機率研討會
主講者: Prof. Renming Song (Univ. of Illinois)
講題: Convexity and smoothness of scale functions and de Finneti's dividend problem
時間: 2008-06-09 (Mon.)  15:30 - 17:00
地點:
Abstract: In this talk, I will present some recent results on the convexity and smoothness of the scale functions of spectrally negative Levy processes. And then I will present applications of these results to de Finneti's dividend problem in actuarial mathematics. This talk is based on a recent paper with Kyprianou and Rivero.
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