[1] |
Avanzi B, Gerber H U, Shiu E S W. Optimal dividends in the dual model [J]. Insurance: Mathematics and Economics, 2007,41:111-123.
|
[2] |
Avanzi B, Gerber H U. Optimal dividends in the dual model with diffusion [J]. ASTIN Bulletin, 2008,38(2):653667.
|
[3] |
Avanzi B, Shen J, Wong B. Optimal dividends and capital injections in the dual model with diffusion [J]. ASTIN Bulletin, 2011,41(2):611-644.
|
[4] |
Gerber H, Smith N. Optimal dividends with incomplete information in the dual model [J]. Insurance: Mathematics and Economics, 2008,43(2):227-233.
|
[5] |
Ng Andrew C Y. On a dual model with a dividend threshold[J]. Insurance: Mathematics and Economics, 2009, 44(2): 315-324.
|
[6] |
Liu Z, Ming R X, Wang W Y, et al. The threshold dividend strategy in the dual risk model perturbed by diffusion[J].Journal of University of Science and Technology of China, 2012, 42(6): 475-481.
|
[7] |
Albrecher H, Badescu A, Landriault D. On the dual risk model with tax payments[J]. Insurance: Mathematics and Economics, 2008, 42: 1 086-1 094.
|
[8] |
Albrecher H, Borst S, Boxma O, et al. The tax identity in risk theory: A simple proof and an extension[J]. Insurance: Mathematics and Economics, 2009, 44: 304-306.
|
[9] |
Albrecher H, Hipp C. Lundbergs risk process with tax[J]. Bltter der DGVFM, 2007, 28(1): 13-28.
|
[10] |
Albrecher H, Renaud J, Zhou X W. A lévy insurance risk process with tax[J]. Journal of Applied Probability, 2008, 45: 363-375.
|
[11] |
Wei L. Ruin probability in the presence of interest earnings and tax payments[J]. Insurance: Mathematics and Economics, 2009, 45: 133-138.
|
[12] |
Ming R X, Wang W Y, Xiao L Q. On the time value of absolute ruin with tax[J]. Insurance: Mathematics and Economics, 2010, 46(1): 67-84.
|
[13] |
Wang W Y, Ming R X, Hu Y J. On the expected discounted penalty function for the risk process with tax[J]. Statistics and Probability Letters, 2011, 81(4): 489-501.
|
[14] |
Wang W Y, Hu Y J. Optimal loss-carry-forward taxation for the levy risk model[J]. Insurance: Mathematics and Economics, 2012, 50(1): 121-130.
|
[15] |
Liu Z, Zhang A L, Li C H. The expected discounted tax payments on dual risk model under a dividend threshold[J].Open Journal of Statistics, 2013, 3: 136-144.
|
[16] |
Gerber H U, Shiu E S W. On optimal dividend strategies in the compound Poisson model[J]. North American Actuarial Journal, 2006, 10(2): 76-93.
|
[17] |
De Finetti B. Su unimpostazione alternativa della teoria collettiva del rischio[C]// Proceedings of the Transactions of the XV International Congress of Actuaries, 1957, 2: 433-443.
|
[18] |
Dong Y, Wang G, Yuen K C. On the renewal risk model under a threshold strategy[J]. Journal of Computational and Applied Mathematics, 2009, 230(1): 22-33.
|
[19] |
Gerber H U, Shiu E S W. The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin[J]. Insurance: Mathematics and Economics, 1997, 21: 129-137.
|
[20] |
Gerber H U, Shiu E S W. On the time value of ruin[J]. North American Actuarial Journal, 1998, 2: 48-78.
|
[1] |
Avanzi B, Gerber H U, Shiu E S W. Optimal dividends in the dual model [J]. Insurance: Mathematics and Economics, 2007,41:111-123.
|
[2] |
Avanzi B, Gerber H U. Optimal dividends in the dual model with diffusion [J]. ASTIN Bulletin, 2008,38(2):653667.
|
[3] |
Avanzi B, Shen J, Wong B. Optimal dividends and capital injections in the dual model with diffusion [J]. ASTIN Bulletin, 2011,41(2):611-644.
|
[4] |
Gerber H, Smith N. Optimal dividends with incomplete information in the dual model [J]. Insurance: Mathematics and Economics, 2008,43(2):227-233.
|
[5] |
Ng Andrew C Y. On a dual model with a dividend threshold[J]. Insurance: Mathematics and Economics, 2009, 44(2): 315-324.
|
[6] |
Liu Z, Ming R X, Wang W Y, et al. The threshold dividend strategy in the dual risk model perturbed by diffusion[J].Journal of University of Science and Technology of China, 2012, 42(6): 475-481.
|
[7] |
Albrecher H, Badescu A, Landriault D. On the dual risk model with tax payments[J]. Insurance: Mathematics and Economics, 2008, 42: 1 086-1 094.
|
[8] |
Albrecher H, Borst S, Boxma O, et al. The tax identity in risk theory: A simple proof and an extension[J]. Insurance: Mathematics and Economics, 2009, 44: 304-306.
|
[9] |
Albrecher H, Hipp C. Lundbergs risk process with tax[J]. Bltter der DGVFM, 2007, 28(1): 13-28.
|
[10] |
Albrecher H, Renaud J, Zhou X W. A lévy insurance risk process with tax[J]. Journal of Applied Probability, 2008, 45: 363-375.
|
[11] |
Wei L. Ruin probability in the presence of interest earnings and tax payments[J]. Insurance: Mathematics and Economics, 2009, 45: 133-138.
|
[12] |
Ming R X, Wang W Y, Xiao L Q. On the time value of absolute ruin with tax[J]. Insurance: Mathematics and Economics, 2010, 46(1): 67-84.
|
[13] |
Wang W Y, Ming R X, Hu Y J. On the expected discounted penalty function for the risk process with tax[J]. Statistics and Probability Letters, 2011, 81(4): 489-501.
|
[14] |
Wang W Y, Hu Y J. Optimal loss-carry-forward taxation for the levy risk model[J]. Insurance: Mathematics and Economics, 2012, 50(1): 121-130.
|
[15] |
Liu Z, Zhang A L, Li C H. The expected discounted tax payments on dual risk model under a dividend threshold[J].Open Journal of Statistics, 2013, 3: 136-144.
|
[16] |
Gerber H U, Shiu E S W. On optimal dividend strategies in the compound Poisson model[J]. North American Actuarial Journal, 2006, 10(2): 76-93.
|
[17] |
De Finetti B. Su unimpostazione alternativa della teoria collettiva del rischio[C]// Proceedings of the Transactions of the XV International Congress of Actuaries, 1957, 2: 433-443.
|
[18] |
Dong Y, Wang G, Yuen K C. On the renewal risk model under a threshold strategy[J]. Journal of Computational and Applied Mathematics, 2009, 230(1): 22-33.
|
[19] |
Gerber H U, Shiu E S W. The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin[J]. Insurance: Mathematics and Economics, 1997, 21: 129-137.
|
[20] |
Gerber H U, Shiu E S W. On the time value of ruin[J]. North American Actuarial Journal, 1998, 2: 48-78.
|