Abstract
In this chapter, we analyse the case in which payments are made from the surplus that are proportional to increments of the maximum. With appropriate assumptions, this perturbation to the path of the surplus may be seen as the result of taxation.
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Kyprianou, A.E. (2013). Perturbation-at-Maximum Strategies. In: Gerber–Shiu Risk Theory. EAA Series. Springer, Cham. https://doi.org/10.1007/978-3-319-02303-8_7
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DOI: https://doi.org/10.1007/978-3-319-02303-8_7
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-02302-1
Online ISBN: 978-3-319-02303-8
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