On the dual risk model with tax payments

DOI10.1016/J.INSMATHECO.2008.02.001zbMATH Open1141.91481OpenAlexW1980057039MaRDI QIDQ931202FDOQ931202

Authors: David Landriault, Hansjörg Albrecher, Andrei 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

Recommendations

• On the Markov-dependent risk model with tax
• scientific article; zbMATH DE number 6452479
• A constant interest risk model with tax payments
• On the joint distribution of tax payments and capitalinjections for a Lévy risk model
• On a constant interest risk model with debit interest and tax payments
• On a risk model with Markovian arrivals and tax
• On a risk model with surplus-dependent premium and tax rates
• On the Markov-modulated insurance risk model with tax
• Tax optimization with a terminal value for the Lévy risk processes
• Taxation problems in the classical risk model with capital injections

Mathematics Subject Classification ID

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Lundberg's risk process with tax
• On the analysis of a multi-threshold Markovian risk model
• Title not available (Why is that?)

Cited In (51)

• Tax optimization with a terminal value for the Lévy risk processes
• On the probability function of the total number of taxation periods for the Cramér-Lundberg risk model with tax
• The perturbed dual risk model with constant interest and a threshold dividend strategy
• On the Markov-modulated insurance risk model with tax
• On the Parisian ruin of the dual Lévy risk model
• Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation
• A constant interest risk model with tax payments
• Optimal loss-carry-forward taxation for the Lévy risk model
• Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process
• Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes
• Parisian ruin for the dual risk process in discrete-time
• The impact of insurance premium taxation
• Strategies for Dividend Distribution: A Review
• The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model
• Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
• 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
• Optimal dividend strategy with transaction costs for an upward jump model
• On a constant interest risk model with debit interest and tax payments
• SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL
• In the insurance business risky investments are dangerous: the case of negative risk sums
• Application of Advanced Integrodifferential Equations in Insurance Mathematics and Process Engineering
• Duality in ruin problems for ordered risk models
• On a risk model with surplus-dependent premium and tax rates
• On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model
• On a risk model with Markovian arrivals and tax
• On a dual model with a dividend threshold
• Ruin probabilities for the phase-type dual model perturbed by diffusion
• On a dual model with barrier strategy
• Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time
• On dividends in the phase–type dual risk model
• Lévy insurance risk process with Poissonian taxation
• A Lévy Insurance Risk Process with Tax
• The ruin time under the Sparre Andersen dual model
• A delayed dual risk model
• On the optimal dividend problem in the dual model with surplus-dependent premiums
• On the Markov-dependent risk model with tax
• Title not available (Why is that?)
• Review of statistical actuarial risk modelling
• 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
• Parisian ruin in the dual model with applications to the \(G/M/1\) queue
• A time-homogeneous diffusion model with tax
• On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy
• A unifying approach to the analysis of business with random gains
• Discrete-time insurance models
• On the expected discounted penalty function for risk process with tax
• 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
• Ruin probability in the presence of interest earnings and tax payments
• Lundberg's risk process with tax

This page was built for publication: On the dual risk model with tax payments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q931202)