On maximizing expected discounted taxation in a risk process with interest

DOI10.1016/j.spl.2016.11.004zbMath1415.91158OpenAlexW2550875374MaRDI QIDQ504475

Wenyuan Wang, Ruixing Ming, Hu, Yijun

Publication date: 16 January 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.11.004

zbMATH Keywords

Hamilton-Jacobi-Bellman equationinterestCramér-Lundberg risk modeloptimal taxation strategy

Mathematics Subject Classification ID

Related Items (1)

Dividend and capital injection optimization with transaction cost for Lévy risk processes

Cites Work

• On the expected discounted penalty function for risk process with tax
• Ruin probability in the presence of interest earnings and tax payments
• On the time value of absolute ruin with tax
• Lundberg's risk process with tax
• Optimal loss-carry-forward taxation for the Lévy risk model
• A Constant Interest Risk Model with Tax Payments
• General tax Structures and the Lévy Insurance Risk Model
• A Lévy Insurance Risk Process with Tax
• On Optimal Dividend Strategies In The Compound Poisson Model

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