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Author ID: loeffen.ronnie-l Recent zbMATH articles by "Loeffen, Ronnie L."
Published as: Loeffen, Ronnie; Loeffen, R. L.; Loeffen, R.; Loeffen, Ronnie L.
External Links: MGP

Publications by Year

Citations contained in zbMATH Open

14 Publications have been cited 522 times in 309 Documents Cited by Year
On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes. Zbl 1152.60344
Loeffen, R. L.
117
2008
Occupation times of intervals until first passage times for spectrally negative Lévy processes. Zbl 1287.60062
Loeffen, Ronnie L.; Renaud, Jean-François; Zhou, Xiaowen
74
2014
Parisian ruin probability for spectrally negative Lévy processes. Zbl 1267.60054
Loeffen, Ronnie; Czarna, Irmina; Palmowski, Zbigniew
73
2013
Refracted Lévy processes. Zbl 1201.60042
Kyprianou, A. E.; Loeffen, R. L.
57
2010
De Finetti’s optimal dividends problem with an affine penalty function at ruin. Zbl 1231.91212
Loeffen, Ronnie L.; Renaud, Jean-François
51
2010
An optimal dividends problem with transaction costs for spectrally negative Lévy processes. Zbl 1231.91211
Loeffen, R. L.
38
2009
An optimal dividends problem with a terminal value for spectrally negative Lévy processes with a completely monotone jump density. Zbl 1166.60051
Loeffen, R. L.
33
2009
Optimal control with absolutely continuous strategies for spectrally negative Lévy processes. Zbl 1253.93001
Kyprianou, Andreas E.; Loeffen, Ronnie; Pérez, José-Luis
28
2012
Discounted penalty function at Parisian ruin for Lévy insurance risk process. Zbl 1417.91278
Loeffen, Ronnie; Palmowski, Zbigniew; Surya, Budhi A.
19
2018
Semi-closed form cubature and applications to financial diffusion models. Zbl 1281.91180
Bayer, Christian; Friz, Peter; Loeffen, Ronnie
14
2013
Smoothness of continuous state branching with immigration semigroups. Zbl 1493.47053
Chazal, M.; Loeffen, R.; Patie, P.
7
2018
Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution. Zbl 1488.60090
Loeffen, R.; Patie, P.; Savov, M.
6
2019
Option pricing in a one-dimensional affine term structure model via spectral representations. Zbl 1411.91616
Chazal, M.; Loeffen, R.; Patie, P.
4
2018
First passage times over stochastic boundaries for subdiffusive processes. Zbl 1490.60286
Constantinescu, C.; Loeffen, R.; Patie, P.
1
2022
First passage times over stochastic boundaries for subdiffusive processes. Zbl 1490.60286
Constantinescu, C.; Loeffen, R.; Patie, P.
1
2022
Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution. Zbl 1488.60090
Loeffen, R.; Patie, P.; Savov, M.
6
2019
Discounted penalty function at Parisian ruin for Lévy insurance risk process. Zbl 1417.91278
Loeffen, Ronnie; Palmowski, Zbigniew; Surya, Budhi A.
19
2018
Smoothness of continuous state branching with immigration semigroups. Zbl 1493.47053
Chazal, M.; Loeffen, R.; Patie, P.
7
2018
Option pricing in a one-dimensional affine term structure model via spectral representations. Zbl 1411.91616
Chazal, M.; Loeffen, R.; Patie, P.
4
2018
Occupation times of intervals until first passage times for spectrally negative Lévy processes. Zbl 1287.60062
Loeffen, Ronnie L.; Renaud, Jean-François; Zhou, Xiaowen
74
2014
Parisian ruin probability for spectrally negative Lévy processes. Zbl 1267.60054
Loeffen, Ronnie; Czarna, Irmina; Palmowski, Zbigniew
73
2013
Semi-closed form cubature and applications to financial diffusion models. Zbl 1281.91180
Bayer, Christian; Friz, Peter; Loeffen, Ronnie
14
2013
Optimal control with absolutely continuous strategies for spectrally negative Lévy processes. Zbl 1253.93001
Kyprianou, Andreas E.; Loeffen, Ronnie; Pérez, José-Luis
28
2012
Refracted Lévy processes. Zbl 1201.60042
Kyprianou, A. E.; Loeffen, R. L.
57
2010
De Finetti’s optimal dividends problem with an affine penalty function at ruin. Zbl 1231.91212
Loeffen, Ronnie L.; Renaud, Jean-François
51
2010
An optimal dividends problem with transaction costs for spectrally negative Lévy processes. Zbl 1231.91211
Loeffen, R. L.
38
2009
An optimal dividends problem with a terminal value for spectrally negative Lévy processes with a completely monotone jump density. Zbl 1166.60051
Loeffen, R. L.
33
2009
On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes. Zbl 1152.60344
Loeffen, R. L.
117
2008
all top 5

