Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (Q5203959): Difference between revisions

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scientific article; zbMATH DE number 7141450
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Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time
scientific article; zbMATH DE number 7141450

    Statements

    Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (English)
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    9 December 2019
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    spectrally negative Lévy process
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    draw-down time
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    Hamilton-Jacobi-Bellman equation
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    tax optimization
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    Identifiers

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