319 citations · 484 across the 28 of their papers we have counts for
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math.PR2007★ 1 cited
A two-dimensional ruin problem on the positive quadrant
Florin Avram, Zbigniew Palmowski, Martijn Pistorius
In this paper we study the joint ruin problem for two insurance companies that divide between them both claims and premia in some specified proportions (modeling two branches of th…
math.PR2007★ 319 cited
On the optimal dividend problem for a spectrally negative Lévy process
Florin Avram, Zbigniew Palmowski, Martijn R. Pistorius
In this paper we consider the optimal dividend problem for an insurance company whose risk process evolves as a spectrally negative Lévy process in the absence of dividend payments…