On the expected discounted penalty function for risk process with tax (Q631560): Difference between revisions

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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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+Lundberg's risk process with tax
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+A Lévy Insurance Risk Process with Tax
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+Discounted probabilities and ruin theory in the compound binomial model
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+The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion.
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+On the distribution of the surplus prior to ruin
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+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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+From ruin theory to pricing reset guarantees and perpetual put options
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+On the Time Value of Ruin
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+General tax Structures and the Lévy Insurance Risk Model
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+The Joint Density of the Surplus Before and After Ruin in the Sparre Andersen Model
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