Wang, Wenyuan; Wu, Xueyuan; Peng, Xingchun; Yuen, Kam C. A note on joint occupation times of spectrally negative Lévy risk processes with tax. (English) Zbl 1392.60044 Stat. Probab. Lett. 140, 13-22 (2018). MSC: 60G51 60E10 PDFBibTeX XMLCite \textit{W. Wang} et al., Stat. Probab. Lett. 140, 13--22 (2018; Zbl 1392.60044) Full Text: DOI
Shen, Ying; Yin, Chuan-Cun; Yuen, Kam Chuen Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes. (English) Zbl 1286.60043 Acta Math. Appl. Sin., Engl. Ser. 29, No. 4, 705-716 (2013). MSC: 60G51 93E20 91B30 PDFBibTeX XMLCite \textit{Y. Shen} et al., Acta Math. Appl. Sin., Engl. Ser. 29, No. 4, 705--716 (2013; Zbl 1286.60043) Full Text: DOI arXiv