Wang, Wenyuan; Zhang, Zhimin Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time. (English) Zbl 1427.60084 Adv. Appl. Probab. 51, No. 3, 865-897 (2019). MSC: 60G51 91B05 93E20 PDFBibTeX XMLCite \textit{W. Wang} and \textit{Z. Zhang}, Adv. Appl. Probab. 51, No. 3, 865--897 (2019; Zbl 1427.60084) Full Text: DOI arXiv
Avram, Florin; Goreac, Dan A Pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time. (English) Zbl 1426.91292 Scand. Actuar. J. 2019, No. 9, 799-823 (2019). MSC: 91G50 60G51 60J70 PDFBibTeX XMLCite \textit{F. Avram} and \textit{D. Goreac}, Scand. Actuar. J. 2019, No. 9, 799--823 (2019; Zbl 1426.91292) Full Text: DOI arXiv
Avram, F.; Banik, A. D.; Horvath, A. Ruin probabilities by Padé’s method: simple moments based mixed exponential approximations (Renyi, De Vylder, Cramér-Lundberg), and high precision approximations with both light and heavy tails. (English) Zbl 1422.91323 Eur. Actuar. J. 9, No. 1, 273-299 (2019). MSC: 91B30 60G51 62P05 PDFBibTeX XMLCite \textit{F. Avram} et al., Eur. Actuar. J. 9, No. 1, 273--299 (2019; Zbl 1422.91323) Full Text: DOI
Vidmar, Matija First passage upwards for state-dependent-killed spectrally negative Lévy processes. (English) Zbl 1415.60050 J. Appl. Probab. 56, No. 2, 472-495 (2019). MSC: 60G51 60J25 60G44 PDFBibTeX XMLCite \textit{M. Vidmar}, J. Appl. Probab. 56, No. 2, 472--495 (2019; Zbl 1415.60050) Full Text: DOI arXiv
Li, Bo; Vu, Nhat Linh; Zhou, Xiaowen Exit problems for general draw-down times of spectrally negative Lévy processes. (English) Zbl 1415.60048 J. Appl. Probab. 56, No. 2, 441-457 (2019). MSC: 60G51 60E10 60J35 PDFBibTeX XMLCite \textit{B. Li} et al., J. Appl. Probab. 56, No. 2, 441--457 (2019; Zbl 1415.60048) Full Text: DOI arXiv
Li, Manman; Yin, George Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model. (English) Zbl 1438.91176 J. Ind. Manag. Optim. 15, No. 2, 517-535 (2019). MSC: 91G50 91G05 93E20 60G51 PDFBibTeX XMLCite \textit{M. Li} and \textit{G. Yin}, J. Ind. Manag. Optim. 15, No. 2, 517--535 (2019; Zbl 1438.91176) Full Text: DOI
Dong, Hua; Yin, Chuancun; Dai, Hongshuai Spectrally negative Lévy risk model under Erlangized barrier strategy. (English) Zbl 1419.91356 J. Comput. Appl. Math. 351, 101-116 (2019). MSC: 91B30 60G51 PDFBibTeX XMLCite \textit{H. Dong} et al., J. Comput. Appl. Math. 351, 101--116 (2019; Zbl 1419.91356) Full Text: DOI
You, Honglong; Cai, Chunhao Nonparametric estimation for a spectrally negative Lévy process based on high frequency data. (English) Zbl 1402.62262 J. Comput. Appl. Math. 345, 196-205 (2019). MSC: 62P05 62G05 60G51 91B30 PDFBibTeX XMLCite \textit{H. You} and \textit{C. Cai}, J. Comput. Appl. Math. 345, 196--205 (2019; Zbl 1402.62262) Full Text: DOI