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

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+Lundberg's risk process with tax
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+Normal rank
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+Power identities for L\'evy risk models under taxation and capital injections
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+On the dual risk model with tax payments
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+A Lévy Insurance Risk Process with Tax
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+Normal rank
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+The tax identity for Markov additive risk processes
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+The tax identity in risk theory - a simple proof and an extension
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+Ruin excursions, the G/G/∞ queue, and tax payments in renewal risk models
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+Russian and American put options under exponential phase-type Lévy models.
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+Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
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+On the optimal dividend problem for a spectrally negative Lévy process
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+Spectrally negative Lévy processes with Parisian reflection below and classical reflection above
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+On taxed spectrally negative Lévy processes with draw-down stopping
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+Q3049602
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+Q4888858
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+On a risk model with surplus-dependent premium and tax rates
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+On Optimal Dividend Strategies In The Compound Poisson Model
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+Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+General tax Structures and the Lévy Insurance Risk Model
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+A unified approach for drawdown (drawup) of time-homogeneous Markov processes
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+A Time-Homogeneous Diffusion Model with Tax
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+Exit problems for general draw-down times of spectrally negative Lévy processes
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+On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
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+Q4453259
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+On the time value of absolute ruin with tax
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+CONTINUOUS INSPECTION SCHEMES
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+An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes
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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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+Optimal loss-carry-forward taxation for the Lévy risk model
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+Two-side exit problems for taxed Lévy risk process involving the general draw-down time
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+General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes
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+On the expected discounted penalty function for risk process with tax
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+A Constant Interest Risk Model with Tax Payments
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+Ruin probability in the presence of interest earnings and tax payments
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+On the Markov-modulated insurance risk model with tax
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+Lévy insurance risk process with Poissonian taxation
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+Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum
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