On the Markov-dependent risk model with tax

被引：0

作者：

PENG Xingchun ^{[1
]}

WANG Wenyuan ^{[2
]}

HU Yijun ^{[3
]}

机构：

[1] Department of Statistics, Wuhan University of Technology

[2] School of Mathematical Sciences, Xiamen University

[3] School of Mathematics and Statistics, Wuhan

来源：

AppliedMathematics:AJournalofChineseUniversities(SeriesB) | 2015年 / 30卷 / 02期

关键词：

D O I：

暂无

中图分类号：

F810.42 [税收]; F224 [经济数学方法];

学科分类号：

0701 ; 070104 ;

摘要：

In this paper we consider the Markov-dependent risk model with tax payments in which the claim occurrence, the claim amount as well as the tax rate are controlled by an irreducible discrete-time Markov chainSystems of integro-differential equations satisfied by the expected discounted tax payments and the non-ruin probability in terms of the ruin probabilities under the Markov-dependent risk model without tax are establishedThe analytical solutions of the systems of integro-differential equations are also obtained by the iteration method.

引用

页码：187 / 196

页数：10

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