| On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes RL Loeffen The Annals of Applied Probability, 1669-1680, 2008 | 242 | 2008 |
| De Finetti’s optimal dividends problem with an affine penalty function at ruin RL Loeffen, JF Renaud Insurance: Mathematics and Economics 46 (1), 98-108, 2010 | 125 | 2010 |
| Refracted lévy processes AE Kyprianou, RL Loeffen Annales de l'IHP Probabilités et statistiques 46 (1), 24-44, 2010 | 123 | 2010 |
| Parisian ruin probability for spectrally negative Lévy processes R Loeffen, I Czarna, Z Palmowski | 121 | 2013 |
| Occupation times of intervals until first passage times for spectrally negative Lévy processes RL Loeffen, JF Renaud, X Zhou Stochastic Processes and their Applications 124 (3), 1408-1435, 2014 | 115 | 2014 |
| Optimal control with absolutely continuous strategies for spectrally negative Lévy processes AE Kyprianou, R Loeffen, JL Pérez Journal of Applied Probability 49 (1), 150-166, 2012 | 71 | 2012 |
| An optimal dividends problem with transaction costs for spectrally negative Lévy processes RL Loeffen Insurance: Mathematics and Economics 45 (1), 41-48, 2009 | 71 | 2009 |
| An optimal dividends problem with a terminal value for spectrally negative Lévy processes with a completely monotone jump density RL Loeffen Journal of Applied Probability 46 (1), 85-98, 2009 | 64 | 2009 |
| Discounted penalty function at Parisian ruin for Lévy insurance risk process R Loeffen, Z Palmowski, BA Surya Insurance: Mathematics and Economics 83, 190-197, 2018 | 33 | 2018 |
| Semi-closed form cubature and applications to financial diffusion models C Bayer, P Friz, R Loeffen Quantitative Finance 13 (5), 769-782, 2013 | 29 | 2013 |
| On obtaining simple identities for overshoots of spectrally negative L\'evy processes R Loeffen arXiv preprint arXiv:1410.5341, 2014 | 16 | 2014 |
| Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution R Loeffen, P Patie, M Savov Journal of Statistical Physics 175 (5), 1022-1041, 2019 | 13 | 2019 |
| Smoothness of continuous state branching with immigration semigroups M Chazal, R Loeffen, P Patie Journal of Mathematical Analysis and Applications 459 (2), 619-660, 2018 | 13 | 2018 |
| Lévy processes in finance distinguished by their coarse and fine path properties AE Kyprianou, R Loeffen Exotic option pricing and advanced Lévy models, 1-28, 2005 | 11 | 2005 |
| Option pricing in a one-dimensional affine term structure model via spectral representations M Chazal, R Loeffen, P Patie SIAM Journal on Financial Mathematics 9 (2), 634-664, 2018 | 7 | 2018 |
| Absolute ruin in the Ornstein-Uhlenbeck type risk model RL Loeffen, P Patie arXiv preprint arXiv:1006.2712, 2010 | 7 | 2010 |
| The equivalence of two tax processes D Al Ghanim, R Loeffen, AR Watson Insurance: Mathematics and Economics 90, 1-6, 2020 | 3 | 2020 |
| Refracted Lévy processes and ruin AE Kyprianou, RL Loeffen Annals of the Institute of H. Poincaré (in press).[Index: 2.7], 2008 | 3 | 2008 |
| First passage times over stochastic boundaries for subdiffusive processes C Constantinescu, R Loeffen, P Patie Transactions of the American Mathematical Society 375 (3), 1629-1652, 2022 | 2 | 2022 |
| Fluctuation Theory of Continuous-Time, Skip-Free Downward Markov Chains with Applications to Branching Processes with Immigration R Loeffen, P Patie, J Wang Mathematics of Operations Research, 2024 | 1 | 2024 |
