Loeffen, Ronnie - Johann Radon Institute for Computational and Applied Mathematics (RICAM)

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Loeffen, Ronnie - Johann Radon Institute for Computational and Applied Mathematics (RICAM)

DE FINETTI'S OPTIMAL DIVIDENDS PROBLEM WITH AN AFFINE PENALTY FUNCTION AT RUIN
An optimal dividends problem with transaction costs for spectrally negative Levy processes
An optimal dividends problem with a terminal value for spectrally negative Levy processes with