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H. Albrecher, J. Renaud and X. W. Zhou, “A Lévy Insurance Risk Process with Tax,” Journal of Applied Probability, Vol. 45, No. 2, 2008, pp. 363-375. doi:10.1239/jap/1214950353

has been cited by the following article:

• TITLE: The Expected Discounted Tax Payments on Dual Risk Model under a Dividend Threshold

  AUTHORS: Zhang Liu, Aili Zhang, Canhua Li

  KEYWORDS: Dual Risk Model; Expected Discounted Tax Payments; Dividend; Threshold Strategy

  JOURNAL NAME: Open Journal of Statistics, Vol.3 No.2, April 30, 2013

  ABSTRACT: 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.