On the time value of absolute ruin with tax

DOI10.1016/j.insmatheco.2009.09.004zbMath1231.91218MaRDI QIDQ659184

Ruixing Ming, Li-Qun Xiao, Wenyuan Wang

Publication date: 10 February 2012

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.09.004

zbMATH Keywords

expected discounted penalty function; tax; absolute ruin; compound Poisson surplus process; debit interest; interest rate on positive surplus; light and heavy-tailed claims

Mathematics Subject Classification ID

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Cites Work

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