| 1 | Albrecher H , Cheung E C K , Thonhauser S . Randomized observation times for the compound Possion risk model: The discounted penalty function. Scand Actuar J, 2013, 2013 (6): 424- 452 | | 2 | Albrecher H , Ivanovs J , Zhou X . Exit identities for Lévy processes observed at Poisson arrival times. Bernoulli, 2016, 22 (3): 1364- 1382 | | 3 | Albrecher H , Kortschak D , Zhou X . Pricing of Parisian options for a jump-diffusion model with two-sided jumps. Appl Math Fina, 2012, 19 (2): 97- 129 | | 4 | Baurdoux E J , Pardo J C , Pérez J L , Renaud J-F . Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes. J Appl Prob, 2016, 53 (2): 572- 584 | | 5 | Bertoin J . Lévy Processes. Cambridge: Cambridge University Press, 1996 | | 6 | Czarna I , Palmowski Z . Ruin Probability with Parisian delay for a spectrally negative Lévy process. J Appl Prob, 2011, 48 (4): 984- 1002 | | 7 | Dassios A , Wu S . On barrier strategy dividends with Parisian implementation delay for classical surplus process. Insurance Math Econ, 2009, 45 (2): 195- 202 | | 8 | Dong H , Yin C C , Dai H S . Spectrally negative Lévy risk model under Erlangized barrier strategy. J Comput Appl Math, 2019, 351, 101- 116 | | 9 | Dong H , Zhou X . On a spectrally negative Lévy process with periodic dividends and capital injections. Statist Probab Lett, 2019, 155, 108589 | | 10 | Kuznetsov A, Kyprianou A E, Rivero V. The Theory of Scale Functions for Spectrally Negative Lévy Processes//Cohen S, et al. Lévy Matters Π. Berlin Heidelberg: Springer, 2012: 97-186 | | 11 | Kyprianou A E . Fluctuations of Lévy Processes with Applications. Introductory Lectures. Berlin Heidelberg: Springer, 2014 | | 12 | Landriault D , Renaud J-F , Zhou X . An insurance risk model with Parisian implementation delays. Methodol Comput Appl Probab, 2014, 16 (3): 583- 607 | | 13 | Landriault D , Renaud J-F , Zhou X . Occupation times of spectrally negative Lévy processes with applications. Stoch Process Appl, 2011, 121 (11): 2629- 2641 | | 14 | Li B , Willmot G E , Wong J T Y . A temporal approach to the Parisian risk model. J Appl Prob, 2018, 55 (1): 302- 317 | | 15 | Li B , Zhou X . The joint Laplace transform for diffusion occupation times. Adv Appl Prob, 2013, 45 (4): 1049- 1067 | | 16 | Li Y Q , Zhou X . On pre-exit joint occupation times for spectrally negative Lévy processes. Statist Probab Lett, 2014, 94, 48- 55 | | 17 | Lkabous M A . A note on Parisian ruin under a hybrid observation scheme. Statist Probab Lett, 2019, 145, 147- 157 | | 18 | Lkabous M A , Czarna I , Renaud J-F . Parisian ruin for a refracted Lévy process. Insurance Math Econ, 2017, 74, 153- 163 | | 19 | Lkabous M A , Renaud J-F . A unified approach to ruin probabilities with delays for spectrally negative Lévy processes. Scand Actuar J, 2019, 2019 (8): 711- 728 | | 20 | Loeffen R L , Czarna I , Palmowski Z . Parisian ruin probability for spectrally negative Lévy processes. Bernoulli, 2013, 19 (2): 599- 609 | | 21 | Loeffen R L , Renaud J-F , Surya B A . Discounted penalty function at Parisian ruin for Lévy insurance risk process. Insurance Math Econ, 2018, 83, 190- 197 | | 22 | Loeffen R L , Renaud J-F , Zhou X . Occupation times of intervals until first passage times for spectrally negative Lévy processes. Stoch Process Appl, 2014, 124 (3): 1408- 1435 | | 23 | Wong J T Y , Cheung E C K . On the time value of Parisian ruin in (dual) renewal risk process with exponential jumps. Insurance Math Econ, 2015, 65 (2): 280- 290 | | 24 | 张万路, 赵翔华. 折射Lévy风险过程的Parisian破产问题. 数学物理学报, 2019, 39A (1): 184- 199 | | 24 | Zhang W L , Zhao X H . On the Parisian ruin probability in a refracted Lévy process. Acta Math Sci, 39A (1): 184- 199 | | 25 | Zhao X H , Dong H , Dai H S . On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments. Statist Probab Lett, 2018, 140, 176- 184 |
|