Department of Mathematics2024-11-1020171386-199910.1007/s10687-016-0279-82-s2.0-85004098287http://dx.doi.org/10.1007/s10687-016-0279-8https://hdl.handle.net/20.500.14288/16695The joint distribution of the maximum loss and the maximum gain is obtained for a spectrally negative L,vy process until the passage time of a given level. Their marginal distributions up to an independent exponential time are also provided. The existing formulas for Brownian motion with drift are recovered using the particular scale functions.Mathematics, interdisciplinary applicationsStatistics and probabilityJournal Article1572-915X399837300003Q311728