Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; Yano, Kouji On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. (English) Zbl 1419.91380 J. Appl. Probab. 55, No. 4, 1272-1286 (2018). MSC: 91B30 60G51 93E20 PDFBibTeX XMLCite \textit{K. Noba} et al., J. Appl. Probab. 55, No. 4, 1272--1286 (2018; Zbl 1419.91380) Full Text: DOI arXiv
Albrecher, Hansjörg; Bäuerle, Nicole; Bladt, Martin Dividends: from refracting to ratcheting. (English) Zbl 1417.91260 Insur. Math. Econ. 83, 47-58 (2018). MSC: 91B30 60G51 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Insur. Math. Econ. 83, 47--58 (2018; Zbl 1417.91260) Full Text: DOI
Cai, Chunhao; Li, Bo Occupation times of intervals until last passage times for spectrally negative Lévy processes. (English) Zbl 1434.60128 J. Theor. Probab. 31, No. 4, 2194-2215 (2018). Reviewer: Alexander Schnurr (Siegen) MSC: 60G51 60J55 60J76 91G20 91G05 PDFBibTeX XMLCite \textit{C. Cai} and \textit{B. Li}, J. Theor. Probab. 31, No. 4, 2194--2215 (2018; Zbl 1434.60128) Full Text: DOI arXiv
Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di Poissonian potential measures for Lévy risk models. (English) Zbl 1416.91198 Insur. Math. Econ. 82, 152-166 (2018). MSC: 91B30 60G51 60K10 PDFBibTeX XMLCite \textit{D. Landriault} et al., Insur. Math. Econ. 82, 152--166 (2018; Zbl 1416.91198) Full Text: DOI Link
Ben Salah, Zied; Garrido, José On fair reinsurance premiums; capital injections in a perturbed risk model. (English) Zbl 1416.91157 Insur. Math. Econ. 82, 11-20 (2018). MSC: 91B30 60G51 60K10 PDFBibTeX XMLCite \textit{Z. Ben Salah} and \textit{J. Garrido}, Insur. Math. Econ. 82, 11--20 (2018; Zbl 1416.91157) Full Text: DOI arXiv
Wang, Wenyuan; Zhou, Xiaowen General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes. (English) Zbl 1396.91314 J. Appl. Probab. 55, No. 2, 513-542 (2018). MSC: 91B30 60G51 93E20 PDFBibTeX XMLCite \textit{W. Wang} and \textit{X. Zhou}, J. Appl. Probab. 55, No. 2, 513--542 (2018; Zbl 1396.91314) Full Text: DOI
Li, Bin; Willmot, Gordon E.; Wong, Jeff T. Y. A temporal approach to the Parisian risk model. (English) Zbl 1396.60045 J. Appl. Probab. 55, No. 1, 302-317 (2018). MSC: 60G40 60G51 PDFBibTeX XMLCite \textit{B. Li} et al., J. Appl. Probab. 55, No. 1, 302--317 (2018; Zbl 1396.60045) Full Text: DOI
Li, Bo; Zhou, Xiaowen On weighted occupation times for refracted spectrally negative Lévy processes. (English) Zbl 1404.60066 J. Math. Anal. Appl. 466, No. 1, 215-237 (2018). MSC: 60G51 60H10 PDFBibTeX XMLCite \textit{B. Li} and \textit{X. Zhou}, J. Math. Anal. Appl. 466, No. 1, 215--237 (2018; Zbl 1404.60066) Full Text: DOI arXiv
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
Wang, Wenyuan; Ming, Ruixing Two-side exit problems for taxed Lévy risk process involving the general draw-down time. (English) Zbl 1390.60172 Stat. Probab. Lett. 138, 66-74 (2018). MSC: 60G51 60E10 60J35 PDFBibTeX XMLCite \textit{W. Wang} and \textit{R. Ming}, Stat. Probab. Lett. 138, 66--74 (2018; Zbl 1390.60172) Full Text: DOI
Cai, Chunhao; Chen, Nan; You, Honglong Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation. (English) Zbl 1391.62193 J. Comput. Appl. Math. 328, 432-442 (2018). MSC: 62P05 60G51 62G05 62N05 91B30 PDFBibTeX XMLCite \textit{C. Cai} et al., J. Comput. Appl. Math. 328, 432--442 (2018; Zbl 1391.62193) Full Text: DOI