José Luis Pérez Garmendia

Available identifiers

zbMath Open perez-garmendia.jose-luisMaRDI QIDQ591327

List of research outcomes

Publication	Date of Publication	Type
The relative frequency between two continuous-state branching processes with immigration and their genealogy	2024-04-10	Paper
Double continuation regions for American options under Poisson exercise opportunities	2023-09-28	Paper
Refraction strategies in stochastic control: optimality for a general L\'evy process model	2023-08-16	Paper
An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward	2023-08-03	Paper
Optimal dividends and capital injection: A general L\'evy model with extensions to regime-switching models	2023-06-21	Paper
On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes	2023-04-05	Paper
Alpha-stable branching and beta-Frequency processes, beyond the IID assumption	2023-03-09	Paper
Loewner Theory for Bernstein functions II: applications to inhomogeneous continuous-state branching processes	2022-11-22	Paper
The Backbone Decomposition for Superprocesses with Non-local Branching	2022-09-30	Paper
On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes	2022-07-03	Paper
Loewner Theory for Bernstein functions I: evolution families and differential equations	2022-06-09	Paper
Branching processes with interactions: subcritical cooperative regime	2022-01-18	Paper
Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models	2021-11-05	Paper
Seed balancing selection: Coexistence in seedbank models	2021-09-15	Paper
Backbone decomposition of multitype superprocesses	2021-07-26	Paper
Non-zero-sum optimal stopping game with continuous versus periodic observations	2021-07-17	Paper
Weak and TV consistency in Bayesian uncertainty quantification using disintegration	2021-05-03	Paper
A Review of First-Passage Theory for the Segerdahl Risk Process and Extensions	2021-03-16	Paper
Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes	2020-11-27	Paper
The Leland-Toft optimal capital structure model under Poisson observations	2020-11-11	Paper
Optimality of hybrid continuous and periodic barrier strategies in the dual model	2020-07-17	Paper
Fluctuation theory for level-dependent Lévy risk processes	2019-12-17	Paper
Optimality of refraction strategies for a constrained dividend problem	2019-12-09	Paper
Periodic strategies in optimal execution with multiplicative price impact	2019-12-05	Paper
Convergence of the empirical spectral distribution of Gaussian matrix-valued processes	2019-05-16	Paper
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models	2019-01-17	Paper
Optimality of multi-refraction control strategies in the dual model	2018-11-19	Paper
Optimal bail-out dividends problem with transaction cost and capital injection constraint	2018-08-06	Paper
American options under periodic exercise opportunities	2018-07-03	Paper
The Backbone Decomposition for Spatially Dependent Supercritical Superprocesses	2018-06-21	Paper
On optimal periodic dividend strategies for Lévy risk processes	2018-06-15	Paper
REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL	2018-06-04	Paper
The excursion measure away from zero for spectrally negative Lévy processes	2018-06-01	Paper
Spectrally negative Lévy processes with Parisian reflection below and classical reflection above	2017-12-01	Paper
On the refracted-reflected spectrally negative Lévy processes	2017-12-01	Paper
On the optimality of periodic barrier strategies for a spectrally positive Lévy process	2017-11-23	Paper
Affine processes on \(\mathbb{R}_+^m\times\mathbb{R}^n\) and multiparameter time changes	2017-09-15	Paper
Refracted continuous-state branching processes: self-regulating populations	2017-02-21	Paper
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models	2017-01-31	Paper
A random matrix approximation for the non-commutative fractional Brownian motion	2017-01-10	Paper
On the non-commutative fractional Wishart process	2016-11-09	Paper
Mixed Periodic-classical barrier strategies for L\'evy risk processes	2016-09-06	Paper
Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes	2016-08-11	Paper
Optimality of Refraction Strategies for Spectrally Negative Lévy Processes	2016-05-20	Paper
L\'evy insurance risk processes with parisian type severity of debt	2015-07-26	Paper
Occupation times of refracted Lévy processes	2015-01-06	Paper
Gerber-Shiu functionals at Parisian ruin for L\'evy insurance risk processes	2014-07-25	Paper
A Lamperti-type representation of continuous-state branching processes with immigration	2013-10-17	Paper
An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier	2012-10-29	Paper
Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes	2012-04-20	Paper
Explicit identities for Lévy processes associated to symmetric stable processes	2011-09-02	Paper
https://portal.mardi4nfdi.de/entity/Q3583833	2010-08-18	Paper
On Weighted Tempered Moving Averages Processes	2008-12-17	Paper
On the Lamperti stable processes	2008-02-06	Paper

Research outcomes over time

Doctoral students

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This page was built for person: José Luis Pérez Garmendia