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The tax identity in risk theory : a simple proof and an extension

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Rejoinder on: polling : past, present, and perspective

Borst, Sem; Boxma, Onno - In: Top : transactions in operations research 26 (2018) 3, pp. 381-382

Persistent link: https://www.econbiz.de/10011929207

The tax identity in risk theory — a simple proof and an extension

Albrecher, Hansjörg; Borst, Sem; Boxma, Onno; Resing, … - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 304-306

Persistent link: https://www.econbiz.de/10008237871

The tax identity in risk theory — a simple proof and an extension

Albrecher, Hansjörg; Borst, Sem; Boxma, Onno; Resing, … - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 304-307

Persistent link: https://www.econbiz.de/10008890278

The tax identity in risk theory -- a simple proof and an extension

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...

Persistent link: https://www.econbiz.de/10004973675