activity
20112026
most citedOptimal dividends problem with a terminal value for spectrally positive Levy processes

7 citations · 9 across the 17 of their papers we have counts for

collaborators
Showing 2011 · math.PRShow all

1 paper · 2 filters

math.PR2011

On optimality of the barrier strategy for a general Levy risk process

Kam Chuen Yuen, Chuancun Yin

We consider the optimal dividend problem for the insurance risk process in a general Levy process setting. The objective is to find a strategy which maximizes the expected total di…