Jin, Can; Li, Shuanming; Wu, Xueyuan On the occupation times in a delayed Sparre Andersen risk model with exponential claims. (English) Zbl 1371.91094 Insur. Math. Econ. 71, 304-316 (2016). MSC: 91B30 62P05 60G51 60K10 PDFBibTeX XMLCite \textit{C. Jin} et al., Insur. Math. Econ. 71, 304--316 (2016; Zbl 1371.91094) Full Text: DOI Link
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