A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A note on joint occupation times of spectrally negative Lévy risk processes with tax
scientific article

    Statements

    A note on joint occupation times of spectrally negative Lévy risk processes with tax (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    21 June 2018
    0 references
    occupation time
    0 references
    spectrally negative Lévy process
    0 references
    loss-carry-forward taxation
    0 references
    Brownian motion with drift
    0 references
    compound Poisson process
    0 references

    Identifiers