José Luis Pérez Garmendia

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Yamazaki KazutoshiThe University of Queensland, School of Mathematics and PhysicsVerified email at uq.edu.au
Juan Carlos PardoInvestigador titular C, CIMATVerified email at cimat.mx
Adrian Gonzalez CasanovaAssociate professor at Arizona State UniversityVerified email at im.unam.mx
Andreas KyprianouProfessor of Probability Theory, University of WarwickVerified email at warwick.ac.uk
Florin AvramProfessor of Probability and Statistics, University of PauVerified email at univ-pau.fr
Harold A. Moreno-FrancoAssistant Professor at Higher School of EconomicsVerified email at hse.ru
Gerónimo Uribe BravoInstituto de Matemáticas, Universidad Nacional Autónoma de MéxicoVerified email at matem.unam.mx
Benjamin AvanziProfessor of Actuarial Studies, University of MelbourneVerified email at unimelb.edu.au
Bernard WongUniversity of New South WalesVerified email at unsw.edu.au
Xiang YuAssociate Professor, Department of Applied Mathematics, The Hong Kong Polytechnic UniversityVerified email at polyu.edu.hk
Zbigniew PalmowskiWroclaw University of Science and TechnologyVerified email at pwr.edu.pl
Ronnie LoeffenUniversity of ManchesterVerified email at manchester.ac.uk
Daniel Hernández-HernándezCentro de Investigación en MatemáticasVerified email at cimat.mx
Víctor RiveroCentro de Investigacion en MatematicasVerified email at cimat.mx
Jean-Francois RenaudDépartement de mathématiques, UQAMVerified email at uqam.ca
Erik BaurdouxLondon School of EconomicsVerified email at lse.ac.uk
Victor Pérez-AbreuCenter for Research in Mathematics CIMAT Guanajuato MexicoVerified email at cimat.mx
Antonio Murillo-SalasUniversidad de GuanajuatoVerified email at ugto.mx
Mauricio JuncaAssociate Professor, Department of Mathematics, Universidad de los Andes, ColombiaVerified email at uniandes.edu.co
Tomasz RolskiProfesor matematyki, Uniwersytet WrocławskiVerified email at math.uni.wroc.pl

José Luis Pérez Garmendia

CIMAT

Verified email at cimat.mx - Homepage

Probability and stochastic processes


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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	73	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	60	2016
On the Lamperti stable processes ME Caballero, JC Pardo, JL Pérez arXiv preprint arXiv:0802.0851, 2008	52	2008
A Lamperti-type representation of continuous-state branching processes with immigration ME Caballero, JL Perez Garmendia, G Uribe Bravo	51	2013
Occupation times of refracted Lévy processes AE Kyprianou, JC Pardo, JL Pérez Journal of Theoretical Probability 27, 1292-1315, 2014	49	2014
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	39	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	38	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	31	2019
Affine processes on and multiparameter time changes ME Caballero, JL Pérez Garmendia, G Uribe Bravo	30	2017
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	29	2018
On the refracted–reflected spectrally negative Lévy processes JL Pérez, K Yamazaki Stochastic Processes and their Applications 128 (1), 306-331, 2018	29	2018
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	27	2016
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
Refraction–reflection strategies in the dual model JL Pérez, K Yamazaki ASTIN Bulletin: The Journal of the IAA 47 (1), 199-238, 2017	26	2017
On the bail-out optimal dividend problem JL Pérez, K Yamazaki, X Yu Journal of Optimization Theory and Applications 179, 553-568, 2018	24	2018
Branching processes with interactions: Subcritical cooperative regime AG Casanova, JC Pardo, JL Pérez Advances in Applied Probability 53 (1), 251-278, 2021	23*	2021
The excursion measure away from zero for spectrally negative Lévy processes JC Pardo, JL Pérez, VM Rivero	22	2018
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	21	2020
The Leland–Toft optimal capital structure model under Poisson observations Z Palmowski, JL Pérez, BA Surya, K Yamazaki Finance and Stochastics 24, 1035-1082, 2020	20	2020

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