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

被引：0
|
作者：
Wang Wen-yuan [1 ,2 ]
Xiao Li-qun [3 ]
Ming Rui-xing [4 ]
Hu Yi-jun [2 ]
机构：
[1] Shantou Univ, Coll Sci, Shantou 515000, Peoples R China
[2] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China
[3] Univ Sci & Technol China, Sch Math Sci, Hefei 230026, Peoples R China
[4] Zhejiang Gongshang Univ, Sch Math & Stat, Hangzhou 310018, Zhejiang, Peoples R China
来源：
APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B | 2013年 / 28卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Compound Poisson risk model; total number of taxation periods; expected accumulated discounted dividends;
D O I：
10.1007/s11766-013-2811-9
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
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
收藏
页码：27 / 39
页数：13
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