On the Markov-dependent risk model with tax
From MaRDI portal
Publication:904133
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)
Markov-dependent risk model; non-ruin probability; compound Poisson risk model; expected discounted tax payments
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
Cites Work
- Unnamed Item
- On the expected discounted penalty function for risk process with tax
- Ruin probability in the presence of interest earnings and tax payments
- The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure
- On the time value of absolute ruin with tax
- A ruin model with dependence between claim sizes and claim intervals
- On the discounted penalty function in a Markov-dependent risk model
- On the dual risk model with tax payments
- On the Markov-modulated insurance risk model with tax
- The tax identity in risk theory - a simple proof and an extension
- On a risk model with surplus-dependent premium and tax rates
- Lundberg's risk process with tax
- Optimal loss-carry-forward taxation for the Lévy risk model
- The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
- General tax Structures and the Lévy Insurance Risk Model
- A Lévy Insurance Risk Process with Tax
- Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation
- On the Time Value of Ruin