  First passage problems for spectrally negative L\'evy processes with possible
absorbtion or/and reflection at boundaries have been widely applied in
mathematical finance, risk, queueing, and inventory/storage theory.
Historically, such problems were tackled by taking Laplace transform of the
associated Kolmogorov integro-differential equations involving the generator
operator. In the last years there appeared an alternative approach based on the
solution of two fundamental "two-sided exit" problems from an interval (TSE). A
spectrally one-sided process will exit smoothly on one side on an interval, and
the solution is simply expressed in terms of a "scale function" $W$ (Bertoin
1997). The non-smooth two-sided exit (or ruin) problem suggests introducing a
second scale function $Z$ (Avram, Kyprianou and Pistorius 2004).
  Since many other problems can be reduced to TSE, researchers produced in the
last years a kit of formulas expressed in terms of the "$W,Z$ alphabet" for a
great variety of first passage problems. We collect here our favorite recipes
from this kit, including a recent one (94) which generalizes the classic De
Finetti dividend problem. One interesting use of the kit is for recognizing
relationships between apparently unrelated problems -- see Lemma 3. Last but
not least, it turned out recently that once the classic $W,Z$ are replaced with
appropriate generalizations, the classic formulas for (absorbed/ reflected)
L\'evy processes continue to hold for:
  a) spectrally negative Markov additive processes (Ivanovs and Palmowski
2012),
  b) spectrally negative L\'evy processes with Poissonian Parisian absorbtion
or/and reflection (Avram, Perez and Yamazaki 2017, Avram Zhou 2017), or with
Omega killing (Li and Palmowski 2017).
