Avram, Florin; Zhou, Xiaowen On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. (English) Zbl 1382.60071 Theory Probab. Math. Stat. 95, 17-40 (2017) and Teor. Jmovirn. Mat. Stat. 95, 14-36 (2016). MSC: 60G51 60K30 60J75 PDF BibTeX XML Cite \textit{F. Avram} and \textit{X. Zhou}, Theory Probab. Math. Stat. 95, 17--40 (2017; Zbl 1382.60071) Full Text: DOI arXiv OpenURL
Avram, Florin; Vu, Nhat Linh; Zhou, Xiaowen On taxed spectrally negative Lévy processes with draw-down stopping. (English) Zbl 1395.91245 Insur. Math. Econ. 76, 69-74 (2017). MSC: 91B30 60G40 60G51 PDF BibTeX XML Cite \textit{F. Avram} et al., Insur. Math. Econ. 76, 69--74 (2017; Zbl 1395.91245) Full Text: DOI OpenURL
Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen Exit identities for Lévy processes observed at Poisson arrival times. (English) Zbl 1338.60125 Bernoulli 22, No. 3, 1364-1382 (2016). MSC: 60G51 60G55 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Bernoulli 22, No. 3, 1364--1382 (2016; Zbl 1338.60125) Full Text: DOI arXiv Euclid OpenURL
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen An insurance risk model with Parisian implementation delays. (English) Zbl 1319.60098 Methodol. Comput. Appl. Probab. 16, No. 3, 583-607 (2014). Reviewer: Tamás Mátrai (Budapest) MSC: 60G51 91B30 PDF BibTeX XML Cite \textit{D. Landriault} et al., Methodol. Comput. Appl. Probab. 16, No. 3, 583--607 (2014; Zbl 1319.60098) Full Text: DOI Link OpenURL
Albrecher, Hansjörg; Renaud, Jean-François; Zhou, Xiaowen A Lévy insurance risk process with tax. (English) Zbl 1144.60032 J. Appl. Probab. 45, No. 2, 363-375 (2008). MSC: 60G51 91B30 60J75 PDF BibTeX XML Cite \textit{H. Albrecher} et al., J. Appl. Probab. 45, No. 2, 363--375 (2008; Zbl 1144.60032) Full Text: DOI OpenURL
Renaud, Jean-François; Zhou, Xiaowen Distribution of the present value of dividend payments in a Lévy risk model. (English) Zbl 1132.60041 J. Appl. Probab. 44, No. 2, 420-427 (2007). MSC: 60G51 91B30 PDF BibTeX XML Cite \textit{J.-F. Renaud} and \textit{X. Zhou}, J. Appl. Probab. 44, No. 2, 420--427 (2007; Zbl 1132.60041) Full Text: DOI OpenURL
Zhou, Xiaowen Comment to: “On optimal dividend strategies in the compound Poisson model”. (English) Zbl 1480.91258 N. Am. Actuar. J. 10, No. 3, 78-79 (2006). MSC: 91G05 60G55 60J65 PDF BibTeX XML Cite \textit{X. Zhou}, N. Am. Actuar. J. 10, No. 3, 78--79 (2006; Zbl 1480.91258) Full Text: DOI OpenURL
Zhou, Xiaowen Authors’ reply to: “Comment to: ‘On a classical risk model with a constant dividend barrier”’. (English) Zbl 1479.91348 N. Am. Actuar. J. 10, No. 2, 143-146 (2006). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{X. Zhou}, N. Am. Actuar. J. 10, No. 2, 143--146 (2006; Zbl 1479.91348) Full Text: DOI OpenURL
Zhou, Xiaowen On a classical risk model with a constant dividend barrier. (English) Zbl 1215.60051 N. Am. Actuar. J. 9, No. 4, 95-108 (2005). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{X. Zhou}, N. Am. Actuar. J. 9, No. 4, 95--108 (2005; Zbl 1215.60051) Full Text: DOI Link OpenURL