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20082024
most citedOn optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes

227 citations · 354 across the 14 of their papers we have counts for

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math.PR2022

Fluctuation theory of continuous-time skip-free downward Markov chains with applications to branching processes with immigration

R. Loeffen, P. Patie, J. Wang

We develop a new methodology for the fluctuation theory of continuous-time skip-free Markov chains, extending the recent work of Choi and Patie [5] for discrete-time skip-free Mark…