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

DOI10.1016/j.insmatheco.2009.07.004zbMath1231.91230MaRDI QIDQ659130

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

Lévy processes; tax payments; insurance risk theory; general taxation structure

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

91B64: Macroeconomic theory (monetary models, models of taxation)

Related Items

Lévy insurance risk process with Poissonian taxation, A Time-Homogeneous Diffusion Model with Tax, Omega diffusion risk model with surplus-dependent tax and capital injections, On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy, On the Markov-dependent risk model with tax, On a risk model with surplus-dependent premium and tax rates, Optimal loss-carry-forward taxation for the Lévy risk model, A Constant Interest Risk Model with Tax Payments, General tax Structures and the Lévy Insurance Risk Model

Cites Work

• The tax identity in risk theory - a simple proof and an extension
• Special, conjugate and complete scale functions for spectrally negative Lévy processes
• Lundberg's risk process with tax
• Introductory lectures on fluctuations of Lévy processes with applications.
• Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes
• General tax Structures and the Lévy Insurance Risk Model
• 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
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