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On the dual risk model with tax payments

  • Published:2008-06 Issue:3 Volume:42 Page:1086-1094
  • ISSN:0167-6687
  • Container-title:Insurance: Mathematics and Economics
  • language:en
  • Short-container-title:Insurance: Mathematics and Economics

Author:

Albrecher Hansjörg,Badescu Andrei,Landriault David

Publisher

Elsevier BV

Subject

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

Reference15 articles.

1. Handbook of Mathematical Functions;Abramowitz,1972

2. Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier;Ahn;Queueing Systems,2007

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

4. Optimal dividends in the dual model;Avanzi;Insurance: Mathematics and Economics,2007

5. Analysis of a threshold dividend strategy for a MAP risk model;Badescu;Scandinavian Actuarial Journal,2007

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3. A dual risk model with additive and proportional gains: ruin probability and dividends;Advances in Applied Probability;2023-02-08

4. Tax optimization with a terminal value for the Lévy risk processes;Journal of Industrial and Management Optimization;2023

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