Joint occupation times in an infinite interval for spectrally negative Lévy processes on the last exit time (Q6054053)

Lévy processes are a kind of processes with stationary independent increments and play a very important role in many fields. A spectrally negative Lévy process (SNLP) is a Lévy process without positive jumps. With the Markov property and infinite divisibility, it plays an important role in the study of financial risks. The occupation time of an SNLP plays an important role in the study of bankruptcy problems. The authors of this article use the Poisson approach and perturbation approach to find some joint Laplace transforms of the last exit time by their joint occupation times over semiinfinite intervals \((-\infty,0)\) and \((0,\infty)\) by virtue of the associated scale functions.