The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure
From MaRDI portal
Publication:659130
DOI10.1016/j.insmatheco.2009.07.004zbMath1231.91230MaRDI QIDQ659130
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://www.archipel.uqam.ca/8259/1/Renaud-2009a-preprint.pdf
60G51: Processes with independent increments; Lévy processes
91B64: Macroeconomic theory (monetary models, models of taxation)
Related Items
Lévy insurance risk process with Poissonian taxation, On the Parisian ruin of the dual Lévy risk model, A Time-Homogeneous Diffusion Model with Tax, Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time, Omega diffusion risk model with surplus-dependent tax and capital injections, On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy, Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes, On the Markov-dependent risk model with tax, On a risk model with surplus-dependent premium and tax rates, The equivalence of two tax processes, General tax structures for a Lévy insurance risk process under the Cramér condition, Optimal loss-carry-forward taxation for the Lévy risk model, Tax optimization with a terminal value for the Lévy risk processes, A Constant Interest Risk Model with Tax Payments, General tax Structures and the Lévy Insurance Risk Model
Cites Work
- Unnamed Item
- The tax identity in risk theory - a simple proof and an extension
- Special, conjugate and complete scale functions for spectrally negative Lévy processes
- Lundberg's risk process with tax
- Introductory lectures on fluctuations of Lévy processes with applications.
- Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes
- General tax Structures and the Lévy Insurance Risk Model
- A Lévy Insurance Risk Process with Tax
- Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
- Evaluating Scale Functions of Spectrally Negative Lévy Processes