On two actuarial quantities for the compound Poisson risk model with tax and a threshold dividend strategy  

作　　者：WANG Wen-yuan XIAO Li-qun MING Rui-xing HU Yi-jun 

机构地区：[1]College of Science, Shantou University [2]School of Mathematics and Statistics, Wuhan University [3]School of Mathematical Sciences, University of Science and Technology of China [4]School of Statistics and Mathematics, Zhejiang Gongshang University

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》2013年第1期27-39,共13页高校应用数学学报（英文版）（B辑）

基　　金：Supported in part by the National Natural Science Foundation of China, the Guangdong Natural Science Foundation (S2011010004511);the Fundamental Research Funds for the Central Universities of China (201120102020005)

摘　　要：In this paper, we consider a compound Poisson risk model with taxes paid according to a loss-carry-forward system and dividends paid under a threshold strategy. First, the closed-form expression of the probability function for the total number of taxation periods over the lifetime of the surplus process is derived. Second, analytical expression of the expected accumulated discounted dividends paid between two consecutive taxation periods is provided. In addition, explicit expressions are also given for the exponential individual claims.In this paper, we consider a compound Poisson risk model with taxes paid according to a loss-carry-forward system and dividends paid under a threshold strategy. First, the closed-form expression of the probability function for the total number of taxation periods over the lifetime of the surplus process is derived. Second, analytical expression of the expected accumulated discounted dividends paid between two consecutive taxation periods is provided. In addition, explicit expressions are also given for the exponential individual claims.

关 键 词：Compound Poisson risk model total number of taxation periods expected accumulated discounted dividends. 

分 类 号：O211.67[理学—概率论与数理统计] TP391.41[理学—数学]