| Abstract | 第1-5页 |
| 摘要 | 第5-7页 |
| Contents | 第7-9页 |
| Chapter 1 Introduction | 第9-15页 |
| Chapter 2 On the expected discounted penalty function for risk process with tax | 第15-31页 |
| ·Notations | 第15-16页 |
| ·Main result and the proof | 第16-28页 |
| ·Examples | 第28-31页 |
| Chapter 3 On the time value of absolute ruin with tax | 第31-79页 |
| ·Notations | 第31-33页 |
| ·Integral and integro-differential equations for(Φ_(γ,δ))+(u)and(Φ_(γ,δ))-(u) | 第33-40页 |
| ·The link between(Φ_(γ,δ))+(υ)and(Φ_(γ,δ))-(υ) | 第40-42页 |
| ·Asymptotic results for light-tailed and heavy-tailed claims | 第42-46页 |
| ·Explicit expressions for the expected discounted total sum of tax payment | 第46-48页 |
| ·Explicit expression for the Laplace-Stieltjes transform of the total dura-tion of the negative surplus | 第48-55页 |
| ·Explicit results for exponential claims | 第55-63页 |
| ·Integral and integro-differential equations for(ψ_(r,δ,γ))+(u) and(ψ_(r,δ,γ))-(u) | 第63-67页 |
| ·The link between(ψ_(r,δ,γ))+(u) and (ψ_(r,δ,γ))-(u) | 第67-70页 |
| ·Asymptotic results for (ψ_(r,δ,γ))+(u) | 第70-74页 |
| ·Explicit expression of ψ_(r,δ,γ)(u)for exponential claims | 第74-79页 |
| Chapter 4 The Cramer-Lundberg risk model with tax and a threshold dividend strategy | 第79-121页 |
| ·Notations | 第79-80页 |
| ·Analytic expressions for (Φ_(γ,α,b))_1(u) and (Φ_(γ,α,b))_2(u) | 第80-96页 |
| ·Closed-form expressions of the expected discounted total sum of tax payments and the probability function of the total number of taxation periods over the lifetime of the surplus process | 第96-104页 |
| ·Closed-form expressions for the expected accumulated discounted div-idends until ultimate ruin and the expected accumulated discounted dividends paid between two consecutive taxation periods | 第104-121页 |
| Chapter 5 On the dual model with tax payments and a dividend threshold | 第121-139页 |
| ·Notations | 第121-122页 |
| ·Main results and proofs | 第122-131页 |
| ·Explicit results for Erlang(2) innovation waiting times | 第131-139页 |
| Bibliography | 第139-144页 |
| 致谢 | 第144-145页 |
| Publications | 第145页 |
