{
  "id": "1012.3448",
  "version": "v3",
  "published": "2010-12-15T20:16:25.000Z",
  "updated": "2011-05-04T11:49:47.000Z",
  "title": "Occupation times of spectrally negative Lévy processes with applications",
  "authors": [
    "David Landriault",
    "Jean-François Renaud",
    "Xiaowen Zhou"
  ],
  "comment": "corrections in the proof of Theorem 1",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we compute the Laplace transform of occupation times (of the negative half-line) of spectrally negative L\\'evy processes. Our results are extensions of known results for standard Brownian motion and jump-diffusion processes. The results are expressed in terms of the so-called scale functions of the spectrally negative L\\'evy process and its Laplace exponent. Applications to insurance risk models are also presented.",
  "revisions": [
    {
      "version": "v3",
      "updated": "2011-05-04T11:49:47.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "spectrally negative lévy processes",
      "occupation times",
      "applications",
      "spectrally negative levy",
      "standard brownian motion"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1012.3448L"
    }
  }
}