On a risk model with Markovian arrivals and tax

DOI10.1007/S11766-012-2813-ZzbMath1265.91082OpenAlexW2002768091MaRDI QIDQ1931147

Hua Dong, Zai-Ming Liu

Publication date: 24 January 2013

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-012-2813-z

zbMATH Keywords

Markovian arrival processGerber-Shiu functiontax payment

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Related Items (3)

Compound binomial model with batch Markovian arrival process ⋮ Total duration of negative surplus for an MAP risk model ⋮ Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier

Cites Work

• Ruin probability in the presence of interest earnings and tax payments
• A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
• 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
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
• On a risk model with surplus-dependent premium and tax rates
• Lundberg's risk process with tax
• On the absolute ruin in a MAP risk model with debit interest
• A Constant Interest Risk Model with Tax Payments
• The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
• A Lévy Insurance Risk Process with Tax

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