2 results
Optimality of refraction strategies for a constrained dividend problem
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 51 / Issue 3 / September 2019
- Published online by Cambridge University Press:
- 03 September 2019, pp. 633-666
- Print publication:
- September 2019
-
- Article
- Export citation
The distribution of refracted Lévy processes with jumps having rational Laplace transforms
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 54 / Issue 4 / December 2017
- Published online by Cambridge University Press:
- 30 November 2017, pp. 1167-1192
- Print publication:
- December 2017
-
- Article
- Export citation