| 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 | 58 | 2016 |
| The McKean stochastic game driven by a spectrally negative Lévy process E Baurdoux, A Kyprianou | 42 | 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 | 29 | 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 |
| optimal prediction of the last zero of a spectrally negative Lévy process 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 |
