On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy

DOI10.1007/S11766-013-2811-9zbMath1289.91089OpenAlexW1969313990MaRDI QIDQ377933

Ruixing Ming, Wenyuan Wang, Li-Qun Xiao, Hu, Yijun

Publication date: 19 November 2013

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

Full work available at URL: https://doi.org/10.1007/s11766-013-2811-9

zbMATH Keywords

compound Poisson risk modelexpected accumulated discounted dividendstotal number of taxation periods

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Renewal theory (60K05)

Cites Work

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• The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure
• On the time value of absolute ruin with tax
• Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
• 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
• On a dual model with a dividend threshold
• 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
• Optimal loss-carry-forward taxation for the Lévy risk model
• The compound Poisson risk model with a threshold dividend strategy
• General tax Structures and the Lévy Insurance Risk Model
• A Lévy Insurance Risk Process with Tax
• Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation
• Some Optimal Dividends Problems
• On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
• On the Time Value of Ruin

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