On taxed spectrally negative Lévy processes with draw-down stopping (Q2404541)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6775997
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On taxed spectrally negative Lévy processes with draw-down stopping |
scientific article; zbMATH DE number 6775997 |
Statements
On taxed spectrally negative Lévy processes with draw-down stopping (English)
0 references
19 September 2017
0 references
Lévy risk model with tax
0 references
draw-down time
0 references
0 references
0.8551709651947021
0 references
0.8299172520637512
0 references
0.8211055994033813
0 references
0.8180791139602661
0 references
0.8115887641906738
0 references
