Ronnie Loeffen

Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes

Andreas E. Kyprianou, Ronnie Loeffen, José Luis Pérez, 2010, Journal of Applied Probability.

Semi-closed form cubature and applications to financial diffusion models

Peter K. Friz, Ronnie Loeffen, Christian Bayer, 2010 .

De Finetti's optimal dividends problem with an affine penalty function at ruin

Ronnie Loeffen, Jean-François Renaud, R. Loeffen, 2010 .

An optimal dividends problem with transaction costs for spectrally negative Lévy processes

Ronnie Loeffen, R. Loeffen, 2009 .

Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes

Andreas E. Kyprianou, José-Luis Pérez, Ronnie Loeffen, 2012, Journal of Applied Probability.

Parisian ruin probability for spectrally negative Lévy processes

Zbigniew Palmowski, Ronnie Loeffen, Irmina Czarna, 2011, 1102.4055.

Refracted Lévy processes

Andreas E. Kyprianou, Ronnie Loeffen, 2008 .