Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes

DOI10.1007/s13385-020-00246-xzbMath1479.91343arXiv1910.08158OpenAlexW3083752672MaRDI QIDQ825305

Xueyuan Wu, Wenyuan Wang, Cheng Chi

Publication date: 17 December 2021

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.08158

zbMATH Keywords

terminal valuespectrally negative Lévy processcapital injectionloss-carry-forward taxationoptimal implementation delay

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Macroeconomic theory (monetary models, models of taxation) (91B64) Actuarial mathematics (91G05)

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