Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes (Q825305): Difference between revisions

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+The tax identity for Markov additive risk processes
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+On the dual risk model with tax payments
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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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+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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+A Lévy Insurance Risk Process with Tax
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+On a risk model with surplus-dependent premium and tax rates
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+Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions.
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+Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum
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+A Time-Homogeneous Diffusion Model with Tax
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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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+An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density
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+On the time value of absolute ruin with tax
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+On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
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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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+Dividend maximization under consideration of the time value of ruin
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+Generalized expected discounted penalty function at general drawdown for Lévy risk processes
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+On the expected discounted penalty function for risk process with tax
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+Optimal loss-carry-forward taxation for the Lévy risk model
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+A Constant Interest Risk Model with Tax Payments
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+On the Markov-modulated insurance risk model with tax
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+Ruin probability in the presence of interest earnings and tax payments
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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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