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20072023
most citedOn the optimal dividend problem for a spectrally negative Lévy process

319 citations · 484 across the 28 of their papers we have counts for

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Showing 2010 · math.PRShow all

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math.PR2010★ 3 cited

A Lie systems approach for the first passage-time of piecewise deterministic processes

Florin Avram, José F. Cariñena, Javier de Lucas

Our paper illustrates how the theory of Lie systems allows recovering known results and provide new examples of piecewise deterministic processes with phase-type jumps for which th…