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

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2252500888 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The tax identity for Markov additive risk processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the dual risk model with tax payments / rank
 
Normal rank
Property / cites work
 
Property / cites work: The tax identity in risk theory - a simple proof and an extension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin excursions, the G/G/∞ queue, and tax payments in renewal risk models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Randomized observation periods for the compound Poisson risk model: Dividends / rank
 
Normal rank
Property / cites work
 
Property / cites work: Randomized observation periods for the compound Poisson risk model: the discounted penalty function / rank
 
Normal rank
Property / cites work
 
Property / cites work: The optimal dividend barrier in the gamma-omega model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lundberg's risk process with tax / rank
 
Normal rank
Property / cites work
 
Property / cites work: Power identities for L\'evy risk models under taxation and capital injections / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exit identities for Lévy processes observed at Poisson arrival times / rank
 
Normal rank
Property / cites work
 
Property / cites work: FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Lévy Insurance Risk Process with Tax / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3560912 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal periodic dividend strategies in the dual model with diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on scale functions and the time value of ruin for Lévy insurance risk processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a generalization of the Gerber-Shiu function to path-dependent penalties / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a risk model with surplus-dependent premium and tax rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin Probability with Parisian Delay for a Spectrally Negative Lévy Risk Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dividend problem with Parisian delay for a spectrally negative Lévy risk process / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Optimal Dividends Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a generalization from ruin to default in a Lévy insurance risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk processes perturbed by α-stable Lévy motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: On The Expected Discounted Penalty function for Lévy Risk Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the discounted penalty at ruin in a jump-diffusion and the perpetual put option / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Time Value of Ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Omega model: from bankruptcy to occupation times in the red / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuing equity-linked death benefits and other contingent options: a discounted density approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Loss Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gerber-Shiu risk theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fluctuations of Lévy processes with applications. Introductory lectures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Refracted Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: General tax Structures and the Lévy Insurance Risk Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4872463 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An insurance risk model with Parisian implementation delays / rank
 
Normal rank
Property / cites work
 
Property / cites work: On ruin for the Erlang \((n)\) risk process / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Time-Homogeneous Diffusion Model with Tax / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parisian ruin probability for spectrally negative Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: De Finetti's optimal dividends problem with an affine penalty function at ruin / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the time value of absolute ruin with tax / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the expected discounted penalty function for a perturbed risk process driven by a subordinator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5386129 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution of the Present Value of Dividend Payments in a Lévy Risk Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalized defective renewal equation for the surplus process perturbed by diffusion. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Constant Interest Risk Model with Tax Payments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ruin probability in the presence of interest earnings and tax payments / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Markov-modulated insurance risk model with tax / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lundberg approximations for compound distributions with insurance applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a risk model with randomized dividend-decision times / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Markov additive risk process under an Erlangized dividend barrier strategy / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 02:58, 16 July 2024

scientific article; zbMATH DE number 6903651
Language Label Description Also known as
English
Lévy insurance risk process with Poissonian taxation
scientific article; zbMATH DE number 6903651

    Statements

    Lévy insurance risk process with Poissonian taxation (English)
    0 references
    0 references
    0 references
    0 references
    13 July 2018
    0 references
    Lévy insurance risk model
    0 references
    randomized observation periods
    0 references
    Poissonian observer
    0 references
    Gerber-Shiu expected discounted penalty function
    0 references
    discounted tax payments
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references