General tax structures for a Lévy insurance risk process under the Cramér condition-Reference-Cited by-同舟云学术

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General tax structures for a Lévy insurance risk process under the Cramér condition

Published:2020-03 Issue:3 Volume:130 Page:1368-1387
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Griffin Philip S.

Funder

Simons Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference11 articles.

1. Buffer overflows: joint limit laws of undershoots and overshoots of reflected processes;A;Stochastic Process. Appl.,2015

2. The tax identity in risk theory - a simple proof and an extension;Albrecher;Insurance Math. Econom.,2009

3. Lundberg’s risk process with tax;Albrecher,2007

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

5. Lévy Processes;Bertoin,1996

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. Path decomposition of a reflected Lévy process on first passage over high levels;Stochastic Processes and their Applications;2022-03

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