A Lévy Insurance Risk Process with Tax
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Publication:3516409
DOI10.1239/jap/1214950353zbMath1144.60032MaRDI QIDQ3516409
Jean-François Renaud, Hansjoerg Albrecher, Xiao-Wen Zhou
Publication date: 5 August 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1214950353
ruin probability; Lévy process; excursion theory; fluctuation theory; scale functions; tax payments; insurance risk theory
60G51: Processes with independent increments; Lévy processes
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