Lévy insurance risk process with Poissonian taxation
Year of publication: |
February-June 2017
|
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Authors: | Zhang, Zhimin ; Cheung, Eric C. K. ; Yang, Hailiang |
Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 1, p. 51-87
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Subject: | Lévy insurance risk model | randomized ovservation periods | Poissonian observer | Gerber-Shiu expected discounted penalty function | discounted tax payments | Risikomodell | Risk model | Theorie | Theory | Stochastischer Prozess | Stochastic process | Diskontierung | Discounting | Finanzmathematik | Mathematical finance |
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