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ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS

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References

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2006Optimal dividends in the dual model182 cited
1998Introduction to Stochastic Calculus with Applications181 cited
2010Smoothness of scale functions for spectrally negative Lévy processes162 cited
2013Optimal dividend problem with a terminal value for spectrally positive Lévy processes122 cited
2012Exit problems for jump processes with applications to dividend problems113 cited
2008On a dual model with a dividend threshold97 cited
2010Refracted Lévy processes91 cited

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2014Optimal dividend problems for a jump-diffusion model with captial injections and proportional transaction costs71 cited
2018Spectrally negative Lévy risk model under Erlangized barrier strategy53 cited
2020On a Periodic Capital Injection and Barrier Dividend Strategy in the Compound Poisson Risk Model30 cited

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