On the probability function of the total number of taxation periods for the Cramér-Lundberg risk model with tax

zbMATH Open1249.91063MaRDI QIDQ2887352FDOQ2887352

Authors: Shaonan Zhou, Ruixing Ming 

Publication date: 1 June 2012

Published in: Journal of Mathematics. Wuhan University (Search for Journal in Brave)

Recommendations

• On the Markov-dependent risk model with tax
• On a risk model with Markovian arrivals and tax
• On the Cramér-Lundberg risk model with a constant force of interest and surplus-dependent loss-carry-forward tax structure
• On the expected discounted penalty function for risk process with tax
• General tax structures for a Lévy insurance risk process under the Cramér condition
• On the dual risk model with tax payments
• On the Markov-modulated insurance risk model with tax
• Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation
• Tax optimization with a terminal value for the Lévy risk processes
• scientific article; zbMATH DE number 6452479

zbMATH Keywords

probability functionruinCramér-Lundberg risk model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (8)

• The tax identity in risk theory - a simple proof and an extension
• Ruin excursions, the \(G/G/\infty \) queue, and tax payments in renewal risk models
• The tax identity for Markov additive risk processes
• General drawdown of general tax model in a time-homogeneous Markov framework
• Title not available (Why is that?)
• On the Cramér-Lundberg risk model with a constant force of interest and surplus-dependent loss-carry-forward tax structure
• On the time value of absolute ruin with tax
• Lundberg's risk process with tax

This page was built for publication: On the probability function of the total number of taxation periods for the Cramér-Lundberg risk model with tax

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2887352)