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	A note on joint occupation times of spectrally negative Lévy risk processes with tax
	Wang, Wenyuan; Wu, Xueyuan*; Peng, Xingchun; Yuen, Kam C.
刊名	Statistics and Probability Letters
	2018
卷号	140页码:13-22
关键词	Brownian motion with drift Compound Poisson process Loss-carry-forward taxation Occupation time Spectrally negative Lévy process
ISSN号	0167-7152
DOI	10.1016/j.spl.2018.04.016
URL标识	查看原文
WOS记录号	WOS:000438180200003
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/3399516
专题	武汉理工大学
作者单位	[Wang, Wenyuan] Xiamen Univ, Sch Math Sci, Xiamen, Fujian, Peoples R China.
推荐引用方式 GB/T 7714	Wang, Wenyuan,Wu, Xueyuan*,Peng, Xingchun,et al. A note on joint occupation times of spectrally negative Lévy risk processes with tax[J]. Statistics and Probability Letters,2018,140:13-22.
APA	Wang, Wenyuan,Wu, Xueyuan*,Peng, Xingchun,&Yuen, Kam C..(2018).A note on joint occupation times of spectrally negative Lévy risk processes with tax.Statistics and Probability Letters,140,13-22.
MLA	Wang, Wenyuan,et al."A note on joint occupation times of spectrally negative Lévy risk processes with tax".Statistics and Probability Letters 140(2018):13-22.

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