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Draw-down Parisian ruin for spectrally negative Lévy processes
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- Advances in Applied Probability / Volume 52 / Issue 4 / December 2020
- Published online by Cambridge University Press:
- 03 December 2020, pp. 1164-1196
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- December 2020
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Exit problems for general draw-down times of spectrally negative Lévy processes
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- Journal of Applied Probability / Volume 56 / Issue 2 / June 2019
- Published online by Cambridge University Press:
- 30 July 2019, pp. 441-457
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- June 2019
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ASPECTS OF RECURRENCE AND TRANSIENCE FOR LÉVY PROCESSES IN TRANSFORMATION GROUPS AND NONCOMPACT RIEMANNIAN SYMMETRIC PAIRS
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- Journal:
- Journal of the Australian Mathematical Society / Volume 94 / Issue 3 / June 2013
- Published online by Cambridge University Press:
- 31 May 2013, pp. 304-320
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- June 2013
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