| Publication | Date of Publication | Type |
|---|
| Optimal dividends and capital injection: a general Lévy model with extensions to regime-switching models | 2025-01-17 | Paper |
| Lévy bandits under Poissonian decision times | 2024-10-31 | Paper |
| A series expansion formula of the scale matrix with applications in CUSUM analysis | 2024-03-04 | Paper |
| On Singular Control for Lévy Processes | 2024-02-27 | Paper |
| Double continuation regions for American options under Poisson exercise opportunities | 2023-09-28 | Paper |
| Refraction strategies in stochastic control: optimality for a general L\'evy process model | 2023-08-16 | Paper |
| Optimality of Two-Parameter Strategies in Stochastic Control | 2023-07-21 | Paper |
| Optimal dividends and capital injection: A general L\'evy model with extensions to regime-switching models | 2023-06-21 | Paper |
| The Gerber-Shiu discounted penalty function: a review from practical perspectives | 2023-02-22 | Paper |
| A Jump Ornstein-Uhlenbeck Bridge Based on Energy-optimal Control and Its Self-exciting Extension | 2023-02-20 | Paper |
| On stochastic control under Poisson observations: optimality of a barrier strategy in a general L\'evy model | 2022-10-02 | Paper |
| Detection and identification of changes of hidden Markov chains: asymptotic theory | 2022-06-01 | Paper |
| Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models | 2021-11-05 | Paper |
| Non-zero-sum optimal stopping game with continuous versus periodic observations | 2021-07-17 | Paper |
| Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes | 2020-11-27 | Paper |
| The Leland-Toft optimal capital structure model under Poisson observations | 2020-11-11 | Paper |
| Optimality of hybrid continuous and periodic barrier strategies in the dual model | 2020-07-17 | Paper |
| Fluctuation theory for level-dependent Lévy risk processes | 2019-12-17 | Paper |
| Optimality of refraction strategies for a constrained dividend problem | 2019-12-09 | Paper |
| On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models | 2019-01-17 | Paper |
| Optimality of multi-refraction control strategies in the dual model | 2018-11-19 | Paper |
| American options under periodic exercise opportunities | 2018-07-03 | Paper |
| On optimal periodic dividend strategies for Lévy risk processes | 2018-06-15 | Paper |
| REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL | 2018-06-04 | Paper |
| PHASE-TYPE APPROXIMATION OF THE GERBER-SHIU FUNCTION | 2017-12-11 | Paper |
| Spectrally negative Lévy processes with Parisian reflection below and classical reflection above | 2017-12-01 | Paper |
| On the refracted-reflected spectrally negative Lévy processes | 2017-12-01 | Paper |
| On the optimality of periodic barrier strategies for a spectrally positive Lévy process | 2017-11-23 | Paper |
| Inventory Control for Spectrally Positive Lévy Demand Processes | 2017-04-13 | Paper |
| On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models | 2017-01-31 | Paper |
| Mixed Periodic-classical barrier strategies for L\'evy risk processes | 2016-09-06 | Paper |
| Optimality of refraction strategies for spectrally negative Lévy processes | 2016-05-20 | Paper |
| Optimal double stopping of a Brownian bridge | 2016-02-12 | Paper |
| AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING | 2015-09-22 | Paper |
| Contraction options and optimal multiple-stopping in spectrally negative Lévy models | 2015-09-17 | Paper |
| Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models | 2015-08-20 | Paper |
| Optimality of doubly reflected Lévy processes in singular control | 2015-06-11 | Paper |
| Games of singular control and stopping driven by spectrally one-sided Lévy processes | 2014-11-07 | Paper |
| Cash Management and Control Band Policies for Spectrally One-sided Levy Processes | 2014-10-27 | Paper |
| Phase-type Fitting of scale functions for spectrally negative Lévy processes | 2014-07-16 | Paper |
| Optimal dividends in the dual model under transaction costs | 2014-06-23 | Paper |
| OPTIMAL CAPITAL STRUCTURE WITH SCALE EFFECTS UNDER SPECTRALLY NEGATIVE LÉVY MODELS | 2014-06-19 | Paper |
| On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models | 2014-05-09 | Paper |
| Precautionary measures for credit risk management in jump models | 2014-04-25 | Paper |
| ON OPTIMAL DIVIDENDS IN THE DUAL MODEL | 2014-02-27 | Paper |
| American step-up and step-down default swaps under Lévy models | 2014-02-08 | Paper |
| Asymptotically optimal Bayesian sequential change detection and identification rules | 2013-11-12 | Paper |
| Default swap games driven by spectrally negative Lévy processes | 2013-01-24 | Paper |
| Index policies for discounted bandit problems with availability constraints | 2008-08-05 | Paper |
