A Constant Interest Risk Model with Tax Payments

DOI10.1080/15326349.2010.498316zbMath1231.91246OpenAlexW1980196592MaRDI QIDQ3161157

Shan-shan Wang, Guo-jing Wang, Chun-sheng Zhang

Publication date: 12 October 2010

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2010.498316

zbMATH Keywords

confluent hypergeometric functioncompound Poisson processconstant interest forcetax paymentsexpected discounted tax payments

Mathematics Subject Classification ID

Related Items (5)

Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes ⋮ Lévy insurance risk process with Poissonian taxation ⋮ On a risk model with Markovian arrivals and tax ⋮ On maximizing expected discounted taxation in a risk process with interest ⋮ Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time

Cites Work

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• The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure
• On the dual risk model with tax payments
• The tax identity in risk theory - a simple proof and an extension
• Optimal choice of dividend barriers for a risk process with stochastic return on investments
• Ruin estimates under interest force
• Lundberg's risk process with tax
• General tax Structures and the Lévy Insurance Risk Model
• Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest
• A Lévy Insurance Risk Process with Tax

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