Parisian Ruin of Self-similar Gaussian Risk Processes
  In this paper we derive the exact asymptotics of the probability of Parisian ruin for self-similar Gaussian risk processes. Additionally, we obtain the normal approximation of the Parisian ruin time and derive an asymptotic relation between the Parisian and the classical ruin times. 
Krzysztof D\c{e}bicki, Enkelejd Hashorva, Lanpeng Ji
math.PR