| On optimal dividends in the dual model E Bayraktar, AE Kyprianou, K Yamazaki ASTIN Bulletin: The Journal of the IAA 43 (3), 359-372, 2013 | 106 | 2013 |
| Phase-type fitting of scale functions for spectrally negative Lévy processes M Egami, K Yamazaki Journal of Computational and Applied Mathematics 264, 1-22, 2014 | 102* | 2014 |
| Optimal dividends in the dual model under transaction costs E Bayraktar, AE Kyprianou, K Yamazaki Insurance: Mathematics and Economics 54, 133-143, 2014 | 71 | 2014 |
| Inventory control for spectrally positive Lévy demand processes K Yamazaki Mathematics of Operations Research 42 (1), 212-237, 2017 | 51 | 2017 |
| Precautionary measures for credit risk management in jump models M Egami, K Yamazaki Stochastics an International Journal of Probability and Stochastic Processes …, 2013 | 47 | 2013 |
| Spectrally negative Lévy processes with Parisian reflection below and classical reflection above F Avram, JL Pérez, K Yamazaki Stochastic Processes and their Applications 128 (1), 255-290, 2018 | 42 | 2018 |
| On the optimality of periodic barrier strategies for a spectrally positive Lévy process JL Pérez, K Yamazaki Insurance: Mathematics and Economics 77, 1-13, 2017 | 42 | 2017 |
| Asymptotically optimal Bayesian sequential change detection and identification rules S Dayanik, WB Powell, K Yamazaki Annals of Operations Research 208 (1), 337-370, 2013 | 42* | 2013 |
| Model-free implied volatility: from surface to index M Fukasawa, I Ishida, N Maghrebi, K Oya, M Ubukata, K Yamazaki International Journal of Theoretical and Applied Finance 14 (04), 433-463, 2011 | 37 | 2011 |
| Fluctuation theory for level-dependent Lévy risk processes I Czarna, JL Pérez, T Rolski, K Yamazaki Stochastic Processes and their Applications 129 (12), 5406-5449, 2019 | 35 | 2019 |
| On optimal periodic dividend strategies for Lévy risk processes K Noba, JL Pérez, K Yamazaki, K Yano Insurance: Mathematics and Economics 80, 29-44, 2018 | 34 | 2018 |
| On the refracted–reflected spectrally negative Lévy processes JL Pérez, K Yamazaki Stochastic Processes and their Applications 128 (1), 306-331, 2018 | 33 | 2018 |
| On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models B Avanzi, JL Pérez, B Wong, K Yamazaki Insurance: Mathematics and Economics 72, 148-162, 2017 | 29 | 2017 |
| On the bail-out optimal dividend problem JL Pérez, K Yamazaki, X Yu Journal of Optimization Theory and Applications 179 (2), 553-568, 2018 | 28 | 2018 |
| Optimality of refraction strategies for spectrally negative Lévy processes D Hernández-Hernández, JL Perez, K Yamazaki SIAM Journal on Control and Optimization 54 (3), 1126-1156, 2016 | 28 | 2016 |
| An analytic recursive method for optimal multiple stopping: Canadization and phase-type fitting T Leung, K Yamazaki, H Zhang International Journal of Theoretical and Applied Finance 18 (05), 1550032, 2015 | 28 | 2015 |
| Refraction–reflection strategies in the dual model JL Pérez, K Yamazaki ASTIN Bulletin: The Journal of the IAA 47 (1), 199-238, 2017 | 27 | 2017 |
| Index policies for discounted bandit problems with availability constraints S Dayanik, W Powell, K Yamazaki Advances in Applied Probability 40 (2), 377-400, 2008 | 27 | 2008 |
| The Leland–Toft optimal capital structure model under Poisson observations Z Palmowski, JL Pérez, BA Surya, K Yamazaki Finance and Stochastics 24 (4), 1035-1082, 2020 | 26 | 2020 |
| American step-up and step-down default swaps under Lévy models T Leung, K Yamazaki Quantitative Finance 13 (1), 137-157, 2013 | 25 | 2013 |
José Luis Pérez GarmendiaCIMATVerified email at cimat.mx
