The tax identity in risk theory - a simple proof and an extension (Q1017772): Difference between revisions

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Property / author: Hansjoerg Albrecher / rank
 
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Property / author: Sem C. Borst / rank
 
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Property / author: Onno J. Boxma / rank
 
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Property / author: J. A. C. Resing / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.05.001 / rank
 
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Property / OpenAlex ID: W2149092492 / rank
 
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Property / cites work: Lundberg's risk process with tax / rank
 
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Property / cites work: Q3938929 / rank
 
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Property / cites work
 
Property / cites work: HITTING AND RUIN PROBABILITIES FOR COMPOUND POISSON PROCESSES AND THE CYCLE MAXIMUM OF THE M/G/1 QUEUE / rank
 
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Latest revision as of 13:15, 1 July 2024

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The tax identity in risk theory - a simple proof and an extension
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    The tax identity in risk theory - a simple proof and an extension (English)
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    12 May 2009
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    compound Poisson model
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    insurance risk
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    survival probability
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    maximum workload
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    tax payments
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