On the Markov-dependent risk model with tax

DOI10.1007/S11766-015-3196-8zbMath1340.91052MaRDI QIDQ904133

Wenyuan Wang, Hu, Yijun, Xing-Chun Peng

Publication date: 15 January 2016

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

zbMATH Keywords

Markov-dependent risk model; non-ruin probability; compound Poisson risk model; expected discounted tax payments

Mathematics Subject Classification ID

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

Cites Work

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