Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287)

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scientific article; zbMATH DE number 6633925
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    Omega diffusion risk model with surplus-dependent tax and capital injections
    scientific article; zbMATH DE number 6633925

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      Omega diffusion risk model with surplus-dependent tax and capital injections (English)
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      6 October 2016
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      time-homogeneous diffusion
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      Azéma-Yor process
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      occupation time
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      risk model with tax
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      omega risk model
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      reflected diffusions
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