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  1. Two-type branching processes with immigration, and the structured coalescents

    Article • Journal of Applied Probability, September 2025, Cambridge University Press

    Prof. José Luis Pérez

  2. Nonzero-Sum Optimal Stopping Game with Continuous vs. Periodic Exercise Opportunities

    Article • Mathematics of Operations Research, August 2025, INFORMS

    Prof. José Luis Pérez

  3. Refraction Strategies in Stochastic Control: Optimality for a General Lévy Process Model

    Article • SIAM Journal on Control and Optimization, March 2025, Society for Industrial & Applied Mathematics (SIAM)

    Prof. José Luis Pérez

  4. The Frequency Process in a Non-neutral Two-Type Continuous-State Branching Process with Competition and Its Genealogy

    Article • January 2025, Springer Science + Business Media

    Prof. José Luis Pérez

  5. Optimal dividends and capital injection: A general Lévy model with extensions to regime-switching models

    Article • Insurance Mathematics and Economics, November 2024, Elsevier

    Prof. José Luis Pérez

  6. An Optimal Multibarrier Strategy for a Singular Stochastic Control Problem with a State-Dependent Reward

    Article • Applied Mathematics & Optimization, September 2024, Springer Science + Business Media

    Prof. José Luis Pérez

  7. The ancestral selection graph for a Λ-asymmetric Moran model

    Article • Theoretical Population Biology, March 2024, Elsevier

    Prof. José Luis Pérez

  8. The relative frequency between two continuous-state branching processes with immigration and their genealogy

    Article • The Annals of Applied Probability, February 2024, Institute of Mathematical Statistics

    Prof. José Luis Pérez

  9. Loewner Theory for Bernstein Functions I: Evolution Families and Differential Equations

    Article • Constructive Approximation, January 2024, Springer Science + Business Media

    Prof. José Luis Pérez

  10. Alpha-stable branching and beta-frequency processes, beyond the IID assumption

    Article • Electronic Communications in Probability, January 2024, Institute of Mathematical Statistics

    Prof. José Luis Pérez

  11. On the Bailout Dividend Problem with Periodic Dividend Payments and  Fixed Transaction Costs

    Article • January 2024, Elsevier

    Prof. José Luis Pérez

  12. Lévy Bandits Under Poissonian Decision Times

    Article • January 2024, Springer Science + Business Media

    Prof. José Luis Pérez

  13. On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes

    Article • Nonlinear Analysis Hybrid Systems, May 2023, Elsevier

    Prof. José Luis Pérez

  14. Optimal Dividends and Capital Injection: A General Lévy Model with Extensions to Regime-Switching Models

    Article • January 2023, Elsevier

    Prof. José Luis Pérez

  15. Universality classes for general random matrix flows

    Article • Annales de l Institut Henri Poincaré Probabilités et Statistiques, May 2022, Institute of Mathematical Statistics

    Prof. José Luis Pérez

  16. Double continuation regions for American options under Poisson exercise opportunities

    Article • Mathematical Finance, March 2021, Wiley

    Prof. José Luis Pérez

  17. Branching processes with interactions: subcritical cooperative regime

    Article • Advances in Applied Probability, March 2021, Cambridge University Press

    Prof. José Luis Pérez

  18. Backbone Decomposition of Multitype Superprocesses

    Article • Journal of Theoretical Probability, February 2021, Springer Science + Business Media

    Prof. José Luis Pérez

  19. Weak and TV consistency in Bayesian uncertainty quantification using disintegration

    Article • Boletín de la Sociedad Matemática Mexicana, February 2021, Springer Science + Business Media

    Prof. José Luis Pérez

  20. Discrete approximation of stochastic Mather measures

    Article • Proceedings of the American Mathematical Society, February 2021, American Mathematical Society (AMS)

    Prof. José Luis Pérez

  21. Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models

    Article • SIAM Journal on Financial Mathematics, January 2021, Society for Industrial & Applied Mathematics (SIAM)

    Prof. José Luis Pérez

  22. The Leland–Toft optimal capital structure model under Poisson observations

    Article • Finance and Stochastics, July 2020, Springer Science + Business Media

    Prof. José Luis Pérez

  23. On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models

    Article • SIAM Journal on Control and Optimization, January 2020, Society for Industrial & Applied Mathematics (SIAM)

    Prof. José Luis Pérez

  24. Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes

    Article • SIAM Journal on Control and Optimization, January 2020, Society for Industrial & Applied Mathematics (SIAM)

    Prof. José Luis Pérez

  25. Fluctuation theory for level-dependent Lévy risk processes

    Article • Stochastic Processes and their Applications, December 2019, Elsevier

    Prof. José Luis Pérez

  26. A Review of First-Passage Theory for the Segerdahl-Tichy Risk Process and Open Problems

    Article • Risks, November 2019, MDPI AG

    Prof. José Luis Pérez

  27. Optimality of refraction strategies for a constrained dividend problem

    Article • Advances in Applied Probability, September 2019, Cambridge University Press

    Prof. José Luis Pérez

  28. Periodic strategies in optimal execution with multiplicative price impact

    Article • Mathematical Finance, March 2019, Wiley

    Prof. José Luis Pérez

  29. Optimal Bail-Out Dividend Problem with Transaction Cost and Capital Injection Constraint

    Article • Risks, January 2019, MDPI AG

    Prof. José Luis Pérez

  30. Convergence of the empirical spectral distribution of Gaussian matrix-valued processes

    Article • Electronic Journal of Probability, January 2019, Institute of Mathematical Statistics

