Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes-Reference-Cited by-同舟云学术

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Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes

Published:2020-09-02 Issue:1 Volume:11 Page:285-317
ISSN:2190-9733
Container-title:European Actuarial Journal
language:en
Short-container-title:Eur. Actuar. J.

Author:

Wang Wenyuan,Wu Xueyuan^ORCID,Chi Cheng

Funder

Natural Science Foundation of China

Program for New Century Excellent Talents in Fujian Province University and NSERC

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s13385-020-00246-x.pdf

Reference35 articles.

1. Albrecher H, Avram F, Constantinescu C, Ivanovs J (2014) The tax identity for Markov additive risk processes. Methodol Comput Appl Probab 16(1):245–258

2. Albrecher H, Badescu A, Landriault D (2008a) On the dual risk model with taxation. Insur Math Econ 42:1086–1094

3. Albrecher H, Borst S, Boxma O, Resing J (2009) The tax identity in risk theory—a simple proof and an extension. Insur Math Econ 44:304–306

4. Albrecher H, Borst S, Boxma O, Resing J (2011) Ruin excursions, the G/G/$$\infty $$ queue, and tax payments in renewal risk models. J Appl Probab 48(A):3–14

5. Albrecher H, Hipp C (2007) Lundberg’s risk process with tax. Blätter der DGVFM 28(1):13–28

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