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

    Article • Theoretical Population Biology, March 2024, Elsevier

    Prof. José Luis Pérez

  2. 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

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

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

    Prof. José Luis Pérez

  4. 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

  5. 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

  6. 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

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

    Article • Mathematical Finance, March 2021, Wiley

    Prof. José Luis Pérez

  8. Branching processes with interactions: subcritical cooperative regime

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

    Prof. José Luis Pérez

  9. Backbone Decomposition of Multitype Superprocesses

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

    Prof. José Luis Pérez

  10. 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

  11. Discrete approximation of stochastic Mather measures

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

    Prof. José Luis Pérez

  12. 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

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

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

    Prof. José Luis Pérez

  14. 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

  15. 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

  16. Fluctuation theory for level-dependent Lévy risk processes

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

    Prof. José Luis Pérez

  17. 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

  18. Optimality of refraction strategies for a constrained dividend problem

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

    Prof. José Luis Pérez

  19. Periodic strategies in optimal execution with multiplicative price impact

    Article • Mathematical Finance, March 2019, Wiley

    Prof. José Luis Pérez

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

    Article • Risks, January 2019, MDPI AG

    Prof. José Luis Pérez

  21. 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

  22. 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

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

    Article • Insurance Mathematics and Economics, November 2018, Elsevier

    Prof. José Luis Pérez

  24. On the Bail-Out Optimal Dividend Problem

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

    Prof. José Luis Pérez

  25. On optimal periodic dividend strategies for Lévy risk processes

    Article • Insurance Mathematics and Economics, May 2018, Elsevier

    Prof. José Luis Pérez

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

    Article • Risks, April 2018, MDPI AG

    Prof. José Luis Pérez

  27. American options under periodic exercise opportunities

    Article • Statistics & Probability Letters, April 2018, Elsevier

    Prof. José Luis Pérez

  28. 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

  29. 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

  30. On the refracted–reflected spectrally negative Lévy processes

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

    Prof. José Luis Pérez

  31. 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

  32. 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

  33. 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

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

    Article • Statistics & Probability Letters, April 2017, Elsevier

    Prof. José Luis Pérez

  35. 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

  36. On the non-commutative fractional Wishart process

    Article • Journal of Functional Analysis, January 2017, Elsevier

    Prof. José Luis Pérez

  37. REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL

    Article • Astin Bulletin, October 2016, Cambridge University Press

    Prof. Kazutoshi Yamazaki, Prof. José Luis Pérez

  38. 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

  39. 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

  40. 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

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

    Article • January 2015, Springer Science + Business Media

    Prof. José Luis Pérez

  42. The Backbone Decomposition for Spatially Dependent Supercritical Superprocesses

    Article • January 2014, Springer Science + Business Media

    Prof. José Luis Pérez

  43. Occupation Times of Refracted Lévy Processes

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

    Prof. José Luis Pérez

  44. 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

  45. 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

  46. 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

  47. 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

  48. On Weighted Tempered Moving Averages Processes

    Article • Stochastic Models, November 2008, Taylor & Francis

    Prof. José Luis Pérez