We study the optimal dividend problem in the dual model where dividend payments can only
be made at the jump times of an independent Poisson process. In this context, Avanzi et …

This paper analyzes a class of infinite-time-horizon stochastic games with singular controls
motivated from the partially reversible problem. It provides an explicit solution for the mean …

A new approach to solve the continuous-time stochastic inventory problem using the
fluctuation theory of Lévy processes is developed. This approach involves the recent …

This paper studies the bailout optimal dividend problem with regime switching under the
constraint that the cumulative dividend strategy is absolutely continuous. We confirm the …

The expected present value of dividends is one of the classical stability criteria in actuarial
risk theory. In this context, numerous papers considered threshold (refractive) and barrier …

We study the dual model with capital injection under the additional condition that the
dividend strategy is absolutely continuous. We consider a refraction–reflection strategy that …

This paper establishes that a class of $ N $-player stochastic games with singular controls,
either of bounded velocity or of finite variation, can both be approximated by mean field …

In this paper, we obtain analytical expression for the distribution of the occupation time in the
red (below level 0) up to an (independent) exponential horizon for spectrally negative Lévy …

We revisit the classical singular control problem of minimizing running and controlling costs.
Existing studies have shown the optimality of a barrier strategy when driven by Brownian …

We consider a version of the stochastic inventory control problem for a spectrally positive
Lévy demand process, in which the inventory can only be replenished at independent …