Pages that link to "Item:Q2404541"

The following pages link to On taxed spectrally negative Lévy processes with draw-down stopping (Q2404541):

Displaying 22 items.

• Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes (Q825305) (← links)
• Two-side exit problems for taxed Lévy risk process involving the general draw-down time (Q1642249) (← links)
• Poissonian potential measures for Lévy risk models (Q1799648) (← links)
• A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process (Q2048165) (← links)
• General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← links)
• On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
• General draw-down times for refracted spectrally negative Lévy processes (Q2152244) (← links)
• Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (Q2169287) (← links)
• A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
• Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086) (← links)
• The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
• Tax optimization with a terminal value for the Lévy risk processes (Q2691498) (← links)
• General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes (Q4684956) (← links)
• Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) (← links)
• General drawdown of general tax model in a time-homogeneous Markov framework (Q5014313) (← links)
• Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes (Q5055203) (← links)
• The<i>W</i>,<i>Z</i>scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems (Q5135954) (← links)
• Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (Q5203959) (← links)
• Exit problems for general draw-down times of spectrally negative Lévy processes (Q5226250) (← links)
• A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time (Q5242231) (← links)
• Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
• A Lévy risk model with ratcheting dividend strategy and historic high-related stopping (Q6534551) (← links)