activity
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

collaborators
Showing 2016Show all

1 paper · 1 filter

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…