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Pérez Garmendia, Jose Luis

Author ID: perez-garmendia.jose-luis Recent zbMATH articles by "Pérez Garmendia, Jose Luis"
Published as: Pérez, José-Luis; Pérez, José Luis; Pérez, J. L.; Garmendia, José Luis Pérez; Pérez Garmendia, Jose Luis; Pérez Garmendia, José Luis; Pérez-Garmendia, José Luis; Pérez, Jose Luis; Pérez, José-luis; Pérez, J-L.
Homepage: http://www.cimat.mx/es/p%C3%A9rez-garmendia-jos%C3%A9-luis-%C3%A1ngel
External Links: MGP

Publications by Year

Citations contained in zbMATH Open

41 Publications have been cited 367 times in 247 Documents Cited by Year
Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes. Zbl 1344.60046
Baurdoux, Erik J.; Pardo, Juan Carlos; Pérez, José Luis; Renaud, Jean-François
36
2016
Optimal control with absolutely continuous strategies for spectrally negative Lévy processes. Zbl 1253.93001
Kyprianou, Andreas E.; Loeffen, Ronnie; Pérez, José-Luis
28
2012
Occupation times of refracted Lévy processes. Zbl 1306.60049
Kyprianou, A. E.; Pardo, J. C.; Pérez, J. L.
27
2014
On Lamperti stable processes. Zbl 1198.60022
Caballero, M. E.; Pardo, J. C.; Pérez, J. L.
27
2010
Spectrally negative Lévy processes with Parisian reflection below and classical reflection above. Zbl 1386.60168
Avram, Florin; Pérez, José-Luis; Yamazaki, Kazutoshi
20
2018
Explicit identities for Lévy processes associated to symmetric stable processes. Zbl 1284.60092
Caballero, M. E.; Pardo, J. C.; Pérez, J. L.
19
2011
On the optimality of periodic barrier strategies for a spectrally positive Lévy process. Zbl 1422.91372
Pérez, José-Luis; Yamazaki, Kazutoshi
19
2017
A Lamperti-type representation of continuous-state branching processes with immigration. Zbl 1300.60101
Caballero, M. Emilia; Pérez Garmendia, José Luis; Uribe Bravo, Gerónimo
19
2013
On optimal periodic dividend strategies for Lévy risk processes. Zbl 1402.91211
Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; Yano, Kouji
18
2018
Affine processes on \(\mathbb{R}_+^m\times\mathbb{R}^n\) and multiparameter time changes. Zbl 1378.60111
Caballero, M. Emilia; Garmendia, José Luis Pérez; Bravo, Gerónimo Uribe
14
2017
Optimality of refraction strategies for spectrally negative Lévy processes. Zbl 1343.49031
Hernández-Hernández, Daniel; Pérez, José-Luis; Yamazaki, Kazutoshi
13
2016
Refraction-reflection strategies in the dual model. Zbl 1390.91203
Pérez, José-Luis; Yamazaki, Kazutoshi
11
2017
On the refracted-reflected spectrally negative Lévy processes. Zbl 1386.60171
Pérez, José-Luis; Yamazaki, Kazutoshi
10
2018
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models. Zbl 1394.91185
Avanzi, Benjamin; Pérez, José-Luis; Wong, Bernard; Yamazaki, Kazutoshi
10
2017
The backbone decomposition for spatially dependent supercritical superprocesses. Zbl 1390.60304
Kyprianou, A. E.; Pérez, J-L.; Ren, Y.-X.
10
2014
A random matrix approximation for the non-commutative fractional Brownian motion. Zbl 1390.60037
Pardo, Juan Carlos; Pérez, José-Luis; Pérez-Abreu, Victor
9
2016
Fluctuation theory for level-dependent Lévy risk processes. Zbl 1448.60103
Czarna, Irmina; Pérez, José-Luis; Rolski, Tomasz; Yamazaki, Kazutoshi
9
2019
On the bail-out optimal dividend problem. Zbl 1402.60055
Pérez, José-Luis; Yamazaki, Kazutoshi; Yu, Xiang
