A Constant Interest Risk Model with Tax Payments
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Publication:3161157
DOI10.1080/15326349.2010.498316zbMath1231.91246OpenAlexW1980196592MaRDI QIDQ3161157
Shan-shan Wang, Guo-jing Wang, Chun-sheng Zhang
Publication date: 12 October 2010
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2010.498316
confluent hypergeometric functioncompound Poisson processconstant interest forcetax paymentsexpected discounted tax payments
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Related Items (5)
Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes ⋮ Lévy insurance risk process with Poissonian taxation ⋮ On a risk model with Markovian arrivals and tax ⋮ On maximizing expected discounted taxation in a risk process with interest ⋮ Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time
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- Optimal choice of dividend barriers for a risk process with stochastic return on investments
- Ruin estimates under interest force
- Lundberg's risk process with tax
- General tax Structures and the Lévy Insurance Risk Model
- Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest
- A Lévy Insurance Risk Process with Tax
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