Exit problem for a spectrally positive process

Cited in

(23)

Wiener-Hopf equations and their applications in probability theory
Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
Transition densities of spectrally positive Lévy processes
The Leland-Toft optimal capital structure model under Poisson observations
Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory
Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels
On several two-boundary problems for a particular class of Lévy processes
When does surplus reach a certain level before ruin?
Passage times for a spectrally negative Lévy process with applications to risk theory
Lévy processes with two-sided reflection
Old and new examples of scale functions for spectrally negative Lévy processes
Inventory Control for Spectrally Positive Lévy Demand Processes
Fluctuations of Lévy processes and scattering theory
Occupation densities in solving exit problems for Markov additive processes and their reflections
Scale functions of Lévy processes and busy periods of finite-capacity M/GI/1 queues
Some fluctuation identities for Lévy processes with jumps of the same sign
Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes
Precautionary measures for credit risk management in jump models
The time to ruin for a class of Markov additive risk process with two-sided jumps
Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes
On q-scale functions of spectrally negative Lévy processes
Optimality of Two-Parameter Strategies in Stochastic Control
Smoothness of scale functions for spectrally negative Lévy processes

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