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
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