Jos\'e-Luis P\'erez

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Papers (10)

1. Fluctuation theory for spectrally negative L\'evy processes killed by additive functionals math.PR · 2026 · author #2
2. On optimal periodic dividend and capital injection strategies for spectrally negative L\'evy models math.PR · 2017 · author #2
3. Fluctuation theory for level-dependent L\'evy risk processes math.PR · 2017 · author #2
4. On the Bail-Out Optimal Dividend Problem q-fin.MF · 2017 · author #1
5. On optimal periodic dividend strategies for L\'evy risk processes math.OC · 2017 · author #2
6. Hybrid continuous and periodic barrier strategies in the dual model: optimality and fluctuation identities math.OC · 2016 · author #1
7. Mixed Periodic-classical barrier strategies for L\'evy risk processes math.PR · 2016 · author #1
8. On the optimality of Periodic barrier strategies for a spectrally positive L\'evy process math.PR · 2016 · author #1
9. Refraction-reflection strategies in the dual model math.OC · 2015 · author #1
10. On the Refracted-Reflected Spectrally Negative L\'evy Processes math.PR · 2015 · author #1

Mentions

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Frequent Coauthors

• Kazutoshi Yamazaki 9 shared papers
• Kei Noba 3 shared papers
• Kouji Yano 2 shared papers
• Irmina Czarna 1 shared papers
• Tomasz Rolski 1 shared papers
• Xiang Yu 1 shared papers