On the time value of absolute ruin with tax

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Web1 de fev. de 2010 · Albrecher et al. (2008b) studied the ruin probability, the Laplace transform of the time to ruin and the moments of the discounted tax payments before ruin for the dual risk model. Furthermore, Wei (2009) investigated how interest rates on the … Webthe critical value and, therefore, we define the time to absolute ruin as T = inf t >0: R(t) < --a We call this time the time of absolute ruin in the sense that the surplus will no longer be able to return to a positive level. Suppose that (Q, !F, …

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WebAbstract. In this paper, we consider the dual risk model in which periodic taxation are paid according to a loss-carry-forward sys tem and dividends are paid under a threshold strategy. We give an analytical approach to derive the expression of g δ (u) (i.e. the Laplace transform of the first upper exit time).We discuss the expected discounted tax payments for this … Web4 de jan. de 2013 · Abstract. This paper studies the joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin. The time of ruin is analyzed in terms of its Laplace transforms, which … orange web technologies

R. X. Ming, W. Y. Wang and L. Q. Xiao, “On the Time Value of …

WebON THE TIME VALUE OF ABSOLUTE RUIN WITH DEBIT INTEREST JUN CAI,* University of Waterloo Abstract Assume that the surplus of an insurer follows a compound Poisson surplus process. ... we denote the absolute ruin time of the surplus process {U8 (t), t > 0) by T7. Now, T8 = inf{t > 0: U8 (t) < -c/a} and T8 = oo if U8 (t) > -c/S for all t > 0. WebOn the time value of absolute ruin with tax. Rui-Xing Ming, Wen-Yuan Wang and Li-Qun Xiao. Insurance: Mathematics and Economics, 2010, vol. 46, issue 1, 67-84 . Abstract: … WebOn the time value of absolute ruin with tax. Article. Ruixing Ming; Wenyuan Wang; ... closed-form expressions for the absolute ruin probability, the LST of the time to … orange weather alert

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Web4 de nov. de 2008 · In this paper, we study absolute ruin questions for the perturbed compound Poisson risk process with investment and debit interests by the expected discounted penalty function at absolute ruin, which provides a unified means of studying the joint distribution of the absolute ruin time, the surplus immediately prior to absolute … Web5 de abr. de 2024 · This paper investigates the optimal dividend problem in a jump-diffusion risk model with debit interest. In this model, the insurer could borrow money at a debit interest when the surplus turns negative. However, when the negative surplus attains a certain critical level, the business stops and absolute ruin happens at this moment. A … iphone 急速充電Web1 de jun. de 2007 · Assume that the surplus of an insurer follows a compound Poisson surplus process. When the surplus is below zero or the insurer is on deficit, the insurer … iphone 投屏到 mac

"Web1 de fev. de 2010 · Request PDF On the time value of absolute ruin with tax Consider a compound Poisson surplus process of an insurer with debit interest and tax payments. … " - On the time value of absolute ruin with tax

On the time value of absolute ruin with tax

The Perturbed Compound Poisson Risk Process with Investment …

Web4 de jan. de 2013 · The time of ruin is analyzed in terms of its Laplace transforms, which can naturally be interpreted as discounting. Hence the classical risk theory model is … Web20 de out. de 2024 · A system of integro-differential equations with boundary conditions satisfied by the moment-generating function, the nth moment of the discounted …

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WebIn this paper, we study the absolute ruin problems in a multi-layer compound Poisson model with constant interest force. ... Zhimin & Lan, Chunmei, 2008. "On the time value of absolute ruin for a multi-layer compound Poisson model under interest force," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1835-1845, September. WebON THE TIME VALUE OF ABSOLUTE RUIN WITH DEBIT INTEREST JUN CAI,* University of Waterloo Abstract Assume that the surplus of an insurer follows a …

WebArticle citations More>>. R. X. Ming, W. Y. Wang and L. Q. Xiao, “On the Time Value of Absolute Ruin with Tax,” Insurance: Mathematics and Economics, Vol. 46, No ... Web12 de abr. de 2024 · We can see from the most recent balance sheet that AMC Networks had liabilities of US$1.17b falling due within a year, and liabilities of US$3.36b due beyond that. Offsetting these obligations, it had cash of US$930.0m as well as receivables valued at US$770.8m due within 12 months. So its liabilities outweigh the sum of its cash and …

Web1 de jan. de 2011 · Download Citation The time value of absolute ruin for a general risk model We study the absolute ruin problems in a compound Poisson risk process. The … Web10 de mar. de 2013 · On the time value of absolute ruin with tax, Insurance Math Econom, 2010(46), 67–84. Google Scholar J Renaud. The distribution of tax payments in a Lévy insurance risk model with a surplusdependent taxation structure, Insurance Math Econom, 2009(45): 242–246. Google Scholar L Wei.

Web344 J. CAI able to be positive, because the debts of the insurer at this time are greater than or equal to c/δ, which is the present value at that time for all premium income available after that point. Absolute ruin occurs at this moment.

WebArticle citations More>>. R. X. Ming, W. Y. Wang and L. Q. Xiao, “On the Time Value of Absolute Ruin with Tax,” Insurance: Mathematics and Economics, Vol. 46, No ... iphone 操作不能Web20 de out. de 2024 · R. X. Ming, W. Y. Wang and L. Q. Xiao, “On the Time Value of Absolute Ruin with Tax,” Insurance Mathematics and Economics, Vol. 46, No. 1, 2010, ... we study the dividend payments prior to absolute ruin in a Markov-dependent risk process in which the claim occurrence and the claim amount are regulated by an external … orange wedding cakesWebAssume that the surplus of an insurer follows a compound Poisson surplus process. When the surplus is below zero or the insurer is on deficit, the insurer could borrow money at a debit interest rate to pay claims. Meanwhile, the insurer will repay debts from her premium income. The negative surplus may return to a positive level if debts are reasonable. … iphone 控制 ipad miniWebThird, for exponential individual claims, closed-form expressions for the absolute ruin probability, the LST of the time to absolute ruin, the distribution function of the deficit at … orange wedding bouquetWeb30 de out. de 1997 · On the time value of absolute ruin with tax. Ruixing Ming, Wenyuan Wang, Li-qun Xiao; Mathematics. 2010; 24. Save. Alert. Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest. Jinxia Zhu, Hailiang Yang; Mathematics, Economics. orange weave couch throwWeb1 de jan. de 2014 · Third, for exponential individual claims, closed-form expressions for the absolute ruin probability, the LST of the time to absolute ruin, the distribution function … iphone 截图Web1 de set. de 2010 · Cai J (2004) Ruin probabilities and penalty functions with stochastic rates of interest. Stoch Process Appl 112:53–78 Google Scholar Cross Ref; Cai J, Yang HL (2005) Ruin in the perturbed compound Poission risk process under interest force. Adv Appl Probab 37:819–835 Google Scholar; Cai J (2007) On the time value of absolute ruin … iphone 探す使い方 pc