Cited by 302 Authors

29 Yamazaki, Kazutoshi
25 Zhou, Xiaowen
22 Palmowski, Zbigniew
21 Pérez Garmendia, Jose Luis
17 Wang, Wenyuan
15 Landriault, David
14 Czarna, Irmina
14 Renaud, Jean-François
13 Yin, Chuancun
12 Li, Bin
11 Albrecher, Hansjörg
10 Loeffen, Ronnie L.
9 Li, Yingqiu
9 Lkabous, Mohamed Amine
8 Noba, Kei
7 Dong, Hua
7 Kyprianou, Andreas E.
7 Patie, Pierre
6 Avanzi, Benjamin
6 Avram, Florin
6 Chen, Ping
6 Frostig, Esther
6 Yamada, Toshihiro
6 Yuen, Kam Chuen
6 Zhang, Zhimin
5 Azcue, Pablo
5 Friesen, Martin
5 Jin, Peng
5 Li, Bo
5 Li, Shu
5 Muler, Nora E.
5 Surya, Budhi Arta
5 Wu, Xueyuan
5 Xu, Ran
5 Young, Virginia R.
4 Dębicki, Krzysztof
4 Egami, Masahiko
4 Ivanovs, Jevgeņijs
4 Li, Shuanming
4 Moreno-Franco, Harold A.
4 Rüdiger, Barbara
4 Wong, Bernard
4 Wong, Jeff T. Y.
4 Yang, Xiangqun
4 Zhang, Hongzhong
4 Zhao, Xianghua
3 Bekker, René
3 Boxma, Onno Johan
3 Chen, Ye
3 Jiang, Zhengjun
3 Keren-Pinhasik, Adva
3 Lau, Hayden
3 Li, Yanhong
3 Liang, Xiaoqing
3 Tan, Jiyang
3 Wang, Zijia
3 Wen, Yuzhen
3 Yang, Chen
3 Yang, Hailiang
3 Yano, Kouji
3 Yao, Dingjun
3 Zhao, Chunming
3 Zhao, Yongxia
3 Zhou, Jieming
2 Bai, Lihua
2 Bäuerle, Nicole
2 Baurdoux, Erik Jan
2 Bayer, Christian
2 Bayraktar, Erhan
2 Bladt, Mogens
2 Chazal, Marie
2 Chen, Mi
2 Cheung, Eric C. K.
2 Dai, Hongshuai
2 Eisenberg, Julia
2 Guérin, Hélène
2 Hashorva, Enkelejd
2 Hernández-Hernández, Daniel
2 Hu, Yijun
2 Huang, Xuan
2 Ji, Lanpeng
2 Jin, Zhuo
2 Junca, Mauricio
2 Kaszubowski, Adam
2 Krystecki, Konrad
2 Leung, Tim
2 Li, Zhong
2 Li, Zhongfei
2 Li, Ziqiang
2 Liang, Zhibin
2 Liu, Peng
2 Liu, Yuxuan
2 Liu, Zhang
2 Mandjes, Michel Robertus Hendrikus
2 Marciniak, Ewa
2 Mijatović, Aleksandar
2 Pardo, Juan Carlos
2 Peng, Xiaofan
2 Perry, David
2 Savov, Mladen Svetoslavov
...and 202 more Authors
all top 5

Cited in 82 Serials

47 Insurance Mathematics & Economics
24 Scandinavian Actuarial Journal
18 Stochastic Processes and their Applications
17 Journal of Applied Probability
15 Statistics & Probability Letters
13 Advances in Applied Probability
8 Applied Mathematics and Optimization
8 Quantitative Finance
8 Journal of Industrial and Management Optimization
7 Journal of Computational and Applied Mathematics
7 Journal of Optimization Theory and Applications
7 Journal of Theoretical Probability
6 The Annals of Applied Probability
5 SIAM Journal on Control and Optimization
5 SIAM Journal on Financial Mathematics
4 Finance and Stochastics
4 Methodology and Computing in Applied Probability
4 Stochastic Models
4 Stochastics
4 Frontiers of Mathematics in China
4 European Actuarial Journal
3 Applied Mathematics and Computation
3 European Journal of Operational Research
3 Mathematical Finance
3 ASTIN Bulletin
2 Journal of Mathematical Analysis and Applications
2 Operations Research Letters
2 Probability and Mathematical Statistics
2 Acta Mathematicae Applicatae Sinica. English Series
2 Mathematical and Computer Modelling
2 Queueing Systems
2 Communications in Statistics. Theory and Methods
2 Potential Analysis
2 Electronic Communications in Probability
2 Bernoulli
2 Mathematical Methods of Operations Research
2 International Journal of Theoretical and Applied Finance
2 Acta Mathematica Sinica. English Series
2 Probability in the Engineering and Informational Sciences
2 North American Actuarial Journal
2 Science China. Mathematics
1 Analysis Mathematica
1 Communications in Mathematical Physics
1 Communications on Pure and Applied Mathematics
1 Indian Journal of Pure & Applied Mathematics
1 Journal of Statistical Physics
1 Lithuanian Mathematical Journal
1 Periodica Mathematica Hungarica
1 Mathematische Nachrichten
1 Mathematics of Operations Research
1 Naval Research Logistics
1 Operations Research
1 Quarterly of Applied Mathematics
1 SIAM Journal on Numerical Analysis
1 Transactions of the American Mathematical Society
1 Acta Applicandae Mathematicae
1 Bulletin of the Iranian Mathematical Society
1 Probability Theory and Related Fields
1 Journal of Economic Dynamics & Control
1 Communications in Statistics. Simulation and Computation
1 Applied Mathematics. Series B (English Edition)
1 Theory of Probability and Mathematical Statistics
1 Advances in Computational Mathematics
1 Monte Carlo Methods and Applications
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Fractional Calculus & Applied Analysis
1 Extremes
1 Lobachevskii Journal of Mathematics
1 Applied Stochastic Models in Business and Industry
1 Journal of Systems Science and Complexity
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Journal of Applied Mathematics and Computing
1 Advances in Difference Equations
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Nonlinear Analysis. Hybrid Systems
1 Statistics & Risk Modeling
1 Stochastic Systems
1 Mathematica Applicanda
1 Journal of Function Spaces
1 Cogent Mathematics
1 Mathematical Foundations of Computing
1 Frontiers of Mathematics

Citations by Year