8
2018
The excursion measure away from zero for spectrally negative Lévy processes. Zbl 1396.60052
Pardo, J. C.; Pérez, J. L.; Rivero, V. M.
7
2018
The Leland-Toft optimal capital structure model under Poisson observations. Zbl 1453.91103
Palmowski, Zbigniew; Pérez, José Luis; Surya, Budhi Arta; Yamazaki, Kazutoshi
7
2020
Branching processes with interactions: subcritical cooperative regime. Zbl 1490.60228
González Casanova, Adrián; Pardo, Juan Carlos; Pérez, José Luis
6
2021
A class of Lagrangian-Eulerian shock-capturing schemes for first-order hyperbolic problems with forcing terms. Zbl 1456.65056
Abreu, E.; Matos, V.; Pérez, J.; Rodríguez-Bermúdez, P.
6
2021
On the bailout dividend problem for spectrally negative Markov additive models. Zbl 1461.60030
Noba, Kei; Pérez, José-Luis; Yu, Xiang
6
2020
An application of the backbone decomposition to supercritical super-Brownian motion with a barrier. Zbl 1278.60127
Kyprianou, A. E.; Murillo-Salas, A.; Pérez, J. L.
5
2012
On the non-commutative fractional Wishart process. Zbl 1362.60040
Pardo, Juan Carlos; Pérez, José-Luis; Pérez-Abreu, Victor
4
2017
American options under periodic exercise opportunities. Zbl 1410.91462
Pérez, José-Luis; Yamazaki, Kazutoshi
4
2018
Double continuation regions for American options under Poisson exercise opportunities. Zbl 1522.91282
Palmowski, Zbigniew; Pérez, José Luis; Yamazaki, Kazutoshi
4
2021
GHS + LEM: Global-best harmony search using learnable evolution models. Zbl 1243.65067
Cobos, Carlos; Estupiñán, Dario; Pérez, José
3
2011
Convergence of the empirical spectral distribution of Gaussian matrix-valued processes. Zbl 1427.15037
Jaramillo, Arturo; Pardo, Juan Carlos; Pérez, José Luis
3
2019
On a 1D model with nonlocal interactions and mass concentrations: an analytical-numerical approach*. Zbl 1490.35293
Abreu, E.; Ferreira, L. C. F.; Galeano, J.; Pérez, J.
3
2022
Effects of positive jumps of assets on endogenous bankruptcy and optimal capital structure: continuous- and periodic-observation models. Zbl 1473.91025
López, Dante Mata; Pérez, José Luis; Yamazaki, Kazutoshi
2
2021
Optimal periodic replenishment policies for spectrally positive Lévy demand processes. Zbl 1461.60032
Pérez, José-Luis; Yamazaki, Kazutoshi; Bensoussan, Alain
2
2020
Weak and TV consistency in Bayesian uncertainty quantification using disintegration. Zbl 1465.62026
Christen, J. Andrés; Pérez-Garmendia, José Luis
2
2021
The backbone decomposition for superprocesses with non-local branching. Zbl 1498.60346
Murillo-Salas, Antonio; Pérez, José Luis
2
2015
On weighted tempered moving averages processes. Zbl 1152.60326
Pérez Garmendia, Jose Luis
1
2008
Periodic strategies in optimal execution with multiplicative price impact. Zbl 1433.91157
Hernández-Hernández, Daniel; Moreno-Franco, Harold A.; Pérez, José-luis
1
2019
Optimality of refraction strategies for a constrained dividend problem. Zbl 1427.60082
Junca, Mauricio; Moreno-Franco, Harold A.; Pérez, José Luis; Yamazaki, Kazutoshi
1
2019
Optimality of hybrid continuous and periodic barrier strategies in the dual model. Zbl 1464.60043
Pérez, José-Luis; Yamazaki, Kazutoshi
1
2020
On why using \(\mathbb{DL}(P)\) for the symmetric polynomial eigenvalue problem might need to be reconsidered. Zbl 1509.65028
Bueno, M. I.; Pérez, J.; Rogers, S.
