Fluctuation identities for spectrally negative Lévy processes killed by general additive functionals are expressed via generalized scale functions that solve Volterra-type integral equations driven by Radon measures.
Fluctuation identities for omega-killed spectrally negative Markov additive processes and dividend problem.Adv
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Fluctuation theory for spectrally negative L\'evy processes killed by additive functionals
Fluctuation identities for spectrally negative Lévy processes killed by general additive functionals are expressed via generalized scale functions that solve Volterra-type integral equations driven by Radon measures.