  For a spectrally negative L\'evy process (snLp) $X$, killed according to a
rate that is a function $\omega$ of its position, we analyse the exit
probability of the one-sided upwards-passage problem. When $\omega$ is strictly
positive, this problem is related to the determination of the Laplace transform
of the first passage time upwards for $X$ that has been time-changed by the
inverse of the additive functional $\int_0^\cdot \omega(X_u)du$. In particular
our findings thus shed extra light on related results concerning first passage
times upwards (downwards) of spectrally negative positive self-similar Markov
processes (continuous state branching processes).
