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The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure
Renaud, Jean-François
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 242-247
Persistent link: https://www.econbiz.de/10008882343
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22
RESEARCH PAPERS - A simple discretization scheme for nonnegative diffusion processes with applications to option pricing
Labbé, Chantal
;
Rémillard, Bruno
;
Renaud, Jean-François
- In:
The journal of computational finance
15
(
2011
)
2
,
pp. 3-37
Persistent link: https://www.econbiz.de/10009816295
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