Pages that link to "Item:Q2921186"

The following pages link to Power identities for L\'evy risk models under taxation and capital injections (Q2921186):

Displaying 13 items.

• Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
• Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
• Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes (Q825305) (← links)
• Discretization error for a two-sided reflected Lévy process (Q1992150) (← links)
• On taxed spectrally negative Lévy processes with draw-down stopping (Q2404541) (← links)
• Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
• (Q4578294) (← links)
• Linking dividends and capital injections – a probabilistic approach (Q4583603) (← links)
• On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications (Q4606857) (← links)
• General drawdown of general tax model in a time-homogeneous Markov framework (Q5014313) (← links)
• The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
• Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (Q5203959) (← links)
• The distribution of the supremum of a $\gamma $-reflected stochastic process with an input process belonging to some exponential type Orlicz space (Q5351672) (← links)