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Spectrally negative Lévy processes with applications in risk theory

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2013Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory59 cited
2005Passage times for a spectrally negative Lévy process with applications to risk theory56 cited
2005Ruin in the perturbed compound Poisson risk process under interest force

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51 cited

2017Optimality of excess-loss reinsurance under a mean–variance criterion44 cited