Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287): Difference between revisions

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+Randomized observation periods for the compound Poisson risk model: Dividends
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+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
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+The optimal dividend barrier in the gamma-omega model
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+Lundberg's risk process with tax
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+Power identities for L\'evy risk models under taxation and capital injections
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+MAXIMUM DRAWDOWN INSURANCE
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+Processes of Class Sigma, Last Passage Times, and Drawdowns
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+Stochastic areas of diffusions and applications
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+Drawdowns preceding rallies in the Brownian motion model
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+Refracted Lévy processes
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+Occupation times of refracted Lévy processes
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+General tax Structures and the Lévy Insurance Risk Model
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+Occupation times of spectrally negative Lévy processes with applications
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+An insurance risk model with Parisian implementation delays
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+Formulas for stopped diffusion processes with stopping times based on the maximum
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+A Time-Homogeneous Diffusion Model with Tax
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+The Joint Laplace Transforms for Diffusion Occupation Times
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+Occupation times of intervals until first passage times for spectrally negative Lévy processes
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+An extension of the Euler Laplace transform inversion algorithm with applications in option pricing.
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+On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model
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+PDE methods for maximum drawdown
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+Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups
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+The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure
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+On the time spent in the red by a refracted L\'evy risk process
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+Numerical inversion of 2-D Laplace transforms applied to fractional diffusion equations
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+Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions
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+Drawdowns and rallies in a finite time-horizon. Drawdowns and rallies
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+Drawdowns and the speed of market crash
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