Kei Noba

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Person:778793

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zbMath Open noba.keiMaRDI QIDQ778793

List of research outcomes

PublicationDate of PublicationType
On Boolean selfdecomposable distributions2024-02-28Paper
On Singular Control for Lévy Processes2024-02-27Paper
Scale functions of space-time changed processes with no positive jumps2023-09-17Paper
Analytic property of generalized scale functions for standard processes with no negative jumps and its application to quasi-stationary distributions2023-08-19Paper
Refraction strategies in stochastic control: optimality for a general L\'evy process model2023-08-16Paper
Optimal dividends and capital injection: A general L\'evy model with extensions to regime-switching models2023-06-21Paper
On the optimality of the refraction-reflection strategies for Lévy processes2023-05-17Paper
On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes2023-04-05Paper
On stochastic control under Poisson observations: optimality of a barrier strategy in a general L\'evy model2022-10-02Paper
On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes2022-07-03Paper
Approximation and duality problems of refracted processes2020-07-20Paper
Generalized scale functions of standard processes with no positive jumps2020-05-26Paper
On the optimality of double barrier strategies for L\'evy processes2019-08-16Paper
Generalized refracted Lévy process and its application to exit problem2019-06-27Paper
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models2019-01-17Paper
On optimal periodic dividend strategies for Lévy risk processes2018-06-15Paper

Research outcomes over time


Doctoral students

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