Add to ORKGBy linking queueing concepts with risk theory, we give a simple and insightful proof of the tax identity in the Cramér-Lundberg model that was recently derived in Albrecher & Hipp [Albrecher, H., Hipp, C., 2007. Lundberg's risk process with tax. Blätter der DGVFM 28 (1), 13-28], and extend the identity to arbitrary surplus-dependent tax rates.Compound Poisson model Insurance risk Survival probability Maximum workload Tax payments
Using fluctuation theory, we solve the two-sided exit problem and identify the ruin probability for ...
In this article we use a stochastic model with one representative firm to study business tax policy ...
In this paper, the compound Poisson risk model with surplus-dependent premium rate is analyzed in th...
By linking queueing concepts with risk theory, we give a simple and insightful proof of the tax iden...
In this paper we extend the classical Cramér-Lundberg risk model by including tax payments. The con...
In this paper we investigate the number and maximum severity of the ruin excursion of the insurance ...
Taxed risk processes, i.e. processes which change their drift when reaching new maxima, represent a ...
In this paper we investigate the number and maximum severity of the ruin excursion of the insurance ...
We study the distribution of tax payments in the model of Kyprianou and Zhou [Kyprianou, A.E., Zhou,...
In this paper we investigate the number and maximum severity of the ruin excursion of the insurance ...
Taxed risk processes, i.e. processes which change their drift when reaching new maxima, represent a ...
We introduce two models of taxation, the latent and natural tax processes, which have both been used...
In this paper we investigate the number and maximum severity of the ruin excursion of the insurance ...
ON THE JOINT DISTRIBUTION OF TAX PAYMENTS AND CAPITAL INJECTIONS FOR A LÉVY RISK MODEL&...
The idea of taxation in risk process was first introduced by Albrecher and Hipp (2007), who suggeste...
Using fluctuation theory, we solve the two-sided exit problem and identify the ruin probability for ...
In this article we use a stochastic model with one representative firm to study business tax policy ...
In this paper, the compound Poisson risk model with surplus-dependent premium rate is analyzed in th...
By linking queueing concepts with risk theory, we give a simple and insightful proof of the tax iden...
In this paper we extend the classical Cramér-Lundberg risk model by including tax payments. The con...
In this paper we investigate the number and maximum severity of the ruin excursion of the insurance ...
Taxed risk processes, i.e. processes which change their drift when reaching new maxima, represent a ...
In this paper we investigate the number and maximum severity of the ruin excursion of the insurance ...
We study the distribution of tax payments in the model of Kyprianou and Zhou [Kyprianou, A.E., Zhou,...
In this paper we investigate the number and maximum severity of the ruin excursion of the insurance ...
Taxed risk processes, i.e. processes which change their drift when reaching new maxima, represent a ...
We introduce two models of taxation, the latent and natural tax processes, which have both been used...
In this paper we investigate the number and maximum severity of the ruin excursion of the insurance ...
ON THE JOINT DISTRIBUTION OF TAX PAYMENTS AND CAPITAL INJECTIONS FOR A LÉVY RISK MODEL&...
The idea of taxation in risk process was first introduced by Albrecher and Hipp (2007), who suggeste...
Using fluctuation theory, we solve the two-sided exit problem and identify the ruin probability for ...
In this article we use a stochastic model with one representative firm to study business tax policy ...
In this paper, the compound Poisson risk model with surplus-dependent premium rate is analyzed in th...