1
2022
Optimality of multi-refraction control strategies in the dual model. Zbl 1417.91265
Czarna, Irmina; Pérez, José-Luis; Yamazaki, Kazutoshi
1
2018
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. Zbl 1419.91380
Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; Yano, Kouji
1
2018
On a 1D model with nonlocal interactions and mass concentrations: an analytical-numerical approach*. Zbl 1490.35293
Abreu, E.; Ferreira, L. C. F.; Galeano, J.; Pérez, J.
3
2022
On why using \(\mathbb{DL}(P)\) for the symmetric polynomial eigenvalue problem might need to be reconsidered. Zbl 1509.65028
Bueno, M. I.; Pérez, J.; Rogers, S.
1
2022
Branching processes with interactions: subcritical cooperative regime. Zbl 1490.60228
González Casanova, Adrián; Pardo, Juan Carlos; Pérez, José Luis
6
2021
A class of Lagrangian-Eulerian shock-capturing schemes for first-order hyperbolic problems with forcing terms. Zbl 1456.65056
Abreu, E.; Matos, V.; Pérez, J.; Rodríguez-Bermúdez, P.
6
2021
Double continuation regions for American options under Poisson exercise opportunities. Zbl 1522.91282
Palmowski, Zbigniew; Pérez, José Luis; Yamazaki, Kazutoshi
4
2021
Effects of positive jumps of assets on endogenous bankruptcy and optimal capital structure: continuous- and periodic-observation models. Zbl 1473.91025
López, Dante Mata; Pérez, José Luis; Yamazaki, Kazutoshi
2
2021
Weak and TV consistency in Bayesian uncertainty quantification using disintegration. Zbl 1465.62026
Christen, J. Andrés; Pérez-Garmendia, José Luis
2
2021
The Leland-Toft optimal capital structure model under Poisson observations. Zbl 1453.91103
Palmowski, Zbigniew; Pérez, José Luis; Surya, Budhi Arta; Yamazaki, Kazutoshi
7
2020
On the bailout dividend problem for spectrally negative Markov additive models. Zbl 1461.60030
Noba, Kei; Pérez, José-Luis; Yu, Xiang
6
2020
Optimal periodic replenishment policies for spectrally positive Lévy demand processes. Zbl 1461.60032
Pérez, José-Luis; Yamazaki, Kazutoshi; Bensoussan, Alain
2
2020
Optimality of hybrid continuous and periodic barrier strategies in the dual model. Zbl 1464.60043
Pérez, José-Luis; Yamazaki, Kazutoshi
1
2020
Fluctuation theory for level-dependent Lévy risk processes. Zbl 1448.60103
Czarna, Irmina; Pérez, José-Luis; Rolski, Tomasz; Yamazaki, Kazutoshi
9
2019
Convergence of the empirical spectral distribution of Gaussian matrix-valued processes. Zbl 1427.15037
Jaramillo, Arturo; Pardo, Juan Carlos; Pérez, José Luis
3
2019
Periodic strategies in optimal execution with multiplicative price impact. Zbl 1433.91157
Hernández-Hernández, Daniel; Moreno-Franco, Harold A.; Pérez, José-luis
1
2019
Optimality of refraction strategies for a constrained dividend problem. Zbl 1427.60082
Junca, Mauricio; Moreno-Franco, Harold A.; Pérez, José Luis; Yamazaki, Kazutoshi
1
2019
Spectrally negative Lévy processes with Parisian reflection below and classical reflection above. Zbl 1386.60168
Avram, Florin; Pérez, José-Luis; Yamazaki, Kazutoshi
20
2018
On optimal periodic dividend strategies for Lévy risk processes. Zbl 1402.91211
Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; Yano, Kouji
18
2018
On the refracted-reflected spectrally negative Lévy processes. Zbl 1386.60171
Pérez, José-Luis; Yamazaki, Kazutoshi
10
2018
