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

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-.1016/j.spl.2018.04.016
@@ 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
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+W2801336472
@@ Property / OpenAlex ID: W2801336472 / rank @@
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@@ Property / cites work @@
+Lundberg's risk process with tax
@@ Property / cites work: Lundberg's risk process with tax / rank @@
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@@ Property / cites work @@
+A Lévy Insurance Risk Process with Tax
@@ Property / cites work: A Lévy Insurance Risk Process with Tax / rank @@
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@@ Property / cites work @@
+The Theory of Scale Functions for Spectrally Negative Lévy Processes
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@@ Property / cites work @@
+Fluctuations of Lévy processes with applications. Introductory lectures
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@@ Property / cites work @@
+General tax Structures and the Lévy Insurance Risk Model
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@@ Property / cites work @@
+Occupation times of spectrally negative Lévy processes with applications
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@@ Property / cites work @@
+On the last exit times for spectrally negative Lévy processes
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+On pre-exit joint occupation times for spectrally negative Lévy processes
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@@ Property / cites work @@
+Occupation times of intervals until first passage times for spectrally negative Lévy processes
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@@ Property / cites work @@
+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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+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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@@ Property / cites work @@
+Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory
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@@ Property / DOI @@
+.1016/J.SPL.2018.04.016
@@ Property / DOI: 10.1016/J.SPL.2018.04.016 / rank @@
+Normal rank