'The tax identity for Markov additive risk processes'



Albrecher, H, Avram, F, Constantinescu, C and Ivanovs, J
(2014) 'The tax identity for Markov additive risk processes'. Methodology and Computing in Applied Probability, 16. 245 - 258.

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Latent Risks in Mixed Compound Poisson Ruin Models.pdf - Accepted Version

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AACI.pdf - Submitted Version

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Item Type: Article
Additional Information: ## TULIP Type: Articles/Papers (Journal) ##
Uncontrolled Keywords: first-passage time, Taxed Sparre Andersen risk process, spectrally-negative Markov processes
Depositing User: Symplectic Admin
Date Deposited: 07 Dec 2018 14:28
Last Modified: 27 Nov 2020 10:43
DOI: 10.1007/s11009-012-9310-y
Related URLs:
URI: http://livrepository.liverpool.ac.uk/id/eprint/3029708