Noba, Kei Generalized scale functions of standard processes with no positive jumps. (English) Zbl 1445.60065 Electron. Commun. Probab. 25, Paper No. 8, 12 p. (2020). MSC: 60J99 60J45 60G51 PDFBibTeX XMLCite \textit{K. Noba}, Electron. Commun. Probab. 25, Paper No. 8, 12 p. (2020; Zbl 1445.60065) Full Text: DOI arXiv Euclid
Noba, Kei; Pérez, José-Luis; Yu, Xiang On the bailout dividend problem for spectrally negative Markov additive models. (English) Zbl 1461.60030 SIAM J. Control Optim. 58, No. 2, 1049-1076 (2020). MSC: 60G51 93E20 91G80 PDFBibTeX XMLCite \textit{K. Noba} et al., SIAM J. Control Optim. 58, No. 2, 1049--1076 (2020; Zbl 1461.60030) Full Text: DOI arXiv
Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; Yano, Kouji On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. (English) Zbl 1419.91380 J. Appl. Probab. 55, No. 4, 1272-1286 (2018). MSC: 91B30 60G51 93E20 PDFBibTeX XMLCite \textit{K. Noba} et al., J. Appl. Probab. 55, No. 4, 1272--1286 (2018; Zbl 1419.91380) Full Text: DOI arXiv