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math.PR2022
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…
math.PR2022★ 1 cited
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…