Lévy insurance risk process with Poissonian taxation (Q4575450)

scientific article; zbMATH DE number 6903651

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English	Lévy insurance risk process with Poissonian taxation	scientific article; zbMATH DE number 6903651

Statements

instance of

scholarly article

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title

Lévy insurance risk process with Poissonian taxation (English)

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zbMATH Open document ID

1401.91216

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DOI

10.1080/03461238.2015.1062042

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Scandinavian Actuarial Journal

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publication date

13 July 2018

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full work available at URL

http://hdl.handle.net/10722/214572

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Mathematics Subject Classification ID

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Lévy insurance risk model

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randomized observation periods

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Poissonian observer

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Gerber-Shiu expected discounted penalty function

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discounted tax payments

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MaRDI profile type

MaRDI publication profile

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OpenAlex ID

W2252500888

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cites work

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On the discounted penalty at ruin in a jump-diffusion and the perpetual put option

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A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier

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Sitelinks

Mathematics(1 entry)

mardi Publication:4575450