The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure

DOI10.1016/J.INSMATHECO.2009.07.004MaRDI QIDQ659130zbMATH OpenOpenAlexFDO

Authors Jean-François Renaud

Publication date 10 February 2012

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL http://www.archipel.uqam.ca/8259/1/Renaud-2009a-preprint.pdf

zbMATH Keywords

insurance risk theorytax paymentsgeneral taxation structureLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Macroeconomic theory (monetary models, models of taxation) (91B64)

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• General tax structures and the Lévy insurance risk model
• A Lévy Insurance Risk Process with Tax
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Cites work

• scientific article; zbMATH DE number 765034 (Why is no real title available?)
• A Lévy Insurance Risk Process with Tax
• Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
• Evaluating Scale Functions of Spectrally Negative Lévy Processes
• General tax structures and the Lévy insurance risk model
• Introductory lectures on fluctuations of Lévy processes with applications.
• Lundberg's risk process with tax
• Old and new examples of scale functions for spectrally negative Lévy processes
• Special, conjugate and complete scale functions for spectrally negative Lévy processes
• The tax identity in risk theory - a simple proof and an extension

Cited in

(16)

• Tax optimization with a terminal value for the Lévy risk processes
• On the Parisian ruin of the dual Lévy risk model
• A constant interest risk model with tax payments
• Optimal loss-carry-forward taxation for the Lévy risk model
• Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes
• On a risk model with surplus-dependent premium and tax rates
• Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time
• Omega diffusion risk model with surplus-dependent tax and capital injections
• Lévy insurance risk process with Poissonian taxation
• On the Markov-dependent risk model with tax
• General tax structures for a Lévy insurance risk process under the Cramér condition
• The equivalence of two tax processes
• General tax structures and the Lévy insurance risk model
• A time-homogeneous diffusion model with tax
• On the joint distribution of tax payments and capitalinjections for a Lévy risk model
• On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy

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