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Optimal dividends in the dual model under transaction costs

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Optimality of multi-refraction control strategies in the dual model

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Optimal dividends and capital injection : a general Lévy model with extensions to regime-switching models

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On central branch/reinsurance risk networks : exact results and heuristics

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Modeling the interactions between a reinsurer and several insurers, or between a central management branch (CB) and several subsidiary business branches, or between a coalition and its members, are fascinating problems, which suggest many interesting questions. Beyond two dimensions, one cannot...

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Optimal investment and consumption strategies for pooled annuity with partial information

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Expected log-utility maximization under incomplete information and with Cox-process observations

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