On maximizing expected discounted taxation in a risk process with interest
type: Item
instance of: scholarly article
title: On maximizing expected discounted taxation in a risk process with interest
zbMATH Open document ID: 1415.91158
author: Ruixing Ming
author: Wenyuan Wang
author: Yijun Hu
published in: Statistics \& Probability Letters
publication date: 2017-01-16T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 91B64
zbMATH DE Number: 6675245
zbMATH Keywords: Cramér-Lundberg risk model
zbMATH Keywords: interest
zbMATH Keywords: optimal taxation strategy
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
MaRDI profile type: Publication
full work available at URL: j.spl.2016.11.004
OpenAlex ID: W2550875374
cites work: Lundberg's risk process with tax
cites work: A Lévy Insurance Risk Process with Tax
cites work: On Optimal Dividend Strategies In The Compound Poisson Model
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cites work: On the time value of absolute ruin with tax
cites work: Optimal loss-carry-forward taxation for the Lévy risk model
cites work: On the expected discounted penalty function for risk process with tax
cites work: A Constant Interest Risk Model with Tax Payments
cites work: Ruin probability in the presence of interest earnings and tax payments
DOI: 10.1016/J.SPL.2016.11.004
description: scientific article; zbMATH DE number 6675245