activity
20182022
most citedA comparative analysis of several multivariate zero-inflated and zero-modified models with applications in insurance

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2018

Dividend and Capital Injection Optimization with Transaction Cost for Spectrally Negative Lévy Risk Processes

Wenyuan Wang, Yuebao Wang, Xueyuan Wu

For an insurance company with reserve modeled by the spectrally negative Lévy process, we study the optimal impulse dividend maximizing the expected accumulated net dividend paymen…