Kyprianou, Andreas E.; Ott, Curdin Spectrally negative Lévy processes perturbed by functionals of their running supremum. (English) Zbl 1260.60094 J. Appl. Probab. 49, No. 4, 1005-1014 (2012). MSC: 60G51 60K05 60K15 91B30 PDFBibTeX XMLCite \textit{A. E. Kyprianou} and \textit{C. Ott}, J. Appl. Probab. 49, No. 4, 1005--1014 (2012; Zbl 1260.60094) Full Text: DOI arXiv Euclid
Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor The theory of scale functions for spectrally negative Lévy processes. (English) Zbl 1261.60047 Cohen, Serge (ed.) et al., Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions. Berlin: Springer (ISBN 978-3-642-31406-3/pbk; 978-3-642-31407-0/ebook). Lecture Notes in Mathematics 2061. Lévy Matters, 97-186 (2012). Reviewer: Mathias Trabs (Berlin) MSC: 60G51 60G40 60J45 91B70 PDFBibTeX XMLCite \textit{A. Kuznetsov} et al., Lect. Notes Math. 2061, 97--186 (2012; Zbl 1261.60047) Full Text: DOI arXiv
Kella, Offer The class of distributions associated with the generalized Pollaczek-Khinchine formula. (English) Zbl 1260.60092 J. Appl. Probab. 49, No. 3, 883-887 (2012). Reviewer: János Sztrik (Debrecen) MSC: 60G51 60K25 PDFBibTeX XMLCite \textit{O. Kella}, J. Appl. Probab. 49, No. 3, 883--887 (2012; Zbl 1260.60092) Full Text: DOI arXiv Euclid
Kuznetsov, A.; Peng, X. On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps. (English) Zbl 1246.60072 Stochastic Processes Appl. 122, No. 7, 2610-2638 (2012). MSC: 60G51 PDFBibTeX XMLCite \textit{A. Kuznetsov} and \textit{X. Peng}, Stochastic Processes Appl. 122, No. 7, 2610--2638 (2012; Zbl 1246.60072) Full Text: DOI arXiv
Wang, Wenyuan; Hu, Yijun Optimal loss-carry-forward taxation for the Lévy risk model. (English) Zbl 1238.91086 Insur. Math. Econ. 50, No. 1, 121-130 (2012). Reviewer: Tak Kuen Siu (Sydney) MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{W. Wang} and \textit{Y. Hu}, Insur. Math. Econ. 50, No. 1, 121--130 (2012; Zbl 1238.91086) Full Text: DOI