De Finetti's optimal dividends problem with an affine penalty function at ruin
By Ronnie Loeffen, Jean-François Renaud. 2010
107 citations recorded by the source corpus.
Subfields: Demography, Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/08dbc878b18965ea7796061fa0a4ce25e759ec82
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Demography
- Andreas E. Kyprianou
- V. Rivero
- Martijn Pistorius
- Zbigniew Palmowski
- Alexey Kuznetsov
- Florin Avram
- Ronnie Loeffen
- Pavel V. Gapeev
In Finance
- Andreas E. Kyprianou
- V. Rivero
- Zbigniew Palmowski
- Martijn Pistorius
- Alexey Kuznetsov
- Florin Avram
- Chuancun Yin
- Ronnie Loeffen
In Management Science and Operations Research
- Andreas E. Kyprianou
- V. Rivero
- Zbigniew Palmowski
- Martijn Pistorius
- Alexey Kuznetsov
- Florin Avram
- Ronnie Loeffen
- Chuancun Yin
Citations in the corpus
- On Gerber–Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (2011, background): “2 (in the case of affine penalties this has already been established in [5, 29]).”
- OCCUPATION TIMES OF SPECTRALLY NEGATIVE LÉVY PROCESSES WITH APPLICATIONS (2010, unknown): “, [19]).”
- Smoothness of scale functions for spectrally negative Lévy processes (2009, unknown): “Remark 5 In [11,12] and [15] related results exist.”
- The Theory of Scale Functions for Spectrally Negative Lévy Processes (2011, result): “Following additional contributions in [70], the final word on concavity–convexity currently stands with the following theorem, taken from [78], which overlaps all of the aforementioned results.”