Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes EJ Baurdoux, JC Pardo, JL Pérez, JF Renaud
Journal of Applied probability 53 (2), 572-584, 2016
60 2016 The McKean stochastic game driven by a spectrally negative Lévy process E Baurdoux, A Kyprianou
43 2008 Further calculations for Israeli options EJ Baurdoux, AE Kyprianou
Stochastics: An International Journal of Probability and Stochastic …, 2004
40 2004 The Shepp–Shiryaev stochastic game driven by a spectrally negative Lévy process EJ Baurdoux, AE Kyprianou
Theory of Probability & Its Applications 53 (3), 481-499, 2009
31 2009 Last exit before an exponential time for spectrally negative Lévy processes EJ Baurdoux
Journal of Applied Probability 46 (2), 542-558, 2009
27 2009 The Gapeev–Kühn stochastic game driven by a spectrally positive Lévy process EJ Baurdoux, AE Kyprianou, JC Pardo
Stochastic Processes and their Applications 121 (6), 1266-1289, 2011
22 2011 Predicting the time at which a Lévy process attains its ultimate supremum EJ Baurdoux, K Van Schaik
Acta applicandae mathematicae 134, 21-44, 2014
16 2014 On future drawdowns of Lévy processes EJ Baurdoux, Z Palmowski, MR Pistorius
Stochastic Processes and their Applications 127 (8), 2679-2698, 2017
15 2017 Some excursion calculations for reflected Lévy processes EJ Baurdoux
ALEA: Latin American Journal of Probability and Mathematical Statistics 6 …, 2009
13 2009 Optimality of doubly reflected Lévy processes in singular control EJ Baurdoux, K Yamazaki
Stochastic Processes and their Applications 125 (7), 2727-2751, 2015
11 2015 Examples of optimal stopping via measure transformation for processes with one-sided jumps EJ Baurdoux
Stochastics An International Journal of Probability and Stochastic Processes …, 2007
11 2007 The Shepp–Shiryaev stochastic game driven by a spectrally negative Lévy process E Baurdoux, A Kyprianou
Теория вероятностей и ее применения 53 (3), 588-609, 2008
10 2008 Optimal prediction for positive self-similar Markov processes EJ Baurdoux, AE Kyprianou, C Ott
9 2016 Optimal double stopping of a Brownian bridge EJ Baurdoux, N Chen, BA Surya, K Yamazaki
Advances in Applied Probability 47 (4), 1212-1234, 2015
9 2015 Predicting the last zero of a spectrally negative Lévy process EJ Baurdoux, JM Pedraza
XIII Symposium on Probability and Stochastic Processes: UNAM, Mexico …, 2020
7 2020 Fluctuation theory and stochastic games for spectrally negative Lévy processes EJ Baurdoux
Utrecht University, 2007
7 2007 A direct method for solving optimal stopping problems for L\'evy processes EJ Baurdoux
arXiv preprint arXiv:1303.3465, 2013
4 2013 EJ Baurdoux, JM Pedraza
The Annals of Applied Probability 34 (1B), 1350-1402, 2024
3 2024 Further calculations for the McKean stochastic game for a spectrally negative Lévy process: from a point to an interval EJ Baurdoux, K Van Schaik
Journal of applied probability 48 (1), 200-216, 2011
3 2011 On the last zero process with applications in corporate bankruptcy EJ Baurdoux, JM Pedraza
arXiv preprint arXiv:2003.06871, 2020
1 2020 