E-LIB Suche - Ergebnisse für: Noba, Kei

1

On the bailout dividend problem with periodic dividend paym..:

Mata, Dante ; Moreno-Franco, Harold A. ; Noba, Kei.
Nonlinear Analysis: Hybrid Systems. 48 (2023) - p. 101332 , 2023

Link: https://doi.org/10.1016/..

2

On the optimality of the refraction–reflection strategies f..:

Noba, Kei
Stochastic Processes and their Applications. 160 (2023) - p. 174-217 , 2023

Link: https://doi.org/10.1016/..

3

On the optimality of double barrier strategies for Lévy pro..:

Noba, Kei
Stochastic Processes and their Applications. 131 (2021) - p. 73-102 , 2021

Link: https://doi.org/10.1016/..

4

On the Bailout Dividend Problem for Spectrally Negative Mar..:

Noba, Kei ; Pérez, José-Luis ; Yu, Xiang
SIAM Journal on Control and Optimization. 58 (2020) 2 - p. 1049-1076 , 2020

Link: https://doi.org/10.1137/..

5

Generalized refracted Lévy process and its application to e..:

Noba, Kei ; Yano, Kouji
Stochastic Processes and their Applications. 129 (2019) 5 - p. 1697-1725 , 2019

Link: https://doi.org/10.1016/..

6

Approximation and Duality Problems of Refracted Processes:

Noba, Kei
Potential Analysis. 53 (2019) 2 - p. 591-612 , 2019

Link: https://doi.org/10.1007/..

7

On optimal periodic dividend strategies for Lévy risk proce..:

Noba, Kei ; Pérez, José-Luis ; Yamazaki, Kazutoshi.
Insurance: Mathematics and Economics. 80 (2018) - p. 29-44 , 2018

Link: https://doi.org/10.1016/..

8

ON OPTIMAL PERIODIC DIVIDEND AND CAPITAL INJECTION STRATEGI..:

NOBA, KEI ; PÉREZ, JOSÉ-LUIS ; YAMAZAKI, KAZUTOSHI.
Journal of Applied Probability. 55 (2018) 4 - p. 1272-1286 , 2018

Link: https://www.jstor.org/st..

9

On optimal periodic dividend and capital injection strategi..:

Noba, Kei ; Pérez, José-Luis ; Yamazaki, Kazutoshi.
Journal of Applied Probability. 55 (2018) 4 - p. 1272-1286 , 2018

Link: https://doi.org/10.1017/..

10

Analytic property of generalized scale functions for standa..:

Noba, Kei ; Yamato, Kosuke
http://arxiv.org/abs/2308.09935. , 2023

Link: http://arxiv.org/abs/230..

11

Optimal dividends and capital injection: A general L\'evy m..:

López, Dante Mata ; Noba, Kei ; Pérez, José-Luis.
http://arxiv.org/abs/2306.12374. , 2023

Link: http://arxiv.org/abs/230..

12

Refraction strategies in stochastic control: optimality for..:

Noba, Kei ; Pérez, José Luis ; Yamazaki, Kazutoshi
http://arxiv.org/abs/2308.08183. , 2023

Link: http://arxiv.org/abs/230..

13

Scale functions of space-time changed processes with no pos..:

Noba, Kei
http://arxiv.org/abs/2309.09153. , 2023

Link: http://arxiv.org/abs/230..

14

On the bailout dividend problem with periodic dividend paym..:

Mata, Dante ; Moreno-Franco, Harold A ; Noba, Kei.
http://arxiv.org/abs/2207.01126. , 2022

Link: http://arxiv.org/abs/220..

15

On Boolean selfdecomposable distributions:

Hasebe, Takahiro ; Noba, Kei ; Sakuma, Noriyoshi.
http://arxiv.org/abs/2206.04932. , 2022

Link: http://arxiv.org/abs/220..