43 citations · 182 across the 16 of their papers we have counts for
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math.PR2018
The equivalence of two tax processes
Dalal Al Ghanim, Ronnie Loeffen, Alex Watson
We introduce two models of taxation, the latent and natural tax processes, which have both been used to represent loss-carry-forward taxation on the capital of an insurance company…
math.PR2018★ 4 cited
Levy Processes with finite variance conditioned to avoid an interval
Leif Doering, Alexander R. Watson, Philip Weissmann
Conditioning Markov processes to avoid a set is a classical problem that has been studied in many settings. In the present article we study the question if a Levy process can be co…