On the bail-out optimal dividend problem. Zbl 1402.60055
Pérez, José-Luis; Yamazaki, Kazutoshi; Yu, Xiang
8
2018
The excursion measure away from zero for spectrally negative Lévy processes. Zbl 1396.60052
Pardo, J. C.; Pérez, J. L.; Rivero, V. M.
7
2018
American options under periodic exercise opportunities. Zbl 1410.91462
Pérez, José-Luis; Yamazaki, Kazutoshi
4
2018
Optimality of multi-refraction control strategies in the dual model. Zbl 1417.91265
Czarna, Irmina; Pérez, José-Luis; Yamazaki, Kazutoshi
1
2018
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. Zbl 1419.91380
Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; Yano, Kouji
1
2018
On the optimality of periodic barrier strategies for a spectrally positive Lévy process. Zbl 1422.91372
Pérez, José-Luis; Yamazaki, Kazutoshi
19
2017
Affine processes on \(\mathbb{R}_+^m\times\mathbb{R}^n\) and multiparameter time changes. Zbl 1378.60111
Caballero, M. Emilia; Garmendia, José Luis Pérez; Bravo, Gerónimo Uribe
14
2017
Refraction-reflection strategies in the dual model. Zbl 1390.91203
Pérez, José-Luis; Yamazaki, Kazutoshi
11
2017
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models. Zbl 1394.91185
Avanzi, Benjamin; Pérez, José-Luis; Wong, Bernard; Yamazaki, Kazutoshi
10
2017
On the non-commutative fractional Wishart process. Zbl 1362.60040
Pardo, Juan Carlos; Pérez, José-Luis; Pérez-Abreu, Victor
4
2017
Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes. Zbl 1344.60046
Baurdoux, Erik J.; Pardo, Juan Carlos; Pérez, José Luis; Renaud, Jean-François
36
2016
Optimality of refraction strategies for spectrally negative Lévy processes. Zbl 1343.49031
Hernández-Hernández, Daniel; Pérez, José-Luis; Yamazaki, Kazutoshi
13
2016
A random matrix approximation for the non-commutative fractional Brownian motion. Zbl 1390.60037
Pardo, Juan Carlos; Pérez, José-Luis; Pérez-Abreu, Victor
9
2016
The backbone decomposition for superprocesses with non-local branching. Zbl 1498.60346
Murillo-Salas, Antonio; Pérez, José Luis
2
2015
Occupation times of refracted Lévy processes. Zbl 1306.60049
Kyprianou, A. E.; Pardo, J. C.; Pérez, J. L.
27
2014
The backbone decomposition for spatially dependent supercritical superprocesses. Zbl 1390.60304
Kyprianou, A. E.; Pérez, J-L.; Ren, Y.-X.
10
2014
A Lamperti-type representation of continuous-state branching processes with immigration. Zbl 1300.60101
Caballero, M. Emilia; Pérez Garmendia, José Luis; Uribe Bravo, Gerónimo
19
2013
Optimal control with absolutely continuous strategies for spectrally negative Lévy processes. Zbl 1253.93001
Kyprianou, Andreas E.; Loeffen, Ronnie; Pérez, José-Luis
28
2012
An application of the backbone decomposition to supercritical super-Brownian motion with a barrier. Zbl 1278.60127
Kyprianou, A. E.; Murillo-Salas, A.; Pérez, J. L.
5
2012
Explicit identities for Lévy processes associated to symmetric stable processes. Zbl 1284.60092
Caballero, M. E.; Pardo, J. C.; Pérez, J. L.
19
2011
GHS + LEM: Global-best harmony search using learnable evolution models. Zbl 1243.65067
Cobos, Carlos; Estupiñán, Dario; Pérez, José
3
2011
On Lamperti stable processes. Zbl 1198.60022
Caballero, M. E.; Pardo, J. C.; Pérez, J. L.
27
2010
On weighted tempered moving averages processes. Zbl 1152.60326
Pérez Garmendia, Jose Luis
1
2008
all top 5

