13 citations · 13 across the 1 of their papers we have counts for
3 papers
math.OC2018
Approximate super-resolution of positive measures in all dimensions
Hernán García, Camilo Hernández, Maurio Junca +1
We study the problem of reconstructing a positive discrete measure on a compact set from a finite set of moments (possibly known only approximately) via…
math.OC2016
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
Camilo Hernandez, Mauricio Junca, Harold Moreno-Franco
We introduce a longevity feature to the classical optimal dividend problem by adding a constraint on the time of ruin of the firm. We extend the results in \cite{HJ15}, now in cont…
math.OC2014★ 13 cited
Optimal dividend payment under time of ruin contraint: Exponential case
Camilo Hernandez, Mauricio Junca
We consider the classical optimal dividends problem under the Cramér-Lundberg model with exponential claim sizes subject to a constraint on the time of ruin. We introduce the dual…