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20102025
most citedOptimal dividend payment under time of ruin contraint: Exponential case

13 citations · 25 across the 16 of their papers we have counts for

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Showing 2016Show all

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math.OC2016

A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes

Camilo Hernandez, Mauricio Junca, Harold Moreno-Franco

We introduce a longevity feature to the classical optimal dividend problem by adding a constraint on the time of ruin of the firm. We extend the results in \cite{HJ15}, now in cont…

math.OC2016

Compressed sensing of data with a known distribution

Mateo Díaz, Mauricio Junca, Felipe Rincón +1

Compressed sensing is a technique for recovering an unknown sparse signal from a small number of linear measurements. When the measurement matrix is random, the number of measureme…