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20092019
most citedThe scale functions kit for first passage problems of spectrally negative Levy processes, and applications to the optimization of dividends

25 citations · 35 across the 10 of their papers we have counts for

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math.PR2018

Path Decomposition of Spectrally Negative Levy Processes

Ceren Vardar-Acar, Mine Caglar

Path decomposition is performed to analyze the pre-supremum, post-supremum, post-infimum and the intermediate processes of a spectrally negative Levy process taken up to an indepen…