Journal article

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

Wenyuan Wang, Xueyuan Wu, Xingchun Peng, Kam C Yuen

Statistics & Probability Letters | ELSEVIER SCIENCE BV | Published : 2018

DOI: 10.1016/j.spl.2018.04.016

University of Melbourne Researchers

Grants

Awarded by National Natural Science Foundation of China

Awarded by Program for New Century Excellent Talents in Fujian Province University

Funding Acknowledgements

Supported in part by National Natural Science Foundation of China (No. 11601197) and Program for New Century Excellent Talents in Fujian Province University (No. Z0210103).

Keywords

Science & Technology
Mathematics
Brownian Motion With Drift
Physical Sciences
Loss-Carry-Forward Taxation
Model
Statistics & Probability
Compound Poisson Process
Occupation Time
Spectrally Negative Levy Process