M. Abramobitz and I. A. Stegun, Handbook of Mathematical Functions, 1972.

S. Asmussen, Ruin probabilities, World Scientific, 2000.
DOI : 10.1142/9789812779311

URL : https://hal.archives-ouvertes.fr/hal-00569254

O. Barndorff-nielsen and A. N. Shiryaev, Change of Time and Change of Measure, World Scientific, 2010.

A. Behme, Exponential functionals of Lévy Processes with Jumps, ALEA, Lat, Am. J. Probab. Math. Stat, vol.12, issue.1, pp.375-397, 2015.

A. Behme and A. Lindner, On Exponential Functionals of L??vy Processes, Journal of Theoretical Probability, vol.15, issue.4, pp.681-720, 2015.
DOI : 10.1007/978-3-642-56634-9

J. Bertoin, Lévy processes, p.266, 1996.

J. Bertoin, A. Lindler, and R. Maller, On Continuity Properties of the Law of Integrals of L??vy Processes, Séminaire de probabilités XLI, pp.137-159, 1934.
DOI : 10.1007/978-3-540-77913-1_6

J. Bertoin and M. Yor, Exponential functionals of Levy processes, Probability Surveys, pp.191-212, 2005.

K. Bichteler, J. B. Gravereaux, and J. Jacod, Malliavin calculus for processes with jumps, p.161, 1987.

A. Borodin and P. Salminen, Handbook of Brownian motion -Facts and Formulae, p.672, 2002.

P. Carmona, F. Petit, and M. Yor, On the distribution and asymptotic results for exponential functionals of Levy processes, In " Exponential functionals and principal values related to Brownian motion, pp.73-130, 1997.

P. Carr and L. Wu, Time-changed L??vy processes and option pricing, Journal of Financial Economics, vol.71, issue.1, pp.113-141, 2004.
DOI : 10.1016/S0304-405X(03)00171-5

URL : http://econwpa.wustl.edu:80/eps/fin/papers/0207/0207011.pdf

D. Dufresne, The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding, Scandinavian Actuarial Journal, vol.15, issue.1, pp.1-2, 1990.
DOI : 10.1016/0304-4149(82)90050-3

K. B. Erickson and R. Maller, Generalised Ornstein-Uhlenbeck Processes and the Convergence of L??vy Integrals, pp.70-94, 2004.
DOI : 10.1007/978-3-540-31449-3_6

H. K. Gjessing and J. Paulsen, Present value distributions with applications to ruin theory and stochastic equations, Stochastic Process, Appl, vol.71, issue.1, pp.123-144, 1997.
DOI : 10.1016/s0304-4149(97)00072-0

URL : https://doi.org/10.1016/s0304-4149(97)00072-0

J. Jacod and A. Shiryaev, Limit theorems for Stochastic Processes, p.606, 1987.
DOI : 10.1007/978-3-662-02514-7

M. Jeanblanc, M. Yor, and M. Chesnay, Mathematical Methods for Financial Markets, p.332, 2009.
DOI : 10.1007/978-1-84628-737-4

URL : https://hal.archives-ouvertes.fr/hal-00426898

. Yu, S. Kabanov, and . Pergamentshchikov, In the insurance business risky investment are dangerous: the case of negative risk sums, Finance and Stochastics, vol.20, issue.2, pp.355-379, 2016.

C. Kardaras and S. Robertson, Continuous time perpetuities and time reversal of diffusions ARXIV, pp.1411-7551, 2014.

A. Kuznetsov, J. C. Prado, and M. Savov, Distributional properties of exponential functionals of Levy processes, Electron, J. Probab, vol.8, pp.1-35, 2012.

A. Kyprianou, Fluctuations of Lévy processes with applications, 2014.
DOI : 10.1007/978-3-642-37632-0

J. C. Pardo, V. Rivero, and K. Van-schaik, On the density of exponential functionals of L??vy processes, Bernoulli, vol.19, issue.5A, pp.1938-1964, 2013.
DOI : 10.3150/12-BEJ436

P. Patie and M. Savov, Bernstein-Gamma functions and exponential functionals of Lévy processes, 2016.

J. Paulsen, Ruin models with investment income, Probability Surveys, pp.416-434, 2008.
DOI : 10.1002/9780470061602.eqf21015

URL : http://arxiv.org/pdf/0806.4125

P. Salminen and O. Wallin, Perpetual Integral Functionals of Diffusions and their Numerical Computations, p.35, 2005.
DOI : 10.1007/978-3-540-70847-6_26

P. Salminen and L. Vostrikova, On exponential functionals of the processes with independent increments, Theory of probab, 2018.

P. Salminen and M. Yor, Perpetual Integral Functionals as Hitting and Occupation Times, Electronic Journal of Probability, vol.10, issue.0, pp.371-419, 2005.
DOI : 10.1214/EJP.v10-256

URL : https://doi.org/10.1214/ejp.v10-256

K. Sato, Lévy Processes and Infinitely Divisible Distributions, 2013.

A. N. Shiryaev, Essentials of Stochastic Finance: Facts, Models, Theory, World Scientific, vol.3, p.834, 1999.
DOI : 10.1142/3907

A. N. Shiryaev and A. S. Cherny, Vector Stochastic Integrals and the Fundamental Theorems of Asset Pricing, Proc. Steklov Inst, pp.6-49, 2002.

J. Vecer, A new PDE approach for pricing arithmetic average Asian options, The Journal of Computational Finance, vol.4, issue.4, 2000.
DOI : 10.21314/JCF.2001.064

URL : http://www.contrib.andrew.cmu.edu/~vecer/asian.ps