J. Ivanovs

Discipline

Economies et finances (6)

Type de document

Articles (9)

Co-auteur

Date

Source

Mot-clé

risque (7) modèle (7) Risk (7) Process (Law) (7) Example (7) additif (4) taxe (4) abords (agglomération) (4) Probabilities (4) Identity (Philosophical concept) (4) Lévy processes (3) Injections (3) Dividends (3) Capital (3) Models (3) temps (durée) (2) réflexion (2) papier (2) impôt (2) intérêts (2) distribution (2) profession (2) Context (2) Observations (2) Observations (2) Time (2) Paper (2) Interest (2) Functions (2) Concepts (2)

Documents écrit par J. Ivanovs (9) | parle de J. Ivanovs (0)

Linking dividends and capital injections – a probabilistic approach
H. Albrecher et al. (2018)
On the joint distribution of tax payments and capital injections for a Lévy risk model
H. Albrecher et al. (2017)
Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations
H. Albrecher et al. (2017)
Exit identities for Levy processes observed at Poisson arrival times
H. Albrecher et al.
On simple ruin expressions in dependent Sparre Andersen risk models
H. Albrecher et al.
Exact boundaries in sequential testing for phase-type distributions
H. Albrecher et al. (2014)
The tax identity for Markov additive risk processes
H. Albrecher et al. (2014)
Power identities for Lévy risk models under taxation and capital injections
H. Albrecher et al. (2014)
A risk model with an observer in a Markov environment
H. Albrecher et al.