[1] Avanzi B, Gerber H U, Shiu E S W. Optimal dividends in the dual model. Insurance:Mathematics and Economics, 2007, 41:111-123
[2] Liu X, Chen Z L. Dividend problems in the dual model with diffusion and exponentially distributed observation time. Statistics and Probability Letters, 2014, 87:175-183
[3] 刘东海, 刘再明. 线性红利界下的对偶风险模型. 应用数学学报, 2013, 36:1118-1126 Liu D H, Liu Z M. On a dual model with a linear dividend barrier. Acta Mathematicae Applicatae Sinica (Chinese Series), 2013, 36:1118-1126
[4] Peng D, Liu D H, Liu Z M. Dividend problems in the dual risk model with exponentially distributed observation time. Statistics and Probability Letters, 2013, 83:841-849
[5] 袁海丽, 胡亦钧. 带利率和常数红利边界的对偶风险模型的研究. 数学学报, 2012, 55:132-140 Yuan H L, Hu Y J. On the dual risk model with interest and constant dividend barrier. Acta Mathematica Sinica (Chinese Series), 2012, 55:132-140
[6] Albrecher H, Hipp C. Lundberg's risk process with tax. Blätter DGVFM, 2007, 28:13-28
[7] Albrecher H, Badescuc A, Landriaultd D. On the dual risk model with tax payments. Insurance:Mathematics and Economics, 2008, 42:1086-1094
[8] Ming R X, Wang W Y, Xiao L Q. On the time value of absolute ruin with tax. Insurance:Mathematics and Economics, 2010, 46:67-84
[9] Wang W Y, Hu Y J. Optimal loss-carry-forward taxation for the Lévy risk model. Insurance:Mathematics and Economics, 2012, 50:121-130
[10] Wei J Q, Yang H L, Wang R M. On the Markov-modulated insurance risk model with tax. Blätter der DGVFM, 2010, 31:65-78
[11] Albrecher H, Borst S, Boxma O, Resing J. The tax identity in risk theory-a simple proof and an extension. Insurance:Mathematics and Economics, 2009, 44:304-306
[12] Albrecher H, Renaud J F, Zhou X W. A Lévy insurance risk process with tax. Journal of Applied Probability, 2008, 45:363-375
[13] Wang W Y, Ming R X, Hu Y J. On the expected discounted penalty function for risk process with tax. Statistics and Probability Letters, 2011, 81:489-501
[14] Wei L. Ruin probability in the presence of interest earnings and tax payments. Insurance:Mathematics and Economics, 2009, 45:133-138
[15] Kyprianou A E, Zhou X W. General tax structures and the Lévy insurance risk model. Journal of Applied Probability, 2009, 46:1146-1156
[16] Renaud J F. The distribution of tax payments in a Lévy insurance risk model with a surplus-dependent taxation structure. Insurance:Mathematics and Economics, 2009, 45:242-246
[17] Cheung E, Landriault D. On a risk model with surplus dependent premium and tax rates. Methodology and Computing in Applied Probability, 2010, 14:233-251
[18] Dong H, Liu Z M. On a risk model with Markovian arrivals and tax. Applied Mathematics-A Journal of Chinese Universities, 2012, 27:150-158
[19] Dickson D C M, Waters H R. Some optimal dividends problems. Astin Bulletin, 2004, 34:49-74
[20] Bai L H, Paulsen J. On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs. Stochastic Processes and Their Applications, 2012, 122:4005-4027
[21] 陈树敏, 何春雄. 带比例及固定费用的对偶模型分红策略. 应用概率统计, 2013, 29:136-150 Chen S M, He C X. Optimal dividend phyments in a dual risk model with both fixed and proportional costs. Chinese Journal of Applied Probability, 2013, 29:136-150
[22] Dai H S, Liu Z M, Luan N N. Optimal dividend strategies in a dual model with capital injections. Mathematical Methods of Operations Research, 2010, 72:129-143
[23] Kulenko N, Schimidli H. An optimal dividend strategy in a Cramér-Lundberg model with capital injections. Insurance:Mathmatics and Economics, 2008, 43:270-278
[24] Peng X F, Chen M, Guo J Y. Optimal dividend and equity issuance problem with proportional and fixed transaction costs. Insurance:Mathematics and Economics, 2012, 51:576-585
[25] Yao D J, Wang R M, Xu L. Optimal dividend, capital injection and reinsurance strategies with variance premium principle. Scientia Sinica Mathematica, 2014, 44:1123-1140
[26] Yao D J, Wang R M, Xu L. Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model. Journal of Industrial and Management Optimization, 2014, 10:1235-1259
[27] Zhang S Q, Liu G X. Optimal dividend payment and capital injection of the compound Poisson risk model with both proportional and fixed costs. Scientia Sinica Mathematica, 2012, 42:827-843
[28] Schmidli H. Stochastic Control in Insurance. London:Springer-Verlag, 2008
[29] Irbäck J. Asymptotic theory for a risk process with a high dividend barrier. Scandinavian Actuarial Journal, 2003, 2:97-118