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
71 2012 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
57 2016 On the Lamperti stable processes ME Caballero, JC Pardo, JL Pérez
arXiv preprint arXiv:0802.0851, 2008
52 2008 Occupation times of refracted Lévy processes AE Kyprianou, JC Pardo, JL Pérez
Journal of Theoretical Probability 27, 1292-1315, 2014
48 2014 A Lamperti-type representation of continuous-state branching processes with immigration ME Caballero, JL Perez Garmendia, G Uribe Bravo
48 2013 Explicit identities for Lévy processes associated to symmetric stable processes ME Caballero, JC Pardo, JL Pérez
40 2011 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
37 2017 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
35 2018 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
28 2019 On the refracted–reflected spectrally negative Lévy processes JL Pérez, K Yamazaki
Stochastic Processes and their Applications 128 (1), 306-331, 2018
28 2018 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
27 2018 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
26 2017 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
26 2016 Affine processes on and multiparameter time changes ME Caballero, JL Pérez Garmendia, G Uribe Bravo
25 2017 Refraction–reflection strategies in the dual model JL Pérez, K Yamazaki
ASTIN Bulletin: The Journal of the IAA 47 (1), 199-238, 2017
25 2017 The excursion measure away from zero for spectrally negative Lévy processes JC Pardo, JL Pérez, VM Rivero
21 2018 On the bail-out optimal dividend problem JL Pérez, K Yamazaki, X Yu
Journal of Optimization Theory and Applications 179, 553-568, 2018
20 2018 Branching processes with interactions: Subcritical cooperative regime AG Casanova, JC Pardo, JL Pérez
Advances in Applied Probability 53 (1), 251-278, 2021
19 * 2021 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
19 2020 Mixed periodic-classical barrier strategies for Lévy risk processes JL Pérez, K Yamazaki
Risks 6 (2), 33, 2018
18 2018