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Risk processes perturbed by α-stable Lévy motion

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2008A Lévy Insurance Risk Process with Tax81 cited
2006On The Expected Discounted Penalty function for Lévy Risk Processes78 cited
2009

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An optimal dividends problem with transaction costs for spectrally negative Lévy processes

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2008Special, conjugate and complete scale functions for spectrally negative Lévy processes70 cited

2009On a generalization of the Gerber–Shiu function to path-dependent penalties68 cited

2007Distribution of the Present Value of Dividend Payments in a Lévy Risk Model67 cited

2001Spectrally negative Lévy processes with applications in risk theory62 cited

2009An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density61 cited

2009Convexity and Smoothness of Scale Functions and de Finetti’s Control Problem56 cited

2007Fourier Inversion Formulas in Option Pricing and Insurance47 cited

2002Ruin theory revisited: stochastic models for operational risk44 cited