Parisian ruin for the dual model

This paper studies the Parisian ruin for the dual model in risk theory.The Laplace transform of the Parisian ruin time is given.With the Gaver-Stefest algorithm,the numerical solution for the distribution of the Parisian ruin time is obtained.The explicit expression for Laplace transform of the Parisian ruin time is presented when the gain amount distribution is exponential.Moreover,numerical calculations have been done.