Former Member

Dr. Ronnie Loeffen

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Peer Reviewed Journal Publication
  • Loeffen, Ronnie (2009) An optimal dividends problem with transaction costs for spectrally negative Lévy processes. Insurance: Mathematics and Economics, Bd. 45 (1), S. 41-48 .
  • Loeffen, Ronnie (2009) An optimal dividends problem with a terminal value for spectrally negative Lévy processes with a completely monotone jump density. Journal of Applied Probability, Bd. 46 (1), S. 85-98.
  • Loeffen, Ronnie; Renaud, Jean-Francois; RICAM, ; University of Waterloo, de Finetti's optimal dividends problem with an affine penalty function at ruin. Insurance: Mathematics and Economics.
  • Kyprianou, Andreas; Loeffen, Ronnie; University of Bath, ; RICAM, Refracted Lévy processes. Annales de l’Institut Henri Poincaré.