
21
The categories of this paper are: adap-org
3
The categories of this paper are: physics
30
The categories of this paper are: q-alg
0
The categories of this paper are: hep-ph
36
The categories of this paper are: cmp-lg
29
The categories of this paper are: funct-an
7
The categories of this paper are: hep-th
37
The categories of this paper are: supr-con
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The categories of this paper are: chao-dyn
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The categories of this paper are: eess
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The categories of this paper are: cond-mat
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The categories of this paper are: q-fin
10
The categories of this paper are: q-bio