Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (Q5203959)
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scientific article; zbMATH DE number 7141450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time |
scientific article; zbMATH DE number 7141450 |
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Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time (English)
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9 December 2019
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spectrally negative Lévy process
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draw-down time
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Hamilton-Jacobi-Bellman equation
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tax optimization
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