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researcher

J. P'erez

16 papers hereh-index 8220 citations17 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author4
  • middle author8
  • last author4

Across the 16 of 16 papers where every author was matched, so the position is known.

fields
  • math.PR13
  • math.OC2
  • math.SG1
same name
  • J. P'erez — 14 papers, h 6
  • J. P'erez — 10 papers, h 13
  • J. P'erez — 10 papers, h 3
  • J. P'erez — 9 papers, h 2
  • J. P'erez — 3 papers, h 4
  • J. P'erez — 3 papers, h 3

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20152020
most citedSpectrally negative Lévy processes with Parisian reflection below and classical reflection above

7 citations · 26 across the 12 of their papers we have counts for

collaborators
Showing 2015 · math.OCShow all

1 paper · 2 filters

math.OC2015

Refraction-reflection strategies in the dual model

José-Luis Pérez, Kazutoshi Yamazaki

We study the dual model with capital injection under the additional condition that the dividend strategy is absolutely continuous. We consider a refraction-reflection strategy that…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.