On the Optimal Dividend Problem for a Spectrally Positive Lévy Process

Optimal Dividends in the Dual Model with Diffusion

(2016) Benjamin Avanzi et al.   Astin Bulletin

Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes

(2016) Andreas E. Kyprianou et al.   JOURNAL OF APPLIED PROBABILITY

Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes

(2013) Ying Shen et al.   Acta Mathematicae Applicatae Sinica-English Series

ON OPTIMAL DIVIDENDS IN THE DUAL MODEL

(2013) Erhan Bayraktar et al.   Astin Bulletin

Optimal dividend problem with a terminal value for spectrally positive Lévy processes

(2013) Chuancun Yin et al.   INSURANCE MATHEMATICS & ECONOMICS

Meromorphic Lévy processes and their fluctuation identities

(2012) A. Kuznetsov et al.   ANNALS OF APPLIED PROBABILITY

Exit problems for jump processes with applications to dividend problems

(2012) Chuancun Yin et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Optimal financing and dividend control in the dual model

(2011) Hongshuai Dai et al.   MATHEMATICAL AND COMPUTER MODELLING

Refracted Lévy processes

(2010) A. E. Kyprianou et al.   ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES

Optimal financing and dividend strategies in a dual model with proportional costs

(2010) Dingjun Yao et al.   Journal of Industrial and Management Optimization

Optimal dividend strategies in a dual model with capital injections

(2010) Hongshuai Dai et al.   MATHEMATICAL METHODS OF OPERATIONS RESEARCH

Smoothness of scale functions for spectrally negative Lévy processes

(2010) T. Chan et al.   PROBABILITY THEORY AND RELATED FIELDS

On a dual model with a dividend threshold

(2008) Andrew C.Y. Ng   INSURANCE MATHEMATICS & ECONOMICS