On the Markov-dependent risk model with tax

DOI10.1007/S11766-015-3196-8zbMath1340.91052MaRDI QIDQ904133

Wenyuan Wang, Hu, Yijun, Xing-Chun Peng

Publication date: 15 January 2016

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

zbMATH Keywords

Markov-dependent risk modelnon-ruin probabilitycompound Poisson risk modelexpected discounted tax payments

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Cites Work

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• 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
• On the Time Value of Ruin

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