On two actuarial quantities for the compound Poisson risk model with tax and a threshold dividend strategy

被引：1

作者：

WANG Wen-yuan ^{[1
,2
]}

XIAO Li-qun ^{[3
]}

MING Rui-xing ^{[4
]}

HU Yi-jun ^{[2
]}

机构：

[1] College of Science, Shantou University

[2] School of Mathematics and Statistics, Wuhan University

[3] School of Mathematical Sciences, University of Science and Technology of China

[4] School of Statistics and Mathematics, Zhejiang Gongshang University

来源：

Applied Mathematics:A Journal of Chinese Universities | 2013年 / 01期

基金：

中国国家自然科学基金; 中央高校基本科研业务费专项资金资助;

关键词：

Compound Poisson risk model; total number of taxation periods; expected accumulated discounted dividends;

D O I：

暂无

中图分类号：

O211.67 [期望与预测];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we consider a compound Poisson risk model with taxes paid according to a loss-carry-forward system and dividends paid under a threshold strategy. First, the closed-form expression of the probability function for the total number of taxation periods over the lifetime of the surplus process is derived. Second, analytical expression of the expected accumulated discounted dividends paid between two consecutive taxation periods is provided. In addition, explicit expressions are also given for the exponential individual claims.

引用

页码：27 / 39

页数：13

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[1] On two actuarial quantities for the compound Poisson risk model with tax and a threshold dividend strategy
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Hu Yi-jun
[J]. APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B, 2013, 28 (01) : 27 - 39
[2] On two actuarial quantities for the compound Poisson risk model with tax and a threshold dividend strategy
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