An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes

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General tax Structures and the Lévy Insurance Risk Model (2009, unknown): “On the other hand, according to Theorem 1 of [19], we have (recalling that y ∈ [0, a)) E(e−qςa ; a − Yςa− ∈ dy, Yςa − a ∈ dz) = ∫ ∞”
Special, conjugate and complete scale functions for spectrally negative Lévy processes (2007, background): “The real value of scale functions as a class with which one may express a whole range of fluctuation identities for spectrally negative Lévy processes became apparent in the work of [12; 13] and [6; 7] and an ensemble of subsequent articles; see for example [42], [2], [46; 47; 48; 49], [39], [20] an”
On the drawdown of completely asymmetric Lévy processes (2011, background): “[31] M.R. Pistorius (2007), An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes.”
Old and New Examples of Scale Functions for Spectrally Negative Levy Processes (2007, background): “…became apparent in the work of Chaumont (1994, 1996) of Bertoin (1996, 1997) and an ensemble of subsequent articles; see for example Lambert (2000), Avram et al. (2004), Pistorius (2003, 2004, 2005, 2007), Kyprianou and Palmowski (2006), Doney and Kyprianou (2006) and Doney (1991, 2005a, 2007).”