A note on joint occupation times of spectrally negative Lévy risk processes with tax
type: Item
instance of: scholarly article
title: A note on joint occupation times of spectrally negative Lévy risk processes with tax
zbMATH Open document ID: 1392.60044
author: Wenyuan Wang
author: X. Wu
author: Xingchun Peng
author: Kam Chuen Yuen
published in: Statistics \& Probability Letters
publication date: 2018-06-21T00:00:00Z
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60E10
zbMATH DE Number: 6892601
zbMATH Keywords: occupation time
zbMATH Keywords: spectrally negative Lévy process
zbMATH Keywords: loss-carry-forward taxation
zbMATH Keywords: Brownian motion with drift
zbMATH Keywords: compound Poisson process
MaRDI profile type: Publication
full work available at URL: j.spl.2018.04.016
OpenAlex ID: W2801336472
cites work: Lundberg's risk process with tax
cites work: A Lévy Insurance Risk Process with Tax
cites work: The Theory of Scale Functions for Spectrally Negative Lévy Processes
cites work: Fluctuations of Lévy processes with applications. Introductory lectures
cites work: General tax Structures and the Lévy Insurance Risk Model
cites work: Occupation times of spectrally negative Lévy processes with applications
cites work: On the last exit times for spectrally negative Lévy processes
cites work: On pre-exit joint occupation times for spectrally negative Lévy processes
cites work: Occupation times of intervals until first passage times for spectrally negative Lévy processes
cites work: On the time value of absolute ruin with tax
cites work: Optimal loss-carry-forward taxation for the Lévy risk model
cites work: On the expected discounted penalty function for risk process with tax
cites work: Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory
DOI: 10.1016/J.SPL.2018.04.016
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description: scientific article; zbMATH DE number 6892601