Wang, Wenyuan; Zhang, Zhimin; Jin, Zhuo Tax optimization with a terminal value for the Lévy risk processes. (English) Zbl 07668999 J. Ind. Manag. Optim. 19, No. 8, 6024-6053 (2023). MSC: 91G05 93E20 60G51 PDFBibTeX XMLCite \textit{W. Wang} et al., J. Ind. Manag. Optim. 19, No. 8, 6024--6053 (2023; Zbl 07668999) Full Text: DOI
Wang, Wenyuan; Zhang, Zhimin Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time. (English) Zbl 1427.60084 Adv. Appl. Probab. 51, No. 3, 865-897 (2019). MSC: 60G51 91B05 93E20 PDFBibTeX XMLCite \textit{W. Wang} and \textit{Z. Zhang}, Adv. Appl. Probab. 51, No. 3, 865--897 (2019; Zbl 1427.60084) Full Text: DOI arXiv
Zhang, Zhimin; Yang, Hailiang; Yang, Hu On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process. (English) Zbl 1408.91109 Scand. Actuar. J. 2013, No. 3, 214-240 (2013). MSC: 91B30 91B70 60G51 60K05 60G70 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Scand. Actuar. J. 2013, No. 3, 214--240 (2013; Zbl 1408.91109) Full Text: DOI