Guérin, Hélène; Renaud, Jean-François Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view. (English) Zbl 1337.60090 Adv. Appl. Probab. 48, No. 1, 274-297 (2016). MSC: 60G51 60J60 60J75 91G20 91G80 PDFBibTeX XMLCite \textit{H. Guérin} and \textit{J.-F. Renaud}, Adv. Appl. Probab. 48, No. 1, 274--297 (2016; Zbl 1337.60090) Full Text: DOI arXiv Euclid
Ben-Salah, Zied; Guérin, Hélène; Morales, Manuel; Omidi Firouzi, Hassan On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory. (English) Zbl 1396.91292 Eur. Actuar. J. 5, No. 2, 381-425 (2015). Reviewer: Tamás Mátrai (Budapest) MSC: 91B30 60J75 60G51 PDFBibTeX XMLCite \textit{Z. Ben-Salah} et al., Eur. Actuar. J. 5, No. 2, 381--425 (2015; Zbl 1396.91292) Full Text: DOI arXiv