Pages that link to "Item:Q3516409"
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The following pages link to A Lévy Insurance Risk Process with Tax (Q3516409):
Displaying 44 items.
- On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy (Q377933) (← links)
- On maximizing expected discounted taxation in a risk process with interest (Q504475) (← links)
- On the expected discounted penalty function for risk process with tax (Q631560) (← links)
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
- The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure (Q659130) (← links)
- On the time value of absolute ruin with tax (Q659184) (← links)
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354) (← links)
- Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes (Q825305) (← links)
- On the Markov-dependent risk model with tax (Q904133) (← links)
- On the Markov-modulated insurance risk model with tax (Q977310) (← links)
- The impact of insurance premium taxation (Q1616053) (← links)
- Two-side exit problems for taxed Lévy risk process involving the general draw-down time (Q1642249) (← links)
- A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- On a risk model with Markovian arrivals and tax (Q1931147) (← links)
- Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
- Uncertain insurance risk process with multiple classes of claims (Q2183000) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- On a risk model with surplus-dependent premium and tax rates (Q2276426) (← links)
- The equivalence of two tax processes (Q2292170) (← links)
- General tax structures for a Lévy insurance risk process under the Cramér condition (Q2301481) (← links)
- A modified insurance risk process with uncertainty (Q2347075) (← links)
- Lundberg's risk process with tax (Q2384679) (← links)
- On taxed spectrally negative Lévy processes with draw-down stopping (Q2404541) (← links)
- Optimal loss-carry-forward taxation for the Lévy risk model (Q2427816) (← links)
- Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases (Q2445350) (← links)
- The tax identity for Markov additive risk processes (Q2445485) (← links)
- Tax optimization with a terminal value for the Lévy risk processes (Q2691498) (← links)
- On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606) (← links)
- Power identities for Lévy risk models under taxation and capital injections (Q2921186) (← links)
- A Constant Interest Risk Model with Tax Payments (Q3161157) (← links)
- General tax Structures and the Lévy Insurance Risk Model (Q3402064) (← links)
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (Q3621149) (← links)
- Lévy insurance risk process with Poissonian taxation (Q4575450) (← links)
- On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
- Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum (Q4903039) (← links)
- A Time-Homogeneous Diffusion Model with Tax (Q4918572) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- General drawdown of general tax model in a time-homogeneous Markov framework (Q5014313) (← links)
- Strategies for Dividend Distribution: A Review (Q5029064) (← links)
- On series expansions for scale functions and other ruin-related quantities (Q5117674) (← links)
- Tax- and expense-modified risk-minimization for insurance payment processes (Q5140642) (← links)
- Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (Q5203959) (← links)
