A Lévy Insurance Risk Process with Tax

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An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density (2009, unknown): “[1], [3], [8], [9], [11], [14], [16], [19], [20], and [23]).”
A note on scale functions and the time value of ruin for Levy insurance risk processes (2010, unknown): “Other advantages of scale functions can be seen in recent literature that looks at dividend payments (for example in the form of reflection or refraction strategies) and have proved to be key in understanding optimal barrier strategies (see: Zhou, 2005; Renaud and Zhou, 2007; Kyprianou and Palmowski”
General tax Structures and the Lévy Insurance Risk Model (2009, methodology): “Introduction and main results Recent advances in the analysis of the ubiquitous ruin problem from the theory of insurance risk has seen a tendency to replace the classical Cramér–Lundberg surplus process with a general spectrally negative Lévy process; see, for example, [2], [10], [11], and [21], to”
The Theory of Scale Functions for Spectrally Negative Lévy Processes (2011, background): “See for example [5, 64, 69, 85], as well as the work mentioned in the next example.”
An optimal dividends problem with transaction costs for spectrally negative Lévy processes (2009, unknown): “[1,4,8–10,13,16,18,20,21,24]).”