1 citations · 1 across the 9 of their papers we have counts for
10 papers
On optimal periodic dividend and capital injection strategies for general Lévy models
Dante Mata, Kei Noba, José-Luis Pérez
We consider a version of de Finetti's dividend problem, with the bail-out contraint to keep the surplus non-negative, and where dividend payments can only be made at the arrival ti…
Multitype -coalescents and continuous state branching processes
Adrián González Casanova, Noemi Kurt, Imanol Nuñez Morales +1
We provide new connections between multitype -coalescents and multitype continuous state branching processes via duality and a homeomorphism on their parameter space. The approa…
The frequency process in a non-neutral two-type continuous-state branching process with competition and its genealogy
Imanol Nuñez, José Luis Pérez
We consider a population growth model given by a two-type continuous-state branching process with immigration and competition, introduced by Ma. We study the relative frequency of…
On the Bailout Dividend Problem with Periodic Dividend Payments and Fixed Transaction Costs
Harold A. Moreno-Franco, Jose-Luis Pérez
We study the optimal bailout dividend problem with transaction costs for an insurance company, where shareholder payouts align with the arrival times of an independent Poisson proc…
The ancestral selection graph for a -asymmetric Moran model
Adrián González Casanova, Noemi Kurt, José Luis Pérez
Motivated by the question of the impact of selective advantage in populations with skewed reproduction mechanims, we study a Moran model with selection. We assume that there are tw…
Alpha-stable branching and beta-Frequency processes, beyond the IID assumption
Adrián González Casanova, Imanol Nuñez, J. -L. Pérez
Birkner et al. obtained necessary and sufficient conditions for the frequency between two independent and identically distributed continuous-state branching processes time-changed…
Loewner Theory for Bernstein functions II: applications to inhomogeneous continuous-state branching processes
Pavel Gumenyuk, Takahiro Hasebe, José-Luis Pérez
This paper continues the research project launched in [Constr. Approx. (2025) https://doi.org/10.1007/s00365-023-09675-9] and aimed at studying time-inhomogeneous one-dimensional b…
On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes
Dante Mata, Harold A. Moreno-Franco, Kei Noba +1
This paper studies the bailout optimal dividend problem with regime switching under the constraint that dividend payments can be made only at the arrival times of an independent Po…
Loewner Theory for Bernstein functions I: evolution families and differential equations
Pavel Gumenyuk, Takahiro Hasebe, José-Luis Pérez
One-parameter semigroups of holomorphic functions appear naturally in various applications of Complex Analysis, and in particular, in the theory of (temporally) homogeneous Markov…
The relative frequency between two continuous-state branching processes with immigration and their genealogy
María Emilia Caballero, Adrián González Casanova, José-Luis Pérez
When two (possibly different in distribution) continuous-state branching processes with immigration are present, we study the relative frequency of one of them when the total mass…