Zhang, Zhimin; Yang, Hailiang; Yang, Hu On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process. (English) Zbl 1408.91109 Scand. Actuar. J. 2013, No. 3, 214-240 (2013). MSC: 91B30 91B70 60G51 60K05 60G70 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Scand. Actuar. J. 2013, No. 3, 214--240 (2013; Zbl 1408.91109) Full Text: DOI
Yang, Hailiang; Zhang, Lianzeng Spectrally negative Lévy processes with applications in risk theory. (English) Zbl 0978.60104 Adv. Appl. Probab. 33, No. 1, 281-291 (2001). Reviewer: Anatoly Swishchuk (Kyïv) MSC: 60K30 62P05 PDFBibTeX XMLCite \textit{H. Yang} and \textit{L. Zhang}, Adv. Appl. Probab. 33, No. 1, 281--291 (2001; Zbl 0978.60104) Full Text: DOI