Omega diffusion risk model with surplus-dependent tax and capital injections

Author:

Cui Zhenyu,Nguyen Duy

Publisher

Elsevier BV

Subject

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

Reference39 articles.

1. Randomized observation periods for the compound Poisson risk model: Dividends;Albrecher;ASTIN Bull.,2011

2. Randomized observation periods for the compound Poisson risk model: the discounted penalty function;Albrecher;Scand. Actuar. J.,2013

3. The optimal dividend barrier in the Gamma-Omega model;Albrecher;Eur. Actuar. J.,2011

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

5. Power identities for Lévy risk models under taxation and capital injections;Albrecher;Stoch. Syst.,2014

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