227 citations · 354 across the 14 of their papers we have counts for
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math.PR2018★ 9 cited
Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution
Ronnie Loeffen, Pierre Patie, Mladen Savov
We start by providing an explicit characterization and analytical properties, including the persistence phenomena, of the distribution of the extinction time of a clas…
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
Smoothness of continuous state branching with immigration semigroups
Marie Chazal, Ronnie L. Loeffen, Pierre Patie
In this work we develop an original and thorough analysis of the (non)-smoothness properties of the semigroups, and their heat kernels, associated to a large class of continuous st…