The optimal dividend barrier in the Gamma–Omega model

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Occupation times of intervals until first passage times for spectrally negative Lévy processes (2012, methodology): “Our results can also be applied to the so-called Omega model (for some specific rate functions) introduced in [1] and further investigated in [4].”
On a Periodic Dividend Barrier Strategy in the Dual Model with Continuous Monitoring of Solvency (2013, background): “Another auxiliary result from Albrecher et al. (2011a) is that gδ,−(·) is indeed a (defective) mixture of Erlangs with the same scale parameter ργ+δ such that gδ,−(y) = n∑ k=1 qk ρkγ+δ y k−1 e−ργ+δy (k − 1)!”
The Joint Laplace Transforms for Diffusion Occupation Times (2013, methodology): “The so-called omega model was first introduced in [4].”
Exit identities for L\'evy processes observed at Poisson arrival times (2014, background): “Identity (43) is, however, the analogue of [3], Equation (20), where it was derived for a diffusion process X(t).”
Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes (2017, methodology): “Albrecher et al. (2011a) studied the random inter-dividend-decision times in the Cramér-Lundberg model, where the ruin can not occur between dividend payment times.”