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Exit identities for Lévy processes observed at Poisson arrival times

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References

1998On the Time Value of Ruin786 cited
2010Ruin Probabilities572 cited
2004Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options264 cited
2013Occupation times of intervals until first passage times for spectrally negative Lévy processes124 cited
2006Overshoots and undershoots of Lévy processes109 cited

Cited by

2017Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes62 cited
2016Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes55 cited
2018Spectrally negative Lévy risk model under Erlangized barrier strategy53 cited
2014On pre-exit joint occupation times for spectrally negative Lévy processes41 cited
2017On the optimality of periodic barrier strategies for a spectrally positive Lévy process40 cited

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