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Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations

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References

2016Exit identities for Lévy processes observed at Poisson arrival times104 cited
2011Randomized observation periods for the compound Poisson risk model: Dividends103 cited
2011Randomized observation periods for the compound Poisson risk model: the discounted penalty function100 cited
2013Parisian ruin probability for spectrally negative Lévy processes97 cited
2011Occupation times of spectrally negative Lévy processes with applications95 cited
2013An Insurance Risk Model with Parisian Implementation Delays90 cited
2012Meromorphic Lévy processes and their fluctuation identities88 cited
2008A Lévy Insurance Risk Process with Tax81 cited
2009Lévy processes with adaptable exponent24 cited

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2017Spectrally negative Lévy processes with Parisian reflection below and classical reflection above35 cited

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