Pages that link to "Item:Q5014313"

The following pages link to General drawdown of general tax model in a time-homogeneous Markov framework (Q5014313):

Displaying 9 items.

• Complete monotonicity of time-changed Lévy processes at first passage (Q2105382) (← links)
• On taxed spectrally negative Lévy processes with draw-down stopping (Q2404541) (← links)
• The tax identity for Markov additive risk processes (Q2445485) (← links)
• The Parisian and ultimate drawdowns of Lévy insurance models (Q2682983) (← links)
• A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← 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)
• (Q5256959) (← links)
• Some characterizations for Markov processes at first passage (Q5870411) (← links)
• Continuous-state branching processes with collisions: first passage times and duality (Q6186388) (← links)