Power identities for Lévy risk models under taxation and capital injections
type: Item
instance of: scholarly article
zbMATH Open document ID: 1300.60067
DOI: 10.1214/12-SSY079
author: Jevgenijs Ivanovs
author: Hansjörg Albrecher
publication date: 2014-10-07T00:00:00Z
full work available at URL: https://arxiv.org/abs/1310.3052
full work available at URL: https://projecteuclid.org/euclid.ssy/1411044994
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6351962
zbMATH Keywords: spectrally negative Lévy processes
zbMATH Keywords: exit problems
zbMATH Keywords: collective risk theory
zbMATH Keywords: insurance
zbMATH Keywords: capital injections
zbMATH Keywords: dividends
zbMATH Keywords: alternative ruin concepts
MaRDI profile type: Publication
arXiv ID: 1310.3052
arXiv classification: q-fin.PR
arXiv classification: math.PR
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OpenAlex ID: W1980788027
title: Power identities for Lévy risk models under taxation and capital injections
published in: Stochastic Systems
description: scientific article; zbMATH DE number 6351962