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Collamore, Jeffrey F. Random recurrence equations and ruin in a Markov-dependent stochastic economic environment. (English) Zbl 1176.60018 Ann. Appl. Probab. 19, No. 4, 1404-1458 (2009). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 60F10 60F17 60J10 60G70 PDF BibTeX XML Cite \textit{J. F. Collamore}, Ann. Appl. Probab. 19, No. 4, 1404--1458 (2009; Zbl 1176.60018) Full Text: DOI arXiv OpenURL
Loeffen, R. L. On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes. (English) Zbl 1152.60344 Ann. Appl. Probab. 18, No. 5, 1669-1680 (2008). MSC: 60J99 93E20 60G51 PDF BibTeX XML Cite \textit{R. L. Loeffen}, Ann. Appl. Probab. 18, No. 5, 1669--1680 (2008; Zbl 1152.60344) Full Text: DOI arXiv OpenURL
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 PDF BibTeX XML Cite \textit{F. Avram} et al., Ann. Appl. Probab. 17, No. 1, 156--180 (2007; Zbl 1136.60032) Full Text: DOI arXiv OpenURL