Funder
the Natural Science Foundation of Hunan Province, China
the Scientifific Research Fund of Hunan Provincial Education Department, China
the Changsha Municipal Natural Science Foundation
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Reference22 articles.
1. Avram F, Vu N, Zhou X (2017) On taxed spectrally negative Lévy processes with draw-down stopping. Insurance Math Econom 76:69–74
2. Czarna I, Perez J, Rolski T, Yamazaki K (2019) Fluctuation theory for level-dependent Lévy risk processes. Stochastic Processes and their Applications 129(12):5406–5449
3. Deng Y, Huang X, Huang Y, Xiang X, Zhou J (2020) n-Dimensional Laplace transforms of occupation times for pre-exit diffusion processes. Indian J Pure Appl Math 51(1):345–360
4. Hernandez-Hernandez D, Perez JL, Yamazaki K (2015) Optimality of refraction strategies for spectrally negative Lévy processes. SIAM J Control Optim 54(3):1–12
5. Kyprianou AE (2006) Introductory lectures on fluctuations of Lévy processes with application. Springer