ISSN:
2227-9091
Content:
This paper revisits the spectrally negative Lévy risk process embedded with the general tax structure introduced in Kyprianou and Zhou (2009). A joint Laplace transform is found concerning the first down-crossing time below level 0. The potential density is also obtained for the taxed Lévy risk process killed upon leaving [ 0 , b ] . The results are expressed using scale functions.
In:
Risks, Basel : MDPI, 2013, 7(2019), 3/85 vom: Sept., Seite 1-11, 2227-9091
In:
volume:7
In:
year:2019
In:
number:3/85
In:
month:09
In:
pages:1-11
Language:
English
Keywords:
Aufsatz in Zeitschrift
DOI:
10.3390/risks7030085
URL:
https://creativecommons.org/licenses/by/4.0/
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