15 citations · 35 across the 12 of their papers we have counts for
Showing 2016Show all
2 papers · 1 filter
math.OC2016
Hybrid continuous and periodic barrier strategies in the dual model: optimality and fluctuation identities
José-Luis Pérez, Kazutoshi Yamazaki
Avanzi et al. (2016) recently studied an optimal dividend problem where dividends are paid both periodically and continuously with different transaction costs. In the Brownian mode…
math.OC2016★ 15 cited
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
Benjamin Avanzi, José-Luis Pérez, Bernard Wong +1
The expected present value of dividends is one of the classical stability criteria in actuarial risk theory. In this context, numerous papers considered threshold (refractive) and…