A note on joint occupation times of spectrally negative Lévy risk processes with tax (Q1644177)
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scientific article; zbMATH DE number 6892601
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on joint occupation times of spectrally negative Lévy risk processes with tax |
scientific article; zbMATH DE number 6892601 |
Statements
A note on joint occupation times of spectrally negative Lévy risk processes with tax (English)
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21 June 2018
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occupation time
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spectrally negative Lévy process
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loss-carry-forward taxation
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Brownian motion with drift
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compound Poisson process
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0.89696044
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0.8950479
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0.8883807
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0.8848076
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0.88283134
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0.8785684
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0.8748178
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