Department of Mathematics2024-11-0920210894-984010.1007/s10959-020-01014-z2-s2.0-85086024457https://hdl.handle.net/20.500.14288/3472Path decomposition is performed to characterize the law of the pre-/post-supremum, post-infimum and the intermediate processes of a spectrally negative Lévy process taken up to an independent exponential time T. As a result, mainly the distributions of the supremum of the post-infimum process and the maximum drawdown of the pre-/post-supremum, post-infimum processes and the intermediate processes are obtained together with the law of drawdown durations.pdfMathematicsJournal Article1572-9230https://doi.org/10.1007/s10959-020-01014-z538360400001Q4NOIR03318