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
Ott, Curdin Optimal stopping problems for the maximum process with upper and lower caps. (English) Zbl 1290.60048 Ann. Appl. Probab. 23, No. 6, 2327-2356 (2013). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G40 60G51 60J75 PDFBibTeX XMLCite \textit{C. Ott}, Ann. Appl. Probab. 23, No. 6, 2327--2356 (2013; Zbl 1290.60048) Full Text: DOI arXiv
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
Coqueret, Guillaume Lookback option prices under a spectrally negative tempered-stable model. (English) Zbl 1269.91085 Int. J. Theor. Appl. Finance 16, No. 3, Article ID 1350012, 15 p. (2013). MSC: 91G20 91G60 60G51 PDFBibTeX XMLCite \textit{G. Coqueret}, Int. J. Theor. Appl. Finance 16, No. 3, Article ID 1350012, 15 p. (2013; Zbl 1269.91085) Full Text: DOI
Frostig, Esther A Markov additive risk process with a dividend barrier. (English) Zbl 1301.60063 Adv. Appl. Probab. 45, No. 2, 451-489 (2013). MSC: 60G51 60J27 60J75 60G46 62P05 PDFBibTeX XMLCite \textit{E. Frostig}, Adv. Appl. Probab. 45, No. 2, 451--489 (2013; Zbl 1301.60063) Full Text: DOI Euclid