A Lévy Insurance Risk Process with Tax (Q3516409): Difference between revisions

@@ Property / cites work @@
+Lundberg's risk process with tax
@@ Property / cites work: Lundberg's risk process with tax / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal dividend problem for a spectrally negative Lévy process
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
+Normal rank
@@ Property / cites work @@
+Smoothness of scale functions for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Passage times for a spectrally negative Lévy process with applications to risk theory
+Normal rank
@@ Property / cites work @@
+Séminaire de Probabilités XXXVIII
@@ Property / cites work: Séminaire de Probabilités XXXVIII / rank @@
+Normal rank
@@ Property / cites work @@
+Risk processes perturbed by α-stable Lévy motion
+Normal rank
@@ Property / cites work @@
+Optimal Dividends
@@ Property / cites work: Optimal Dividends / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and decompositions for general perturbed risk processes.
+Normal rank
@@ Property / cites work @@
+On extreme ruinous behaviour of Lévy insurance risk processes
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and overshoots for general Lévy insurance risk processes
+Normal rank
@@ Property / cites work @@
+Introductory lectures on fluctuations of Lévy processes with applications.
+Normal rank
@@ Property / cites work @@
+Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
+Normal rank
@@ Property / cites work @@
+On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
+Normal rank
@@ Property / cites work @@
+Spectrally negative Lévy processes with applications in risk theory
+Normal rank
@@ Property / cites work @@
+Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum
+Normal rank