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

MaRDI QIDQ4642855zbMATH OpenFDO

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

Publication date 25 May 2018

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)

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