    Prof. José Luis Pérez

  31. The Leland-Toft Optimal Capital Structure Model Under Poisson Observations

    Article • SSRN Electronic Journal, January 2019, Elsevier

    Prof. José Luis Pérez

  32. On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models

    Article • Journal of Applied Probability, December 2018, Cambridge University Press

    Prof. José Luis Pérez

  33. Optimality of multi-refraction control strategies in the dual model

    Article • Insurance Mathematics and Economics, November 2018, Elsevier

    Prof. José Luis Pérez

  34. On the Bail-Out Optimal Dividend Problem

    Article • Journal of Optimization Theory and Applications, June 2018, Springer Science + Business Media

    Prof. José Luis Pérez

  35. On optimal periodic dividend strategies for Lévy risk processes

    Article • Insurance Mathematics and Economics, May 2018, Elsevier

    Prof. José Luis Pérez

  36. Mixed Periodic-Classical Barrier Strategies for Lévy Risk Processes

    Article • Risks, April 2018, MDPI AG

    Prof. José Luis Pérez

  37. American options under periodic exercise opportunities

    Article • Statistics & Probability Letters, April 2018, Elsevier

    Prof. José Luis Pérez

  38. Optimality of Hybrid Continuous and Periodic Barrier Strategies in the Dual Model

    Article • Applied Mathematics & Optimization, March 2018, Springer Science + Business Media

    Prof. José Luis Pérez

  39. The excursion measure away from zero for spectrally negative Lévy processes

    Article • Annales de l Institut Henri Poincaré Probabilités et Statistiques, February 2018, Institute of Mathematical Statistics

    Prof. José Luis Pérez

  40. On the refracted–reflected spectrally negative Lévy processes

    Article • Stochastic Processes and their Applications, January 2018, Elsevier

    Prof. José Luis Pérez

  41. Spectrally negative Lévy processes with Parisian reflection below and classical reflection above

    Article • Stochastic Processes and their Applications, January 2018, Elsevier

    Prof. José Luis Pérez

  42. Optimality of Hybrid Continuous and Periodic Barrier Strategies in the Dual Model

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Prof. José Luis Pérez

  43. On the optimality of periodic barrier strategies for a spectrally positive Lévy process

    Article • Insurance Mathematics and Economics, November 2017, Elsevier

    Prof. José Luis Pérez

  44. Affine processes on $\mathbb{R}_{+}^{m}\times\mathbb{R}^{n}$ and multiparameter time changes

    Article • Annales de l Institut Henri Poincaré Probabilités et Statistiques, August 2017, Institute of Mathematical Statistics

    Prof. José Luis Pérez

  45. Refracted continuous-state branching processes: Self-regulating populations

    Article • Statistics & Probability Letters, April 2017, Elsevier

    Prof. José Luis Pérez

  46. On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models

    Article • Insurance Mathematics and Economics, January 2017, Elsevier

    Professor Benjamin Avanzi, Prof. José Luis Pérez

  47. On the non-commutative fractional Wishart process

    Article • Journal of Functional Analysis, January 2017, Elsevier

    Prof. José Luis Pérez

  48. REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL

    Article • Astin Bulletin, October 2016, Cambridge University Press

    Prof. Kazutoshi Yamazaki, Prof. José Luis Pérez

  49. Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes

    Article • Journal of Applied Probability, June 2016, Cambridge University Press

    Prof. José Luis Pérez

  50. Optimality of Refraction Strategies for Spectrally Negative Lévy Processes

    Article • SIAM Journal on Control and Optimization, January 2016, Society for Industrial & Applied Mathematics (SIAM)

    Prof. José Luis Pérez

  51. A Random Matrix Approximation for the Non-commutative Fractional Brownian Motion

    Article • Journal of Theoretical Probability, July 2015, Springer Science + Business Media

    Prof. José Luis Pérez

  52. The Backbone Decomposition for Superprocesses with Non-local Branching

    Article • January 2015, Springer Science + Business Media

    Prof. José Luis Pérez

  53. The Backbone Decomposition for Spatially Dependent Supercritical Superprocesses

    Article • January 2014, Springer Science + Business Media

    Prof. José Luis Pérez

  54. Occupation Times of Refracted Lévy Processes

    Article • Journal of Theoretical Probability, May 2013, Springer Science + Business Media

    Prof. José Luis Pérez

  55. A Lamperti-type representation of continuous-state branching processes with immigration

    Article • The Annals of Probability, May 2013, Institute of Mathematical Statistics

    Prof. José Luis Pérez

  56. An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier

    Article • Journal of Applied Probability, September 2012, Cambridge University Press

    Prof. José Luis Pérez

  57. An Application of the Backbone Decomposition to Supercritical Super-Brownian Motion with a Barrier

    Article • Journal of Applied Probability, September 2012, Cambridge University Press

    Prof. José Luis Pérez

  58. Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes

    Article • Journal of Applied Probability, March 2012, Cambridge University Press

    Prof. José Luis Pérez

  59. Optimal Control with Absolutely Continuous Strategies for Spectrally Negative Lévy Processes

    Article • Journal of Applied Probability, March 2012, Cambridge University Press

    Prof. José Luis Pérez

  60. Explicit identities for Lévy processes associated to symmetric stable processes

    Article • Bernoulli, February 2011, Bernoulli Society for Mathematical Statistics and Probability

    Prof. José Luis Pérez

  61. On Weighted Tempered Moving Averages Processes

    Article • Stochastic Models, November 2008, Taylor & Francis

    Prof. José Luis Pérez