57 citations · 115 across the 39 of their papers we have counts for
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q-fin.PM2014
Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
Chuancun Yin, Kam Chuen Yuen
In this paper, we study the optimal control problem for a company whose surplus process evolves as an upward jump diffusion with random return on investment. Three types of practic…
q-fin.PM2013★ 4 cited
On the optimal dividend problem for a spectrally positive Levy process
Chuancun Yin, Yuzhen Wen, Yongxia Zhao
In this paper we study the optimal dividend problem for a company whose surplus process evolves as a spectrally positive Levy process. This model including the dual model of the cl…