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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 2011 · math.PRShow all

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math.PR2011★ 43 cited

On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function

F. Avram, Z. Palmowski, M. R. Pistorius

This paper concerns an optimal dividend distribution problem for an insurance company whose risk process evolves as a spectrally negative Lévy process (in the absence of dividend p…