Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (Q5321767): Difference between revisions

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+Russian and American put options under exponential phase-type Lévy models.
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+Q4888858
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+Fluctuation theory in continuous time
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+Passage times for a spectrally negative Lévy process with applications to risk theory
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+Hitting Probabilities for Spectrally Positive Lévy Processes
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+Exit problem for a spectrally positive process
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+When does the surplus reach a given target?
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+Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes
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+Ruin probabilities and decompositions for general perturbed risk processes.
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+Ruin probabilities for competing claim processes
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+Ruin probabilities and overshoots for general Lévy insurance risk processes
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
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+Evaluating first-passage probabilities for spectrally one-sided Lévy processes
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+Evaluating Scale Functions of Spectrally Negative Lévy Processes
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