3 papers
math.PR2025
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.PR2025
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…
math.PR2024
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 appro…