摘要
In this paper, we consider the dual risk model in which periodic taxation are paid according to a loss-carry-forward system and dividends are paid under a threshold strategy. We give an analytical approach to derive the expression of gδ(u) (i.e. the Laplace transform of the first upper exit time). We discuss the expected discounted tax payments for this model and obtain its corresponding integro-differential equations. Finally, for Erlang (2) inter-innovation distribution, closedform expressions for the expected discounted tax payments are given.
In this paper, we consider the dual risk model in which periodic taxation are paid according to a loss-carry-forward system and dividends are paid under a threshold strategy. We give an analytical approach to derive the expression of gδ(u) (i.e. the Laplace transform of the first upper exit time). We discuss the expected discounted tax payments for this model and obtain its corresponding integro-differential equations. Finally, for Erlang (2) inter-innovation distribution, closedform expressions for the expected discounted tax payments are given.
