Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Optimal dividends problem with a terminal value for spectrally positive
  Levy processes   In this paper we consider a modified version of the classical optimal
dividends problem of de Finetti in which the dividend payments subject to a
penalty at ruin. We assume that the risk process is modeled by a general
spectrally positive Levy process before dividends are deducted. Using the
fluctuation theory of spectrally positive Levy processes we give an explicit
expression of the value function of a barrier strategy. Subsequently we show
that a barrier strategy is the optimal strategy among all admissible ones. Our
work is motivated by the recent work of Bayraktar, Kyprianou and Yamazaki
(2013).

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The categories of this paper are: hep-th
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The categories of this paper are: cs
5
The categories of this paper are: gr-qc
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The categories of this paper are: adap-org
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The categories of this paper are: q-alg
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The categories of this paper are: math-ph
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The categories of this paper are: nlin
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The categories of this paper are: quant-ph
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The categories of this paper are: chem-ph
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The categories of this paper are: cond-mat
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The categories of this paper are: nucl-ex
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The categories of this paper are: alg-geom
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The categories of this paper are: solv-int
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The categories of this paper are: econ
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The categories of this paper are: dg-ga
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The categories of this paper are: supr-con