Power identities for L\'evy risk models under taxation and capital injections

DOI10.1214/12-SSY079zbMath1300.60067arXiv1310.3052OpenAlexW1980788027MaRDI QIDQ2921186

Jevgenijs Ivanovs, Hansjoerg Albrecher

Publication date: 7 October 2014

Full work available at URL: https://arxiv.org/abs/1310.3052

zbMATH Keywords

insurancecapital injectionsdividendsexit problemsspectrally negative Lévy processescollective risk theoryalternative ruin concepts

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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