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

7 citations · 11 across the 4 of their papers we have counts for

collaborators
Showing q-fin.PMShow all

1 paper · 1 filter

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…