References

• 1999Continuous Martingales and Brownian Motion6,200 cited
• 2007On the optimal dividend problem for a spectrally negative Lévy process302 cited
• 2012The Theory of Scale Functions for Spectrally Negative Lévy Processes259 cited
• 2010Smoothness of scale functions for spectrally negative Lévy processes162 cited
• 2013Occupation times of intervals until first passage times for spectrally negative Lévy processes124 cited
• 2016Exit identities for Lévy processes observed at Poisson arrival times104 cited
• 2011Randomized observation periods for the compound Poisson risk model: Dividends103 cited
• 2012On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency84 cited
• 2014Fluctuations of Lévy Processes with Applications: Introductory Lectures79 cited
• 2016Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes55 cited
• 2007An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes48 cited
• 2016Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations38 cited

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