57 citations · 115 across the 39 of their papers we have counts for
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q-fin.PR2013
Optimal dividend problem for a generalized compound Poisson risk model
Chuancun Yin
In this note we study the optimal dividend problem for a company whose surplus process, in the absence of dividend payments, evolves as a generalized compound Poisson model in whic…
q-fin.PR2013★ 7 cited
Optimal dividends problem with a terminal value for spectrally positive Levy processes
Chuancun Yin, Yuzhen Wen
In this paper we consider a modified version of the classical optimal dividends problem of de Finetti in which the dividend payments subject to a penalty at ruin. We assume that th…
q-fin.PR2011★ 11 cited
Alternative approach to the optimality of the threshold strategy for spectrally negative Levy processes
Ying Shen, Chuancun Yin, Kam Chuen Yuen
Consider the optimal dividend problem for an insurance company whose uncontrolled surplus precess evolves as a spectrally negative Levy process. We assume that dividends are paid t…