On the expected discounted penalty function for risk process with tax-Reference-Cited by-同舟云学术

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On the expected discounted penalty function for risk process with tax

Published:2011-04 Issue:4 Volume:81 Page:489-501
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Wang Wenyuan,Ming Ruixing,Hu Yijun

Funder

National Natural Science Foundation of China

Natural Science Foundation of Jiangxi

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference14 articles.

1. On the dual risk model with taxation;Albrecher;Insurance: Mathematics and Economics,2008

2. The tax identity in risk theory — a simple proof and an extension;Albrecher;Insurance: Mathematics and Economics,2009

3. Lundberg’s risk process with tax;Albrecher;Blätter der DGVFM,2007

4. A lévy insurance risk process with tax;Albrecher;Journal of Applied Probability,2008

5. Discounted probabilities and ruin theory in the compound binomial model;Cheng;Insurance Mathematics and Economics,2000

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1. A scale function based approach for solving integral-differential equations in insurance risk models;Applied Mathematics and Computation;2023-08

2. Ruin-related problems in the dual risk model under two different randomized observations;Communications in Statistics - Theory and Methods;2022-03-30

3. Gerber–Shiu Function at Draw-Down Parisian Ruin Time for the Spectrally Negative Lévy Risk Process;Bulletin of the Iranian Mathematical Society;2021-08-27

4. Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes;European Actuarial Journal;2020-09-02

5. Optimal loss-carry-forward taxation for Lévy risk processes stopped at general draw-down time;Advances in Applied Probability;2019-09

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