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First passage problems for spectrally negative L\'evy processes with possibleabsorbtion or/and reflection at boundaries have been widely applied inmathematical finance, risk, queueing, and inventory/storage theory.Historically, such problems were tackled by taking Laplace transform of theassociated Kolmogorov integro-differential equations involving the generatoroperator. In the last years there appeared an alternative approach based on thesolution of two fundamental "two-sided exit" problems from an interval (TSE). Aspectrally one-sided process will exit smoothly on one side on an interval, andthe solution is simply expressed in terms of a "scale function" $W$ (Bertoin1997). The non-smooth two-sided exit (or ruin) problem suggests introducing asecond scale function $Z$ (Avram, Kyprianou and Pistorius 2004).  Since many other problems can be reduced to TSE, researchers produced in thelast years a kit of formulas expressed in terms of the "$W,Z$ alphabet" for agreat variety of first passage problems. We collect here our favorite recipesfrom this kit, including a recent one (94) which generalizes the classic DeFinetti dividend problem. One interesting use of the kit is for recognizingrelationships between apparently unrelated problems -- see Lemma 3. Last butnot least, it turned out recently that once the classic $W,Z$ are replaced withappropriate generalizations, the classic formulas for (absorbed/ reflected)L\'evy processes continue to hold for:  a) spectrally negative Markov additive processes (Ivanovs and Palmowski2012),  b) spectrally negative L\'evy processes with Poissonian Parisian absorbtionor/and reflection (Avram, Perez and Yamazaki 2017, Avram Zhou 2017), or withOmega killing (Li and Palmowski 2017).

The $W,Z$ scale functions kit for first passage problems of spectrally negative Levy processes, and applications to the optimization of dividends