On maximizing expected discounted taxation in a risk process with interest (Q504475): Difference between revisions

@@ Property / author @@
-Hu, Yijun
@@ Property / author: Hu, Yijun / rank @@
-Normal rank
@@ Property / author @@
+Hu, Yijun
@@ Property / author: Hu, Yijun / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+L20
@@ Property / Mathematics Subject Classification ID: 49L20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B64
@@ Property / Mathematics Subject Classification ID: 91B64 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6675245
@@ Property / zbMATH DE Number: 6675245 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Cramér-Lundberg risk model
@@ Property / zbMATH Keywords: Cramér-Lundberg risk model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+interest
@@ Property / zbMATH Keywords: interest / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal taxation strategy
@@ Property / zbMATH Keywords: optimal taxation strategy / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hamilton-Jacobi-Bellman equation
@@ Property / zbMATH Keywords: Hamilton-Jacobi-Bellman equation / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2016.11.004
+Normal rank
@@ Property / OpenAlex ID @@
+W2550875374
@@ Property / OpenAlex ID: W2550875374 / rank @@
+Normal rank
@@ Property / cites work @@
+Lundberg's risk process with tax
@@ Property / cites work: Lundberg's risk process with tax / rank @@
+Normal rank
@@ Property / cites work @@
+A Lévy Insurance Risk Process with Tax
@@ Property / cites work: A Lévy Insurance Risk Process with Tax / rank @@
+Normal rank
@@ Property / cites work @@
+On Optimal Dividend Strategies In The Compound Poisson Model
+Normal rank
@@ Property / cites work @@
+General tax Structures and the Lévy Insurance Risk Model
+Normal rank
@@ Property / cites work @@
+On the time value of absolute ruin with tax
@@ Property / cites work: On the time value of absolute ruin with tax / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal loss-carry-forward taxation for the Lévy risk model
+Normal rank
@@ Property / cites work @@
+On the expected discounted penalty function for risk process with tax
+Normal rank
@@ Property / cites work @@
+A Constant Interest Risk Model with Tax Payments
@@ Property / cites work: A Constant Interest Risk Model with Tax Payments / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probability in the presence of interest earnings and tax payments
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:504475