Power identities for L\'evy risk models under taxation and capital injections
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Publication:2921186
DOI10.1214/12-SSY079zbMath1300.60067arXiv1310.3052OpenAlexW1980788027MaRDI QIDQ2921186
Jevgenijs Ivanovs, Hansjoerg Albrecher
Publication date: 7 October 2014
Full work available at URL: https://arxiv.org/abs/1310.3052
insurancecapital injectionsdividendsexit problemsspectrally negative Lévy processescollective risk theoryalternative ruin concepts
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