摘要 : We consider exit problems for general Levy processes, where the first passage over a threshold is detected either immediately or at an epoch of an independent homogeneous Poisson process. It is shown that the two corresponding one... 展开 We consider exit problems for general Levy processes, where the first passage over a threshold is detected either immediately or at an epoch of an independent homogeneous Poisson process. It is shown that the two corresponding one-sided problems are related through a surprisingly simple identity. Moreover, we identify a simple link between two-sided exit problems with one continuous and one Poisson exit. Finally, identities for reflected processes and a link between some Parisian type exit problems are established. For spectrally one-sided Levy processes this approach enables alternative proofs for a number of previously established identities, providing additional insight. (C) 2016 Elsevier B.V. All rights reserved. 收起