A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177): Difference between revisions
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Latest revision as of 00:35, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on joint occupation times of spectrally negative Lévy risk processes with tax |
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A note on joint occupation times of spectrally negative Lévy risk processes with tax (English)
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21 June 2018
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occupation time
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spectrally negative Lévy process
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loss-carry-forward taxation
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Brownian motion with drift
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compound Poisson process
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