The unified form of Pollaczek-Khinchin formula for Levy processes with matrix-exponential negative jumps
D. Gusak, Ie. KarnaukhTheory of Stochastic Processes
Vol.18 (34), no.2, 2012, pp.15-23
For Lévy processes with matrix-exponential negative jumps, the unified form of the Pollaczek-Khinchine formula is established.