The equivalence of two tax processes
- 1 January 2020
- journal article
- research article
- Published by Elsevier BV in Insurance: Mathematics and Economics
- Vol. 90, 1-6
- https://doi.org/10.1016/j.insmatheco.2019.10.002
Abstract
No abstract availableKeywords
Funding Information
- King Saud University
This publication has 12 references indexed in Scilit:
- A Time-Homogeneous Diffusion Model with TaxJournal of Applied Probability, 2013
- Spectrally Negative Lévy Processes Perturbed by Functionals of their Running SupremumJournal of Applied Probability, 2012
- The Tax Identity For Markov Additive Risk ProcessesMethodology and Computing in Applied Probability, 2012
- On a Risk Model with Surplus-dependent Premium and Tax RatesMethodology and Computing in Applied Probability, 2010
- General tax Structures and the Lévy Insurance Risk ModelJournal of Applied Probability, 2009
- The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structureInsurance: Mathematics and Economics, 2009
- General Linear Methods for Ordinary Differential EquationsPublished by Wiley ,2009
- The tax identity in risk theory — a simple proof and an extensionInsurance: Mathematics and Economics, 2009
- A Lévy Insurance Risk Process with TaxJournal of Applied Probability, 2008
- Lundberg’s risk process with taxBlätter der DGVFM, 2007