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20162026
most citedModelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework

22 citations · 155 across the 27 of their papers we have counts for

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Showing 2016 · math.OCShow all

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math.OC2016★ 15 cited

On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models

Benjamin Avanzi, José-Luis Pérez, Bernard Wong +1

The expected present value of dividends is one of the classical stability criteria in actuarial risk theory. In this context, numerous papers considered threshold (refractive) and…