The dual risk model with dividends taken at arrival

We consider the dual risk model with special dividend or tax payments: If an arriving gain finds the surplus above a barrier b or if it would bring the surplus above that level, a certain part of the gain is paid as dividends or taxes. We obtain expressions for the joint Laplace–Stieltjes transform...

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Veröffentlicht in:	Insurance, mathematics & economics mathematics & economics, 2018-11, Vol.83, p.83-92
Hauptverfasser:	Boxma, Onno, Frostig, Esther
Format:	Artikel
Sprache:	eng
Schlagworte:	[formula omitted] queue Busy period Dividend Dividends Dual risk model Economic models Fiscal policy Laplace transforms Payments Taxation Taxes Time to ruin
Online-Zugang:	Volltext
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