On a risk model with Markovian arrivals and tax

DOI10.1007/s11766-012-2813-zzbMath1265.91082MaRDI QIDQ1931147

Hua Dong, Zai-Ming Liu

Publication date: 24 January 2013

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-012-2813-z

zbMATH Keywords

Markovian arrival process; Gerber-Shiu function; tax payment

Mathematics Subject Classification ID

91B70: Stochastic models in economics

Related Items

Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier, Total duration of negative surplus for an MAP risk model, Compound binomial model with batch Markovian arrival process

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