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  1. Applied Mathematics-A Journal of Chinese Universities
  2. Applied Mathematics-A Journal of Chinese Universities : Volume 27
  3. Applied Mathematics-A Journal of Chinese Universities : Volume 27, Issue 2, June 2012
  4. On a risk model with Markovian arrivals and tax
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Applied Mathematics-A Journal of Chinese Universities : Volume 32
Applied Mathematics-A Journal of Chinese Universities : Volume 31
Applied Mathematics-A Journal of Chinese Universities : Volume 30
Applied Mathematics-A Journal of Chinese Universities : Volume 29
Applied Mathematics-A Journal of Chinese Universities : Volume 28
Applied Mathematics-A Journal of Chinese Universities : Volume 27
Applied Mathematics-A Journal of Chinese Universities : Volume 27, Issue 4, December 2012
Applied Mathematics-A Journal of Chinese Universities : Volume 27, Issue 3, September 2012
Applied Mathematics-A Journal of Chinese Universities : Volume 27, Issue 2, June 2012
On the Rayleigh-Plateau instability
Non-simultaneous quenching for a slow diffusion system coupled at the boundary
On a risk model with Markovian arrivals and tax
Nested case-control analysis with general additive-multiplicative hazard models
Almost sure central limit theory for products of sums of partial sums
The convergence on spectrum of sample covariance matrices for information-plus-noise type data
On Parseval super-frame wavelets
Construction of nonseparable orthonormal compactly supported wavelet bases for L $^{2}$(ℝ$^{ d }$)
Integrability of the general product Hardy operators on the product Hardy spaces
On hamiltonicity of 2-connected claw-free graphs
The atom-bond connectivity index of chemical bicyclic graphs
Applied Mathematics-A Journal of Chinese Universities : Volume 27, Issue 1, March 2012
Applied Mathematics-A Journal of Chinese Universities : Volume 26
Applied Mathematics-A Journal of Chinese Universities : Volume 25
Applied Mathematics-A Journal of Chinese Universities : Volume 24
Applied Mathematics-A Journal of Chinese Universities : Volume 23
Applied Mathematics-A Journal of Chinese Universities : Volume 22
Applied Mathematics-A Journal of Chinese Universities : Volume 21
Applied Mathematics-A Journal of Chinese Universities : Volume 20
Applied Mathematics-A Journal of Chinese Universities : Volume 19
Applied Mathematics-A Journal of Chinese Universities : Volume 18
Applied Mathematics-A Journal of Chinese Universities : Volume 17
Applied Mathematics-A Journal of Chinese Universities : Volume 16
Applied Mathematics-A Journal of Chinese Universities : Volume 15
Applied Mathematics-A Journal of Chinese Universities : Volume 14
Applied Mathematics-A Journal of Chinese Universities : Volume 13
Applied Mathematics-A Journal of Chinese Universities : Volume 12

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On a risk model with Markovian arrivals and tax

Content Provider Springer Nature Link
Author Dong, Hua Liu, Zai ming
Copyright Year 2012
Abstract A risk model with Markovian arrivals and tax payments is considered. When the insurer is in a profitable situation, the insurer may pay a certain proportion of the premium income as tax payments. First, the Laplace transform of the time to cross a certain level before ruin is discussed. Second, explicit formulas for a generalized Gerber-Shiu function are established in terms of the ‘original’ Gerber-Shiu function without tax and the Laplace transform of the first passage time before ruin. Finally, the differential equations satisfied by the expected accumulated discounted tax payments until ruin are derived. An explicit expression for the discounted tax payments is also given.
Starting Page 150
Ending Page 158
Page Count 9
File Format PDF
ISSN 10051031
Journal Applied Mathematics-A Journal of Chinese Universities
Volume Number 27
Issue Number 2
e-ISSN 19930445
Language English
Publisher SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Publisher Date 2012-06-10
Publisher Place Heidelberg
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword Markovian arrival process Gerber-Shiu function tax payment Mathematics Applications of Mathematics
Content Type Text
Resource Type Article
Subject Applied Mathematics
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