Cited by 288 Authors

25 Pérez Garmendia, Jose Luis
21 Yamazaki, Kazutoshi
20 Kyprianou, Andreas E.
15 Zhou, Xiaowen
13 Pardo, Juan Carlos
10 Wang, Wenyuan
9 Palmowski, Zbigniew
8 Lkabous, Mohamed Amine
8 Renaud, Jean-François
7 Czarna, Irmina
7 Foucart, Clément
7 Li, Bin
7 Noba, Kei
6 Avanzi, Benjamin
6 Avram, Florin
6 Kuznetsov, Alexey
6 Landriault, David
6 Yoshioka, Hidekazu
5 Chaumont, Loïc
5 Chen, Ping
5 Dong, Hua
5 Frostig, Esther
5 Rivero, Víctor Manuel
5 Wong, Bernard
4 Caballero, María Emilia
4 Li, Bo
4 Palau, Sandra
4 Ren, Yanxia
4 Song, Renming
4 Tsujimura, Motoh
4 Uribe Bravo, Gerónimo
4 Vidmar, Matija
4 Watson, Alexander R.
4 Zhao, Yongxia
3 Fekete, Dorottya
3 Friesen, Martin
3 Goreac, Dan
3 Guo, Junyi
3 Jaramillo, Arturo
3 Jin, Peng
3 Lau, Hayden
3 Li, Yingqiu
3 Loeffen, Ronnie L.
3 Ma, Chunhua
3 Rüdiger, Barbara
3 Song, Jian
3 Surya, Budhi Arta
3 Yano, Kouji
3 Yin, Chuancun
3 Young, Virginia R.
3 Yu, Wenguang
3 Yuan, Wangjun
3 Zhang, Zhimin
3 Zhao, Xianghua
2 Bai, Lihua
2 Bansaye, Vincent
2 Bekker, René
2 Boxma, Onno Johan
2 Cao, Haoyang
2 Capistrán, Marcos A.
2 Casanova, Adrián González
2 Chi, Zhiyi
2 Deya, Aurélien
2 Fontbona, Joaquin
2 Guérin, Hélène
2 Guo, Xin
2 Hu, Yijun
2 Huang, Xuan
2 Huang, Yujuan
2 Keren-Pinhasik, Adva
2 Li, Shu
2 Li, Zhong
2 Liang, Xiaoqing
2 Mandjes, Michel Robertus Hendrikus
2 Marino, Lorenzo
2 Marolleau, Marine
2 Mijatović, Aleksandar
2 Moreno-Franco, Harold A.
2 Murillo-Salas, Antonio
2 Rouault, Alain
2 Saizmaa, Tsogzolmaa
2 Schilling, René Leander
2 Schott, René
2 Starreveld, Nicos J.
2 Sun, Fuyun
2 Sztonyk, Paweł
2 Wang, Jian
2 Wang, Zijia
2 Willmot, Gordon E.
2 Wong, Jeff T. Y.
2 Xiao, Yimin
2 Xu, Ran
2 Yang, Chen
2 Zhang, Aili
2 Zhang, Hongzhong
2 Zhang, Rui
2 Zhou, Jieming
2 Zhu, Yaping
1 Aboelenen, Tarek
1 Adenane, Rim
...and 188 more Authors
all top 5

Cited in 71 Serials

24 Insurance Mathematics & Economics
24 Stochastic Processes and their Applications
17 Journal of Applied Probability
14 Scandinavian Actuarial Journal
10 Statistics & Probability Letters
9 Advances in Applied Probability
9 The Annals of Applied Probability
6 Journal of Mathematical Analysis and Applications
6 Journal of Theoretical Probability
6 Electronic Journal of Probability
5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
5 Bernoulli
4 Applied Mathematics and Computation
4 Applied Mathematics and Optimization
4 Journal of Optimization Theory and Applications
4 SIAM Journal on Control and Optimization
4 Acta Applicandae Mathematicae
4 Methodology and Computing in Applied Probability
4 Journal of Industrial and Management Optimization
3 The Annals of Probability
3 Journal of Computational and Applied Mathematics
3 Communications in Statistics. Theory and Methods
3 Finance and Stochastics
3 Mathematical Finance
3 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 Computers & Mathematics with Applications
2 Mathematical Methods in the Applied Sciences
2 Operations Research Letters
2 European Journal of Operational Research
2 Potential Analysis
2 Electronic Communications in Probability
2 Stochastic Models
2 ASTIN Bulletin
2 Advances in Difference Equations
2 Oberwolfach Reports
2 SIAM Journal on Financial Mathematics
1 Indian Journal of Pure & Applied Mathematics
1 Journal d’Analyse Mathématique
1 Lithuanian Mathematical Journal
1 Journal of Functional Analysis
1 Journal of Multivariate Analysis
1 Mathematische Nachrichten
1 Mathematics of Operations Research
1 Probability and Mathematical Statistics
1 Bulletin of the Iranian Mathematical Society
1 Optimization
1 Journal of Economic Dynamics & Control
1 Applied Mathematical Modelling
1 Communications in Statistics. Simulation and Computation
1 Applied Mathematics. Series B (English Edition)
1 Theory of Probability and Mathematical Statistics
1 Computational and Applied Mathematics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
1 Infinite Dimensional Analysis, Quantum Probability and Related Topics
1 Optimization and Engineering
1 Quantitative Finance
1 Miscelánea Matemática
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Stochastics
1 Frontiers of Mathematics in China
1 Nonlinear Analysis. Hybrid Systems
1 Symmetry
1 Random Matrices: Theory and Applications
1 Numerical Algebra, Control and Optimization
1 Bayesian Analysis
1 Journal of Function Spaces
1 Transactions of the American Mathematical Society. Series B
1 AIMS Mathematics
1 Mathematical Foundations of Computing
1 Annales Henri Lebesgue

Citations by Year