  We introduce the concept of cumulative Parisian ruin, which is based on the
time spent in the red by the underlying surplus process. Our main result is an
explicit representation for the distribution of the occupation time, over a
finite-time horizon, for a compound Poisson process with drift and exponential
claims. The Brownian ruin model is also studied in details. Finally, we analyze
for a general framework the relationships between cumulative Parisian ruin and
classical ruin, as well as with Parisian ruin based on exponential
implementation delays.
