The equivalence of two tax processes
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DOI: 10.1016/j.insmatheco.2019.10.002
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References listed on IDEAS
- Wang, Wenyuan & Hu, Yijun, 2012. "Optimal loss-carry-forward taxation for the Lévy risk model," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 121-130.
- Renaud, Jean-François, 2009. "The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 242-246, October.
- Hansjörg Albrecher & Florin Avram & Corina Constantinescu & Jevgenijs Ivanovs, 2014. "The Tax Identity For Markov Additive Risk Processes," Methodology and Computing in Applied Probability, Springer, vol. 16(1), pages 245-258, March.
- Eric C. K. Cheung & David Landriault, 2012. "On a Risk Model with Surplus-dependent Premium and Tax Rates," Methodology and Computing in Applied Probability, Springer, vol. 14(2), pages 233-251, June.
- Wei, Li, 2009. "Ruin probability in the presence of interest earnings and tax payments," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 133-138, August.
- Albrecher, Hansjörg & Borst, Sem & Boxma, Onno & Resing, Jacques, 2009. "The tax identity in risk theory -- a simple proof and an extension," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 304-306, April.
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Keywords
Risk process; Tax process; Tax rate; Spectrally negative Lévy process; Ruin probability; Tax identity; Optimal control;All these keywords.
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