[1] DE FINETTI B. Su un’impostazione alternativa della teoria collettiva del rischio[C]// Proceedings of the Transactions of the XVth International Congress of Actuaries. London: Institute of Actuaries Students’ Society, 1957, 2: 433-443. [2] ASMUSSEN S, TAKSAR M. Controlled diffusion models for optimal dividend pay-out[J]. Insurance: Mathematics and Economics, 1997, 20(1): 1-15. [3] GERBER H, SHIU E. On optimal dividend strategies in the compound Poisson model[J]. North American Actuarial Journal, 2006, 10: 76-93. [4] GERBER H, SHIU E. On the time value of ruin[J]. North American Actuarial Journal, 1998, 2: 48-78. [5] DICKSON D C M, WATERS H R. Some optimal dividend problems[J]. ASTIN Bulletin, 2004, 34: 49-74. [6] ALBRECHER H, HARTINGER J, TICHY R. On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier[J]. Scandinavian Actuarial Journal, 2005(2): 103-126. [7] LIN X S, PAVLOVA K P. The compound Poisson risk model with a threshold dividend strategy[J]. Insurance: Mathematics and Economics, 2005, 38: 57-80. [8] AVANZI B. Strategies for dividend distribution: A review[J]. North American Actuarial Journal, 2009, 13(2): 217-251. [9] LIU Z, MING R X, WANG W Y, et al. The threshold dividend strategy in the dual risk model perturbed by diffusion[J]. Journal of University of Science and Technology of China, 2012, 42(6): 475-481. [10] CHEUNG E C K, LIU H, WOO J K. On the joint analysis of the total discounted payments to policyholders and shareholders: Dividend barrier strategy[J]. Risks, 2015, 3(4): 491-514. [11] ALBRECHER H, HIPP C. Lundberg’s risk process with tax[J]. Bltter der DGVFM, 2007, 28(1): 13-28. [12] ALBRECHER H, BADESCU A, LANDRIAULT D. On the dual risk model with taxation[J]. Insurance: Mathematics and Economics, 2008, 42: 1086-1094. [13] KYPRIANOU A, ZHOU X W. General tax structures and the Lévy insurance risk model[J]. Journal of Applied Probability, 2009, 46: 1146-1156. [14] ALBRECHER H, BORST S, BOXMA O, et al. The tax identity in risk theory: A simple proof and an extension[J]. Insurance: Mathematics and Economics, 2009, 44: 304-306. [15] MING R X,WANG W Y, XIAO L Q. On the time value of absolute ruin with tax[J]. Insurance: Mathematics and Economics, 2010, 46: 67-84. [16] WANG W Y, MING R X, HU Y J. On the expected discounted penalty function for the risk process with tax[J]. Statistics and Probability Letters, 2011, 81: 489-501. [17] AVRAM F, VU N L, ZHOU X. On taxed spectrally negative Lévy processes with draw-down stopping[J]. Insurance: Mathematics and Economics, 2017, 76: 69-74.
[18] LIU Z, WANG W Y. The threshold dividend strategy on a class of dual model with tax payments[J]. Journal of University of Science and Technology of China, 2014, 44(3): 181-187. [19] WANG W Y, XIAO L, MING R X, et al. On two actuarial quantities for the compound Poisson risk model with tax and a threshold dividend strategy[J]. Applied Mathematics: A Journal of Chinese Universities, 2013, 28(1): 27-39. [20] WANG W Y, LIU Z. The expected discounted penalty function under the compound Poisson risk model with tax payments and a threshold dividend strategy[J]. Journal of University of Science and Technology of China, 2016, 46(2): 87-94. [21] ALBRECHER H, RENAUD J, ZHOU X W. A Lévy insurance risk process with tax[J]. Journal of Applied Probability, 2008, 45: 363-375.
() () |