Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Ghanim, Dalal"'
We consider controlling the paths of a spectrally negative L\'evy process by two means: the subtraction of `taxes' when the process is at an all-time maximum, and the addition of `bailouts' which keep the value of the process above zero. We solve the
Externí odkaz:
http://arxiv.org/abs/2408.16385
We introduce two models of taxation, the latent and natural tax processes, which have both been used to represent loss-carry-forward taxation on the capital of an insurance company. In the natural tax process, the tax rate is a function of the curren
Externí odkaz:
http://arxiv.org/abs/1811.01664
Publikováno v:
In Water Science and Engineering December 2020 13(4):286-298
Publikováno v:
In Insurance Mathematics and Economics January 2020 90:1-6