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; Zhou, Xiaowen Draw-down Parisian ruin for spectrally negative Lévy processes. (English) Zbl 1473.60079 Adv. Appl. Probab. 52, No. 4, 1164-1196 (2020). MSC: 60G51 60E10 60J35 PDFBibTeX XMLCite \textit{W. Wang} and \textit{X. Zhou}, Adv. Appl. Probab. 52, No. 4, 1164--1196 (2020; Zbl 1473.60079) Full Text: DOI arXiv
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
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
Egami, Masahiko; Yamazaki, Kazutoshi On the continuous and smooth fit principle for optimal stopping problems in spectrally negative Lévy models. (English) Zbl 1398.60062 Adv. Appl. Probab. 46, No. 1, 139-167 (2014). MSC: 60G40 60J75 91G40 PDFBibTeX XMLCite \textit{M. Egami} and \textit{K. Yamazaki}, Adv. Appl. Probab. 46, No. 1, 139--167 (2014; Zbl 1398.60062) Full Text: DOI arXiv Euclid
Frostig, Esther A Markov additive risk process with a dividend barrier. (English) Zbl 1301.60063 Adv. Appl. Probab. 45, No. 2, 451-489 (2013). MSC: 60G51 60J27 60J75 60G46 62P05 PDFBibTeX XMLCite \textit{E. Frostig}, Adv. Appl. Probab. 45, No. 2, 451--489 (2013; Zbl 1301.60063) Full Text: DOI Euclid
Yang, Hailiang; Zhang, Lianzeng Spectrally negative Lévy processes with applications in risk theory. (English) Zbl 0978.60104 Adv. Appl. Probab. 33, No. 1, 281-291 (2001). Reviewer: Anatoly Swishchuk (Kyïv) MSC: 60K30 62P05 PDFBibTeX XMLCite \textit{H. Yang} and \textit{L. Zhang}, Adv. Appl. Probab. 33, No. 1, 281--291 (2001; Zbl 0978.60104) Full Text: DOI