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The tax identity in risk theory — a simple proof and an extension
2 references·2 citing·14 second hop
The tax identity in risk theory — a simple proof and an extension (2008)The tax identity in risk theory — a simpl…Lundberg’s risk process with tax (2007)Lundberg’s risk process with …The Single Server Queue (1983)The Single Server QueueOn taxed spectrally negative Lévy processes with draw-down stopping (2017)On taxed spectrally negative …Lévy insurance risk process with Poissonian taxation (2015)Lévy insurance risk process w…Mathematical Methods in Risk Theory (1970)Extreme Values, Regular Variation and Point Processes (1987)On the Time Value of Ruin (1998)A Lévy Insurance Risk Process with Tax (2008)On the dual risk model with tax payments (2008)Gerber–Shiu Risk Theory (2013)Lundberg Approximations for Compound Distributions with Insurance Applications (2001)Fluctuations of Lévy Processes with Applications (2014)CONTINUOUS INSPECTION SCHEMES (1954)Optimal Dividends (2004)On the optimal dividend problem for a spectrally negative Lévy process (2007)Manufacturing flow line systems: a review of models and analytical results (1992)The origin of bursts and heavy tails in human dynamics (2005)Modeling bursts and heavy tails in human dynamics (2006)
this work references cited by second hop

References

  • 1983The Single Server Queue844 cited
  • 2007Lundberg’s risk process with tax85 cited

Cited by

  • 2017On taxed spectrally negative Lévy processes with draw-down stopping28 cited
  • 2015Lévy insurance risk process with Poissonian taxation26 cited

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