Li, Bin; Zhou, Xiaowen The joint Laplace transforms for diffusion occupation times. (English) Zbl 1370.60136 Adv. Appl. Probab. 45, No. 4, 1049-1067 (2013). MSC: 60J60 60J55 60G51 91B30 PDFBibTeX XMLCite \textit{B. Li} and \textit{X. Zhou}, Adv. Appl. Probab. 45, No. 4, 1049--1067 (2013; Zbl 1370.60136) Full Text: DOI
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen Occupation times of spectrally negative Lévy processes with applications. (English) Zbl 1227.60061 Stochastic Processes Appl. 121, No. 11, 2629-2641 (2011). MSC: 60G51 60E10 PDFBibTeX XMLCite \textit{D. Landriault} et al., Stochastic Processes Appl. 121, No. 11, 2629--2641 (2011; Zbl 1227.60061) Full Text: DOI arXiv Link
Zhou, Xiaowen On a classical risk model with a constant dividend barrier. (English) Zbl 1215.60051 N. Am. Actuar. J. 9, No. 4, 95-108 (2005). MSC: 60K10 60K05 91B30 PDFBibTeX XMLCite \textit{X. Zhou}, N. Am. Actuar. J. 9, No. 4, 95--108 (2005; Zbl 1215.60051) Full Text: DOI Link
Zhou, Xiaowen When does surplus reach a certain level before ruin? (English) Zbl 1117.91387 Insur. Math. Econ. 35, No. 3, 553-561 (2004). MSC: 91B30 60G51 PDFBibTeX XMLCite \textit{X. Zhou}, Insur. Math. Econ. 35, No. 3, 553--561 (2004; Zbl 1117.91387) Full Text: DOI