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…