On the dual risk model with tax payments

DOI10.1016/J.INSMATHECO.2008.02.001zbMath1141.91481OpenAlexW1980057039MaRDI QIDQ931202

David Landriault, Hansjoerg Albrecher, Andrei L. Badescu

Publication date: 25 June 2008

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.02.001

Mathematics Subject Classification ID

Related Items (43)

The impact of insurance premium taxation ⋮ Parisian ruin for the dual risk process in discrete-time ⋮ Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes ⋮ A Constant Interest Risk Model with Tax Payments ⋮ Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences ⋮ In the insurance business risky investments are dangerous: the case of negative risk sums ⋮ On the optimal dividend problem in the dual model with surplus-dependent premiums ⋮ On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model ⋮ SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL ⋮ Ruin probabilities for the phase-type dual model perturbed by diffusion ⋮ Lévy insurance risk process with Poissonian taxation ⋮ On dividends in the phase–type dual risk model ⋮ On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy ⋮ On a risk model with Markovian arrivals and tax ⋮ On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps ⋮ A dual risk model with additive and proportional gains: ruin probability and dividends ⋮ Optimal loss-carry-forward taxation for the Lévy risk model ⋮ Parisian ruin in the dual model with applications to the \(G/M/1\) queue ⋮ Duality in ruin problems for ordered risk models ⋮ On the expected discounted penalty function for risk process with tax ⋮ On the Markov-dependent risk model with tax ⋮ Tax optimization with a terminal value for the Lévy risk processes ⋮ On a dual model with barrier strategy ⋮ A delayed dual risk model ⋮ Risk-free investments and their comparison with simple risky strategies in pension insurance model: solving singular problems for integro-differential equations ⋮ On the time value of absolute ruin with tax ⋮ The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model ⋮ On the Markov-modulated insurance risk model with tax ⋮ The ruin time under the Sparre Andersen dual model ⋮ On a risk model with surplus-dependent premium and tax rates ⋮ On the Parisian ruin of the dual Lévy risk model ⋮ On finite-time ruin probabilities in a generalized dual risk model with dependence ⋮ Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process ⋮ Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time ⋮ Review of statistical actuarial risk modelling ⋮ On a dual model with a dividend threshold ⋮ The perturbed dual risk model with constant interest and a threshold dividend strategy ⋮ Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation ⋮ Optimal dividend strategy with transaction costs for an upward jump model ⋮ Application of Advanced Integrodifferential Equations in Insurance Mathematics and Process Engineering ⋮ A unifying approach to the analysis of business with random gains ⋮ Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs ⋮ Strategies for Dividend Distribution: A Review

Cites Work

• 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
• Optimal dividends in the dual model
• Aspects of risk theory
• Lundberg's risk process with tax
• On the analysis of a multi-threshold Markovian risk model
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