Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Convexity of ruin probability and optimal dividend strategies for a
  general Levy process   In this paper, we consider the optimal dividends problem for a company whose
cash reserves follow a general Levy process with certain positive jumps and
arbitrary negative jumps. The objective is to find a policy which maximizes the
expected discounted dividends until the time of ruin. Under appropriate
conditions, we appeal to very recent results in the theory of potential
analysis of subordinators to obtain the convexity properties of probability of
ruin. We present conditions under which the optimal dividend strategy, among
all admissible ones, takes the form of a barrier strategy.

36
The categories of this paper are: cmp-lg
16
The categories of this paper are: stat
3
The categories of this paper are: physics
14
The categories of this paper are: math-ph
23
The categories of this paper are: solv-int
28
The categories of this paper are: alg-geom
26
The categories of this paper are: bayes-an
9
The categories of this paper are: nlin
27
The categories of this paper are: comp-gas
17
The categories of this paper are: q-fin
29
The categories of this paper are: funct-an
11
The categories of this paper are: hep-lat
34
The categories of this paper are: chem-ph
1
The categories of this paper are: cs
18
The categories of this paper are: econ
4
The categories of this paper are: cond-mat