A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:58, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on joint occupation times of spectrally negative Lévy risk processes with tax |
scientific article |
Statements
A note on joint occupation times of spectrally negative Lévy risk processes with tax (English)
0 references
21 June 2018
0 references
occupation time
0 references
spectrally negative Lévy process
0 references
loss-carry-forward taxation
0 references
Brownian motion with drift
0 references
compound Poisson process
0 references
