Avram, Florin; Grahovac, Danijel; Vardar-Acar, Ceren - In: Risks 7 (2019) 1, pp. 1-17
As is well-known, the benefit of restricting Lévy processes without positive jumps is the ' W,Z scale functions paradigm', by which the knowledge of the scale functions W,Z extends immediately to other risk control problems. The same is true largely for strong Markov processes X t , with the...