A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177): Difference between revisions

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Property / DOI: 10.1016/j.spl.2018.04.016 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.spl.2018.04.016 / rank
 
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Property / OpenAlex ID: W2801336472 / rank
 
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Property / cites work
 
Property / cites work: Lundberg's risk process with tax / rank
 
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Latest revision as of 00:35, 11 December 2024

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A note on joint occupation times of spectrally negative Lévy risk processes with tax
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    A note on joint occupation times of spectrally negative Lévy risk processes with tax (English)
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    21 June 2018
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    occupation time
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    spectrally negative Lévy process
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    loss-carry-forward taxation
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    Brownian motion with drift
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    compound Poisson process
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