15 citations · 35 across the 12 of their papers we have counts for
Showing 2017 · math.PRShow all
2 papers · 2 filters
math.PR2017★ 2 cited
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models
Kei Noba, José-Luis Pérez, Kazutoshi Yamazaki +1
De Finetti's optimal dividend problem has recently been extended to the case dividend payments can only be made at Poisson arrival times. This paper considers the version with bail…
math.PR2017
Branching processes with interactions: the subcritical cooperative regime
Adrián González Casanova, Juan Carlos Pardo, José Luis Perez
In this paper, we introduce a family of processes with values on the nonnegative integers that describes the dynamics of populations where individuals are allowed to have different…