Albrecher, Hansjörg; Borst, Sem; Boxma, Onno; Resing, … - In: Insurance: Mathematics and Economics 44 (2009) 2, pp. 304-306
By linking queueing concepts with risk theory, we give a simple and insightful proof of the tax identity in the Cramér-Lundberg model that was recently derived in Albrecher & Hipp [Albrecher, H., Hipp, C., 2007. Lundberg's risk process with tax. Blätter der DGVFM 28 (1), 13-28], and extend the...
