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José Luis Pérez Garmendia
José Luis Pérez Garmendia
CIMAT
Bestätigte E-Mail-Adresse bei cimat.mx - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Optimal control with absolutely continuous strategies for spectrally negative Lévy processes
AE Kyprianou, R Loeffen, JL Pérez
Journal of Applied Probability 49 (1), 150-166, 2012
722012
Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes
EJ Baurdoux, JC Pardo, JL Pérez, JF Renaud
Journal of Applied probability 53 (2), 572-584, 2016
602016
On the Lamperti stable processes
ME Caballero, JC Pardo, JL Pérez
arXiv preprint arXiv:0802.0851, 2008
532008
A Lamperti-type representation of continuous-state branching processes with immigration
ME Caballero, JL Perez Garmendia, G Uribe Bravo
502013
Occupation times of refracted Lévy processes
AE Kyprianou, JC Pardo, JL Pérez
Journal of Theoretical Probability 27, 1292-1315, 2014
492014
Explicit identities for Lévy processes associated to symmetric stable processes
ME Caballero, JC Pardo, JL Pérez
402011
Spectrally negative Lévy processes with Parisian reflection below and classical reflection above
F Avram, JL Pérez, K Yamazaki
Stochastic Processes and their Applications 128 (1), 255-290, 2018
382018
On the optimality of periodic barrier strategies for a spectrally positive Lévy process
JL Pérez, K Yamazaki
Insurance: Mathematics and Economics 77, 1-13, 2017
382017
Fluctuation theory for level-dependent Lévy risk processes
I Czarna, JL Pérez, T Rolski, K Yamazaki
Stochastic Processes and their Applications 129 (12), 5406-5449, 2019
312019
On optimal periodic dividend strategies for Lévy risk processes
K Noba, JL Pérez, K Yamazaki, K Yano
Insurance: Mathematics and Economics 80, 29-44, 2018
302018
Affine processes on and multiparameter time changes
ME Caballero, JL Pérez Garmendia, G Uribe Bravo
302017
On the refracted–reflected spectrally negative Lévy processes
JL Pérez, K Yamazaki
Stochastic Processes and their Applications 128 (1), 306-331, 2018
292018
Optimality of refraction strategies for spectrally negative Lévy processes
D Hernández-Hernández, JL Perez, K Yamazaki
SIAM Journal on Control and Optimization 54 (3), 1126-1156, 2016
272016
Branching processes with interactions: Subcritical cooperative regime
AG Casanova, JC Pardo, JL Pérez
Advances in Applied Probability 53 (1), 251-278, 2021
26*2021
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
B Avanzi, JL Pérez, B Wong, K Yamazaki
Insurance: Mathematics and Economics 72, 148-162, 2017
262017
Refraction–reflection strategies in the dual model
JL Pérez, K Yamazaki
ASTIN Bulletin: The Journal of the IAA 47 (1), 199-238, 2017
262017
On the bail-out optimal dividend problem
JL Pérez, K Yamazaki, X Yu
Journal of Optimization Theory and Applications 179, 553-568, 2018
242018
The excursion measure away from zero for spectrally negative Lévy processes
JC Pardo, JL Pérez, VM Rivero
222018
On the bailout dividend problem for spectrally negative Markov additive models
K Noba, JL Pérez, X Yu
SIAM Journal on Control and Optimization 58 (2), 1049-1076, 2020
212020
Mixed periodic-classical barrier strategies for Lévy risk processes
JL Pérez, K Yamazaki
Risks 6 (2), 33, 2018
192018
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