On the dual risk model with tax payments
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- Aspects of risk theory
- Lundberg's risk process with tax
- On the analysis of a multi-threshold Markovian risk model
- Optimal dividends in the dual model
- Passage times in fluid models with application to risk processes
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
Cited in
(51)- The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model
- On a risk model with Markovian arrivals and tax
- A constant interest risk model with tax payments
- Review of statistical actuarial risk modelling
- Application of advanced integrodifferential equations in insurance mathematics and process engineering
- Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time
- Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process
- Parisian ruin in the dual model with applications to the \(G/M/1\) queue
- Some advances on the Erlang(\(n\)) dual risk model
- On the optimal dividend problem in the dual model with surplus-dependent premiums
- In the insurance business risky investments are dangerous: the case of negative risk sums
- On a dual model with a dividend threshold
- On the expected discounted penalty function for risk process with tax
- The ruin time under the Sparre Andersen dual model
- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
- Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes
- Discrete-time insurance models
- On dividends in the phase-type dual risk model
- On the Markov-dependent risk model with tax
- Lundberg's risk process with tax
- Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation
- A Lévy Insurance Risk Process with Tax
- Optimal loss-carry-forward taxation for the Lévy risk model
- A dual risk model with additive and proportional gains: ruin probability and dividends
- On finite-time ruin probabilities in a generalized dual risk model with dependence
- Risk-free investments and their comparison with simple risky strategies in pension insurance model: solving singular problems for integro-differential equations
- Duality in ruin problems for ordered risk models
- Ruin probabilities for the phase-type dual model perturbed by diffusion
- On a dual model with barrier strategy
- On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy
- On the time value of absolute ruin with tax
- Ruin probability in the presence of interest earnings and tax payments
- Parisian ruin for the dual risk process in discrete-time
- The impact of insurance premium taxation
- Strategies for dividend distribution: a review
- Lévy insurance risk process with Poissonian taxation
- Tax optimization with a terminal value for the Lévy risk processes
- On a risk model with surplus-dependent premium and tax rates
- On the probability function of the total number of taxation periods for the Cramér-Lundberg risk model with tax
- A time-homogeneous diffusion model with tax
- On the Markov-modulated insurance risk model with tax
- The perturbed dual risk model with constant interest and a threshold dividend strategy
- Optimal dividend strategy with transaction costs for an upward jump model
- On the Parisian ruin of the dual Lévy risk model
- scientific article; zbMATH DE number 6452479 (Why is no real title available?)
- Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs
- On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
- A unifying approach to the analysis of business with random gains
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model
- A delayed dual risk model
- On a constant interest risk model with debit interest and tax payments
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