Li, Yingqiu; Yin, Chuancun; Zhou, Xiaowen On the last exit times for spectrally negative Lévy processes. (English) Zbl 1400.60068 J. Appl. Probab. 54, No. 2, 474-489 (2017). MSC: 60G51 60K30 PDFBibTeX XMLCite \textit{Y. Li} et al., J. Appl. Probab. 54, No. 2, 474--489 (2017; Zbl 1400.60068) Full Text: DOI arXiv
Boxma, Onno J.; Frostig, Esther; Perry, David A reinsurance risk model with a threshold coverage policy: the Gerber-Shiu penalty function. (English) Zbl 1401.60083 J. Appl. Probab. 54, No. 1, 267-285 (2017). MSC: 60G51 91B30 PDFBibTeX XMLCite \textit{O. J. Boxma} et al., J. Appl. Probab. 54, No. 1, 267--285 (2017; Zbl 1401.60083) Full Text: DOI
Avram, Florin; Zhou, Xiaowen On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. (English) Zbl 1382.60071 Theory Probab. Math. Stat. 95, 17-40 (2017) and Teor. Jmovirn. Mat. Stat. 95, 14-36 (2016). MSC: 60G51 60K30 60J75 PDFBibTeX XMLCite \textit{F. Avram} and \textit{X. Zhou}, Theory Probab. Math. Stat. 95, 17--40 (2017; Zbl 1382.60071) Full Text: DOI arXiv
Gajek, Lesław; Kuciński, Łukasz Complete discounted cash flow valuation. (English) Zbl 1416.91395 Insur. Math. Econ. 73, 1-19 (2017). MSC: 91G50 60G51 93E20 PDFBibTeX XMLCite \textit{L. Gajek} and \textit{Ł. Kuciński}, Insur. Math. Econ. 73, 1--19 (2017; Zbl 1416.91395) Full Text: DOI