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OPTIMAL LOSS-CARRY-FORWARD TAXATION FOR LEVY RISK PROCESSES STOPPED AT GENERAL DRAW-DOWN TIME

Wang, WY; Zhang, ZM

Wang, WY (reprint author), Xiamen Univ, Sch Math Sci, Xiamen 361005, Fujian, Peoples R China.

ADVANCES IN APPLIED PROBABILITY, 2019; 51 (3): 865

Abstract

Motivated by Avram, Vu and Zhou (2017), Kyprianou and Zhou (2009), Li, Vu and Zhou (2017), Wang and Hu (2012), and Wang and Zhou (2018). we consider i......

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