Two-side exit problems for taxed Lévy risk process involving the general draw-down time (Q1642249): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.spl.2018.02.065
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+W2792990106
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+Lundberg's risk process with tax
@@ Property / cites work: Lundberg's risk process with tax / rank @@
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+A Lévy Insurance Risk Process with Tax
@@ Property / cites work: A Lévy Insurance Risk Process with Tax / rank @@
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+On taxed spectrally negative Lévy processes with draw-down stopping
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+Q4888858
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+Smoothness of scale functions for spectrally negative Lévy processes
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+General tax Structures and the Lévy Insurance Risk Model
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+On the time value of absolute ruin with tax
@@ Property / cites work: On the time value of absolute ruin with tax / rank @@
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+An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes
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+Optimal loss-carry-forward taxation for the Lévy risk model
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+On the expected discounted penalty function for risk process with tax
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+Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum
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