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

共 50 条

[31] THE ASYMPTOTIC DISTRIBUTIONS OF RUN OCCURRENCES FOR MARKOV-DEPENDENT TRIALS
SCHWAGER, SJ
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1984, 17 (01) : 22 - 23
[32] CONTINUOUS SAMPLING PLANS FOR MARKOV-DEPENDENT PRODUCTION PROCESSES
KUMAR, VSS
RAJARSHI, MB
NAVAL RESEARCH LOGISTICS, 1987, 34 (05) : 629 - 644
[33] MARKOV-DEPENDENT SIGMA-FIELDS AND CONDITIONAL EXPECTATIONS
ISAAC, R
ANNALS OF PROBABILITY, 1979, 7 (06): : 1088 - 1091
[34] Concentration inequalities for sums of Markov-dependent random matrices
Neeman, Joe
Shi, Bobby
Ward, Rachel
INFORMATION AND INFERENCE-A JOURNAL OF THE IMA, 2024, 13 (04)
[35] One-dimensional linear recursions with Markov-dependent coefficients
Roitershtein, Alexander
ANNALS OF APPLIED PROBABILITY, 2007, 17 (02): : 572 - 608
[36] Assessment of Markov-dependent stochastic models for drug administration compliance
Wong, D
Modi, R
Ramanathan, M
CLINICAL PHARMACOKINETICS, 2003, 42 (02) : 193 - 204
[37] Continuous single attribute control chart for Markov-dependent processes
Gadre, M. P.
Adnaik, S. B.
Rattihalli, R. N.
JOURNAL OF APPLIED STATISTICS, 2017, 44 (06) : 1000 - 1012
[38] Regularized Modal Regression on Markov-Dependent Observations: A Theoretical Assessment
Gong, Tieliang
Dong, Yuxin
Chen, Hong
Feng, Wei
Dong, Bo
Li, Chen
THIRTY-SIXTH AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE / THIRTY-FOURTH CONFERENCE ON INNOVATIVE APPLICATIONS OF ARTIFICIAL INTELLIGENCE / THE TWELVETH SYMPOSIUM ON EDUCATIONAL ADVANCES IN ARTIFICIAL INTELLIGENCE, 2022, : 6721 - 6728
[39] Sequential and systematic sampling plans for the Markov-dependent production process
Vellaisamy, P
Sankar, S
NAVAL RESEARCH LOGISTICS, 2001, 48 (06) : 451 - 467
[40] Assessment of Markov-Dependent Stochastic Models for Drug Administration Compliance
Diane Wong
Reshma Modi
Murali Ramanathan
Clinical Pharmacokinetics, 2003, 42 : 193 - 204

← 1 2 3 4 5 →