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20092023
most citedOn a Stochastic Wave Equation Driven by a Non-Gaussian Levy Process

9 citations · 20 across the 22 of their papers we have counts for

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math.OC2022

On De Finetti's control under Poisson observations: optimality of a double barrier strategy in a Markov additive model

Lijun Bo, Wenyuan Wang, Kaixin Yan

In this paper we consider the De Finetti's optimal dividend and capital injection problem under a Markov additive model. We assume that the surplus process before dividends and cap…