Wang, Zijia; Lkabous, Mohamed Amine; Landriault, David A refracted Lévy process with delayed dividend pullbacks. (English) Zbl 1521.91323 Scand. Actuar. J. 2023, No. 9, 885-906 (2023). MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{Z. Wang} et al., Scand. Actuar. J. 2023, No. 9, 885--906 (2023; Zbl 1521.91323) Full Text: DOI
Cao, Jingyi; Young, Virginia R. Approximating the classical risk process by stable Lévy motion. (English) Zbl 1520.91098 Scand. Actuar. J. 2023, No. 7, 679-707 (2023). MSC: 91B05 60G51 91G05 PDFBibTeX XMLCite \textit{J. Cao} and \textit{V. R. Young}, Scand. Actuar. J. 2023, No. 7, 679--707 (2023; Zbl 1520.91098) Full Text: DOI
Surya, Budhi; Wang, Wenyuan; Zhao, Xianghua; Zhou, Xiaowen Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process. (English) Zbl 1511.91119 Scand. Actuar. J. 2023, No. 2, 97-122 (2023). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60G51 60J35 PDFBibTeX XMLCite \textit{B. Surya} et al., Scand. Actuar. J. 2023, No. 2, 97--122 (2023; Zbl 1511.91119) Full Text: DOI arXiv
Landriault, David; Willmot, Gordon E. On series expansions for scale functions and other ruin-related quantities. (English) Zbl 1447.91142 Scand. Actuar. J. 2020, No. 4, 292-306 (2020). MSC: 91G05 60G51 PDFBibTeX XMLCite \textit{D. Landriault} and \textit{G. E. Willmot}, Scand. Actuar. J. 2020, No. 4, 292--306 (2020; Zbl 1447.91142) Full Text: DOI
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
Landriault, David; Shi, Tianxiang First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications. (English) Zbl 1401.91160 Scand. Actuar. J. 2014, No. 4, 368-382 (2014). MSC: 91B30 91G20 60J75 60G51 PDFBibTeX XMLCite \textit{D. Landriault} and \textit{T. Shi}, Scand. Actuar. J. 2014, No. 4, 368--382 (2014; Zbl 1401.91160) Full Text: DOI
Zhang, Zhimin; Yang, Hailiang; Yang, Hu On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process. (English) Zbl 1408.91109 Scand. Actuar. J. 2013, No. 3, 214-240 (2013). MSC: 91B30 91B70 60G51 60K05 60G70 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Scand. Actuar. J. 2013, No. 3, 214--240 (2013; Zbl 1408.91109) Full Text: DOI