Lundberg's risk process with tax
From MaRDI portal
Publication:2384679
DOI10.1007/s11857-007-0004-4zbMath1119.62103OpenAlexW2062358551WikidataQ126265418 ScholiaQ126265418MaRDI QIDQ2384679
Hansjoerg Albrecher, Christian Hipp
Publication date: 10 October 2007
Published in: Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11857-007-0004-4
Related Items (49)
The impact of insurance premium taxation ⋮ Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes ⋮ A Constant Interest Risk Model with Tax Payments ⋮ On capital injections and dividends with tax in a classical risk model ⋮ Two-side exit problems for taxed Lévy risk process involving the general draw-down time ⋮ Omega diffusion risk model with surplus-dependent tax and capital injections ⋮ A note on joint occupation times of spectrally negative Lévy risk processes with tax ⋮ On taxed spectrally negative Lévy processes with draw-down stopping ⋮ Lévy insurance risk process with Poissonian taxation ⋮ Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance ⋮ On capital injections and dividends with tax in a diffusion approximation ⋮ On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy ⋮ On a risk model with Markovian arrivals and tax ⋮ On a risk model with claim investigation ⋮ Optimal loss-carry-forward taxation for the Lévy risk model ⋮ On the expected discounted penalty function for risk process with tax ⋮ On the Markov-dependent risk model with tax ⋮ Tax optimization with a terminal value for the Lévy risk processes ⋮ Stochastic areas of diffusions and applications ⋮ A Lévy Insurance Risk Process with Tax ⋮ Optimal capital injections and dividends with tax in a risk model in discrete time ⋮ On the Gerber–Shiu function with random discount rate ⋮ The tax identity for Markov additive risk processes ⋮ Ruin probability in the presence of interest earnings and tax payments ⋮ The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure ⋮ On the time value of absolute ruin with tax ⋮ On the dual risk model with tax payments ⋮ Approximation of ruin probability and ruin time in discrete Brownian risk models ⋮ Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum ⋮ On maximizing expected discounted taxation in a risk process with interest ⋮ A Time-Homogeneous Diffusion Model with Tax ⋮ Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance ⋮ Analysis of a drawdown-based regime-switching Lévy insurance model ⋮ On the Markov-modulated insurance risk model with tax ⋮ On a risk model with surplus-dependent premium and tax rates ⋮ Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time ⋮ Unnamed Item ⋮ The equivalence of two tax processes ⋮ Power identities for L\'evy risk models under taxation and capital injections ⋮ Review of statistical actuarial risk modelling ⋮ General tax structures for a Lévy insurance risk process under the Cramér condition ⋮ The tax identity in risk theory - a simple proof and an extension ⋮ General tax Structures and the Lévy Insurance Risk Model ⋮ Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation ⋮ An uncertain alternating renewal insurance risk model ⋮ General drawdown of general tax model in a time-homogeneous Markov framework ⋮ A unifying approach to the analysis of business with random gains ⋮ A modified insurance risk process with uncertainty ⋮ Strategies for Dividend Distribution: A Review
Cites Work
This page was built for publication: Lundberg's risk process with tax
