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20062023
most citedEigenfunction expansions for a fundamental solution of Laplace's equation on in parabolic and elliptic cylinder coordinates

11 citations · 62 across the 21 of their papers we have counts for

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math.OC2011★ 4 cited

Optimal Dividend Payments for the Piecewise-Deterministic Poisson Risk Model

Runhuan Feng, Hans Volkmer, Shuaiqi Zhang +1

This paper considers the optimal dividend payment problem in piecewise-deterministic compound Poisson risk models. The objective is to maximize the expected discounted dividend pay…