Pages that link to "Item:Q631560"
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The following pages link to On the expected discounted penalty function for risk process with tax (Q631560):
Displaying 17 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)
- 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)
- 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)
- Gerber-Shiu function at draw-down Parisian ruin time for the spectrally negative Lévy risk process (Q2169287) (← links)
- On a risk model with surplus-dependent premium and tax rates (Q2276426) (← links)
- General tax structures for a Lévy insurance risk process under the Cramér condition (Q2301481) (← links)
- Lundberg's risk process with tax (Q2384679) (← links)
- Optimal loss-carry-forward taxation for the Lévy risk model (Q2427816) (← links)
- The tax identity for Markov additive risk processes (Q2445485) (← links)
- On the probability function of the total number of taxation periods for the Cramér-Lundberg risk model with tax (Q2887352) (← links)
- Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (Q5203959) (← links)
- An efficient approach for the S‐shaped penalty function (Q6070432) (← links)
- A scale function based approach for solving integral-differential equations in insurance risk models (Q6160571) (← links)
- Ruin-related problems in the dual risk model under two different randomized observations (Q6164702) (← links)
