Lévy insurance risk process with Poissonian taxation (Q4575450)

scientific article; zbMATH DE number 6903651

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English	Lévy insurance risk process with Poissonian taxation	scientific article; zbMATH DE number 6903651

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instance of

scholarly article

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title

Lévy insurance risk process with Poissonian taxation (English)

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Scandinavian Actuarial Journal

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publication date

13 July 2018

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full work available at URL

http://hdl.handle.net/10722/214572

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zbMATH Keywords

Lévy insurance risk model

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randomized observation periods

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Poissonian observer

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Gerber-Shiu expected discounted penalty function

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discounted tax payments

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MaRDI profile type

MaRDI publication profile

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cites work

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Ruin excursions, the G/G/∞ queue, and tax payments in renewal risk models

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Randomized observation periods for the compound Poisson risk model: Dividends

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The optimal dividend barrier in the gamma-omega model

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Lundberg's risk process with tax

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Power identities for L\'evy risk models under taxation and capital injections

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Exit identities for Lévy processes observed at Poisson arrival times

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FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES

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A Lévy Insurance Risk Process with Tax

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On the time to ruin for Erlang(2) risk processes.

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Risk processes perturbed by α-stable Lévy motion

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On The Expected Discounted Penalty function for Lévy Risk Processes

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On the discounted penalty at ruin in a jump-diffusion and the perpetual put option

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A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier

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On the Time Value of Ruin

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The Omega model: from bankruptcy to occupation times in the red

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Valuing equity-linked death benefits and other contingent options: a discounted density approach

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Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation

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The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure

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Distribution of the Present Value of Dividend Payments in a Lévy Risk Model

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Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence

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Identifiers

zbMATH Open document ID

1401.91216

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DOI

10.1080/03461238.2015.1062042

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4575450