A note on joint occupation times of spectrally negative Lévy risk processes with tax-Reference-Cited by-同舟云学术

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A note on joint occupation times of spectrally negative Lévy risk processes with tax

Published:2018-09 Issue: Volume:140 Page:13-22
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Wang Wenyuan,Wu Xueyuan^ORCID,Peng Xingchun,Yuen Kam C.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference14 articles.

1. Lundberg’s risk process with tax;Albrecher;BläTter Der DGVFM,2007

2. A Lévy insurance risk process with tax;Albrecher;J. Appl. Probab.,2008

3. The theory of scale functions for spectrally negative Lévy processes;Kuznetsov,2012

4. Introductory Lectures on Fluctuations of Lévy Processes with Applications;Kyprianou,2014

5. General tax structures and the Lévy insurance risk model;Kyprianou;J. Appl. Probab.,2009

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Poissonian occupation times of spectrally negative Lévy processes with applications;Scandinavian Actuarial Journal;2021-04-28

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