On the Markov-modulated insurance risk model with interest, debit interest and tax payments

zbMATH Open1399.91045MaRDI QIDQ4642855FDOQ4642855

Authors: Wenyuan Wang, Aili Zhang, Yijun Hu, Ruixing Ming 

Publication date: 25 May 2018

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zbMATH Keywords

Markov-modulated risk modelexpected discounted tax paymentsprobability of recoverynon-absolute-ruin probability

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cited In (5)

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• On a constant interest risk model with debit interest and tax payments
• On the absolute ruin in a map risk model with debit interest
• Title not available (Why is that?)
• Study on the model of an insurer's solvency ratio in Markov-modulated Brownian markets

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