Avram, F.; Palmowski, Z.; Pistorius, M. R. On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function. (English) Zbl 1322.60055 Ann. Appl. Probab. 25, No. 4, 1868-1935 (2015). MSC: 60G51 60H30 93E20 49L20 91B30 PDFBibTeX XMLCite \textit{F. Avram} et al., Ann. Appl. Probab. 25, No. 4, 1868--1935 (2015; Zbl 1322.60055) Full Text: DOI arXiv Euclid
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R. On the optimal dividend problem for a spectrally negative Lévy process. (English) Zbl 1136.60032 Ann. Appl. Probab. 17, No. 1, 156-180 (2007). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G51 60J99 93E20 91B30 91G50 PDFBibTeX XMLCite \textit{F. Avram} et al., Ann. Appl. Probab. 17, No. 1, 156--180 (2007; Zbl 1136.60032) Full Text: DOI arXiv