General tax structures and the Lévy insurance risk model (Q3402064)
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scientific article; zbMATH DE number 5665461
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| English | General tax structures and the Lévy insurance risk model |
scientific article; zbMATH DE number 5665461 |
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General tax Structures and the Lévy Insurance Risk Model (English)
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2 February 2010
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reflected Levy process
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passage problem
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integrated exponential Levy process
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insurance risk process
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ruin
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excursion theory
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0.9023365378379822
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0.8716566562652588
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0.8560949563980103
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0.8546516299247742
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0.8332242369651794
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