Occupation times of intervals until first passage times for spectrally negative Lévy processes
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DOI: 10.1016/j.spa.2013.11.005
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- Loeffen, R.L., 2009. "An optimal dividends problem with transaction costs for spectrally negative Lévy processes," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 41-48, August.
- Landriault, David & Renaud, Jean-François & Zhou, Xiaowen, 2011. "Occupation times of spectrally negative Lévy processes with applications," Stochastic Processes and their Applications, Elsevier, vol. 121(11), pages 2629-2641, November.
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Keywords
Occupation times; Spectrally negative Lévy processes; Fluctuation theory; Scale functions;All these keywords.
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