Pérez, José-Luis

1. On optimal periodic dividend strategies for Lévy risk processes
   2017/08/04 by Noba, Kei, Pérez, José-Luis, Yamazaki, Kazutoshi +1 · 2 citations
   #60G51 #91B30 #93E20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR)
2. On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models
   2017/12/30 by Kei Noba, José Luis Pérez, Noba, Kei +5 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
3. Optimal periodic replenishment policies for spectrally positive L 'evy\n demand processes
   2018/06/24 by José Luis Pérez, Kazutoshi Yamazaki, Pérez, José-Luis +3 · 2 citations
   Business, Management and Accounting · #60G51 #90B05 #93E20 #Advanced Queuing Theory Analysis #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)
4. Fluctuation theory for level-dependent Lévy risk processes
   2017/11/30 by Irmina Czarna, Czarna, Irmina, José Luis Pérez +5 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Statistical Distribution Estimation and Applications #Stochastic processes and financial applications
5. The relative frequency between two continuous-state branching processes with immigration and their genealogy
   2020/10/02 by María Emilia Caballero, Adrián González Casanova, Caballero, María Emilia +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
6. On the optimality of Periodic barrier strategies for a spectrally positive Lévy process
   2016/04/26 by José Luis Pérez, Pérez, José-Luis, Kazutoshi Yamazaki +1 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
7. On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes
   2022/07/03 by Mata, Dante, Moreno-Franco, Harold A., Noba, Kei +1 · 1 citation
   #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)