On maximizing expected discounted taxation in a risk process with interest
DOI10.1016/J.SPL.2016.11.004zbMATH Open1415.91158OpenAlexW2550875374MaRDI QIDQ504475FDOQ504475
Authors: Ruixing Ming, Wenyuan Wang, Yijun Hu 
Publication date: 16 January 2017
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2016.11.004
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Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic programming in optimal control and differential games (49L20)
Cites Work
- On Optimal Dividend Strategies In The Compound Poisson Model
- Lundberg's risk process with tax
- General tax structures and the Lévy insurance risk model
- Optimal loss-carry-forward taxation for the Lévy risk model
- A Lévy Insurance Risk Process with Tax
- On the expected discounted penalty function for risk process with tax
- Ruin probability in the presence of interest earnings and tax payments
- On the time value of absolute ruin with tax
- A constant interest risk model with tax payments
Cited In (5)
- Optimal loss-carry-forward taxation for the Lévy risk model
- Dividend and capital injection optimization with transaction cost for Lévy risk processes
- Maximization of T-A objective functions for risk models with constant interest force
- On the expected discounted penalty function for risk process with tax
- On the time value of absolute ruin with tax
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