Behme, Anita; Strietzel, Philipp Lukas On moments of downward passage times for spectrally negative Lévy processes. (English) Zbl 1516.60028 J. Appl. Probab. 60, No. 2, 452-464 (2023). MSC: 60G51 60G40 91G05 PDFBibTeX XMLCite \textit{A. Behme} and \textit{P. L. Strietzel}, J. Appl. Probab. 60, No. 2, 452--464 (2023; Zbl 1516.60028) Full Text: DOI arXiv
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
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
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, 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
Frostig, Esther The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process. (English) Zbl 1326.60063 J. Appl. Probab. 52, No. 3, 665-687 (2015). MSC: 60G51 91B30 PDFBibTeX XMLCite \textit{E. Frostig}, J. Appl. Probab. 52, No. 3, 665--687 (2015; Zbl 1326.60063) Full Text: DOI Euclid
Renaud, Jean-François On the time spent in the red by a refracted Lévy risk process. (English) Zbl 1321.60099 J. Appl. Probab. 51, No. 4, 1171-1188 (2014). Reviewer: Alexander Schnurr (Siegen) MSC: 60G51 91B30 PDFBibTeX XMLCite \textit{J.-F. Renaud}, J. Appl. Probab. 51, No. 4, 1171--1188 (2014; Zbl 1321.60099) Full Text: arXiv Euclid
Kyprianou, Andreas E.; Ott, Curdin Spectrally negative Lévy processes perturbed by functionals of their running supremum. (English) Zbl 1260.60094 J. Appl. Probab. 49, No. 4, 1005-1014 (2012). MSC: 60G51 60K05 60K15 91B30 PDFBibTeX XMLCite \textit{A. E. Kyprianou} and \textit{C. Ott}, J. Appl. Probab. 49, No. 4, 1005--1014 (2012; Zbl 1260.60094) Full Text: DOI arXiv Euclid
Kella, Offer The class of distributions associated with the generalized Pollaczek-Khinchine formula. (English) Zbl 1260.60092 J. Appl. Probab. 49, No. 3, 883-887 (2012). Reviewer: János Sztrik (Debrecen) MSC: 60G51 60K25 PDFBibTeX XMLCite \textit{O. Kella}, J. Appl. Probab. 49, No. 3, 883--887 (2012; Zbl 1260.60092) Full Text: DOI arXiv Euclid
Baurdoux, E. J. Last exit before an exponential time for spectrally negative Lévy processes. (English) Zbl 1170.60020 J. Appl. Probab. 46, No. 2, 542-558 (2009). MSC: 60G51 91B30 PDFBibTeX XMLCite \textit{E. J. Baurdoux}, J. Appl. Probab. 46, No. 2, 542--558 (2009; Zbl 1170.60020) Full Text: DOI
Zhou, Xiaowen Exit problems for spectrally negative Lévy processes reflected at either the supremum or the infimum. (English) Zbl 1132.60042 J. Appl. Probab. 44, No. 4, 1012-1030 (2007). MSC: 60G51 60B15 PDFBibTeX XMLCite \textit{X. Zhou}, J. Appl. Probab. 44, No. 4, 1012--1030 (2007; Zbl 1132.60042) Full Text: DOI Euclid
Huzak, Miljenko; Perman, Mihael; Šikić, Hrvoje; Vondraček, Zoran Ruin probabilities for competing claim processes. (English) Zbl 1065.60100 J. Appl. Probab. 41, No. 3, 679-690 (2004). MSC: 60J25 PDFBibTeX XMLCite \textit{M. Huzak} et al., J. Appl. Probab. 41, No. 3, 679--690 (2004; Zbl 1065.60100) Full Text: DOI Link