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20112019
most citedOn optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models

15 citations · 35 across the 12 of their papers we have counts for

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math.OC2018

Optimal periodic replenishment policies for spectrally positive Lévy demand processes

José-Luis Pérez, Kazutoshi Yamazaki, Alain Bensoussan

We consider a version of the stochastic inventory control problem for a spectrally positive Lévy demand process, in which the inventory can only be replenished at independent expon…

math.OC2018★ 5 cited

Optimality of refraction strategies for a constrained dividend problem

Mauricio Junca, Harold Moreno-Franco, José-Luis Pérez +1

We consider de Finetti's problem for spectrally one-sided Lévy risk models with control strategies that are absolutely continuous with respect to the Lebesgue measure. Furthermore,…