Lévy insurance risk process with Poissonian taxation (Q4575450): Difference between revisions

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+The tax identity for Markov additive risk processes
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+On the dual risk model with tax payments
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+The tax identity in risk theory - a simple proof and an extension
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+The optimal dividend barrier in the gamma-omega model
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+Lundberg's risk process with tax
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+Power identities for L\'evy risk models under taxation and capital injections
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+Exit identities for Lévy processes observed at Poisson arrival times
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+FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES
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+On optimal periodic dividend strategies in the dual model with diffusion
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+A note on scale functions and the time value of ruin for Lévy insurance risk processes
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+On a risk model with surplus-dependent premium and tax rates
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+Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process
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+On the time to ruin for Erlang(2) risk processes.
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+Some Optimal Dividends Problems
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+The Omega model: from bankruptcy to occupation times in the red
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+Valuing equity-linked death benefits and other contingent options: a discounted density approach
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+Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation
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+Loss Models
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+Gerber-Shiu risk theory
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+A Time-Homogeneous Diffusion Model with Tax
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+The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure
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+Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
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+Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence
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+A generalized defective renewal equation for the surplus process perturbed by diffusion.
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+A Constant Interest Risk Model with Tax Payments
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+Lundberg approximations for compound distributions with insurance applications
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+On a risk model with randomized dividend-decision times
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+The Markov additive risk process under an Erlangized dividend barrier strategy
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