Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation

Abstract

Recently, Albrecher and his coauthors have published a series of papers on the ruin probability of the Lévy insurance model under the so-called loss-carry-forward taxation, meaning that taxes are paid at a certain …xed rate immediately when the surplus of the company is at a running maximum. In this paper we assume periodic taxation under which the company… (More)

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Cite this paper

@inproceedings{Hao2009AsymptoticRP, title={Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation}, author={Xuemiao Hao and Qihe Tang}, year={2009} }