Chazal, Marie; Kyprianou, Andreas E.; Patie, Pierre A transformation for spectrally negative Lévy processes and applications. (English) Zbl 1496.60046 Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 157-180 (2021). MSC: 60G51 60E10 PDFBibTeX XMLCite \textit{M. Chazal} et al., Prog. Probab. 78, 157--180 (2021; Zbl 1496.60046) Full Text: DOI
Li, Bo; Hua, Yun; Zhou, Xiaowen How long does the surplus stay close to its historical high? (English) Zbl 1500.60048 Stochastics 93, No. 3, 402-427 (2021). Reviewer: Pavel Gapeev (London) MSC: 60J45 60G51 PDFBibTeX XMLCite \textit{B. Li} et al., Stochastics 93, No. 3, 402--427 (2021; Zbl 1500.60048) Full Text: DOI arXiv
Carvajal Pinto, Mónica B.; Van Schaik, Kees Optimally stopping at a given distance from the ultimate supremum of a spectrally negative Lévy process. (English) Zbl 1493.60070 Adv. Appl. Probab. 53, No. 1, 279-299 (2021). MSC: 60G40 60G51 62M20 PDFBibTeX XMLCite \textit{M. B. Carvajal Pinto} and \textit{K. Van Schaik}, Adv. Appl. Probab. 53, No. 1, 279--299 (2021; Zbl 1493.60070) Full Text: DOI arXiv
Wang, Wenyuan; Wu, Xueyuan; Chi, Cheng Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes. (English) Zbl 1479.91343 Eur. Actuar. J. 11, No. 1, 285-317 (2021). MSC: 91G05 91B64 60G51 PDFBibTeX XMLCite \textit{W. Wang} et al., Eur. Actuar. J. 11, No. 1, 285--317 (2021; Zbl 1479.91343) Full Text: DOI arXiv Link
Li, Yingqiu; Wei, Yushao; Peng, Zhaohui Occupation times for spectrally negative Lévy processes on the last exit time. (English) Zbl 1482.60062 Stat. Probab. Lett. 175, Article ID 109111, 10 p. (2021). MSC: 60G51 60J55 PDFBibTeX XMLCite \textit{Y. Li} et al., Stat. Probab. Lett. 175, Article ID 109111, 10 p. (2021; Zbl 1482.60062) Full Text: DOI
Chen, Man; Wu, Xianyuan; Zhou, Xiaowen A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process. (English) Zbl 1469.60144 Front. Math. China 16, No. 2, 325-343 (2021). MSC: 60G51 31C45 47A68 PDFBibTeX XMLCite \textit{M. Chen} et al., Front. Math. China 16, No. 2, 325--343 (2021; Zbl 1469.60144) Full Text: DOI
Wang, Wenyuan; Zhou, Xiaowen A drawdown reflected spectrally negative Lévy process. (English) Zbl 1469.60151 J. Theor. Probab. 34, No. 1, 283-306 (2021). MSC: 60G51 60E10 60J35 PDFBibTeX XMLCite \textit{W. Wang} and \textit{X. Zhou}, J. Theor. Probab. 34, No. 1, 283--306 (2021; Zbl 1469.60151) Full Text: DOI arXiv