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Cited by

• 2012The Theory of Scale Functions for Spectrally Negative Lévy Processes259 cited
• 2001Multivariate subordination, self-decomposability and stability155 cited
• 1995Explosive Poisson Shot Noise Processes with Applications to Risk Reserves146 cited
• 2004Convolution equivalence and infinite divisibility144 cited
• 2001Normal Modified Stable Processes128 cited
• 2003Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models125 cited
• 2006Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations103 cited
• 2008Special, conjugate and complete scale functions for spectrally negative Lévy processes70 cited
• 1996An introduction to second‐order random variables in human health risk assessments69 cited
• 2008Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples69 cited
• 2012Integer-valued Lévy processes and low latency financial econometrics66 cited
• 2008Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples66 cited
• 2001Optimal investment in derivative securities57 cited
• 2011STOCHASTIC INTEGRALS WITH RESPECT TO L´ EVY PROCESSES AND INFINITELY DIVISIBLE DISTRIBUTIONS