2 citations · 6 across the 16 of their papers we have counts for
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math.OC2022
On stochastic control under Poisson observations: optimality of a barrier strategy in a general Lévy model
Kei Noba, Kazutoshi Yamazaki
We study a version of the stochastic control problem of minimizing the sum of running and controlling costs, where control opportunities are restricted to independent Poisson arriv…
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…
math.PR2022
On Boolean selfdecomposable distributions
Takahiro Hasebe, Kei Noba, Noriyoshi Sakuma +1
This paper introduces the class of selfdecomposable distributions concerning Boolean convolution. A general regularity property of Boolean selfdecomposable distributions is establi…