K. Noba

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Optimal dividends and capital injection: a general Lévy model with extensions to regime-switching models	2025-01-17	Paper
On Boolean selfdecomposable distributions	2024-02-28	Paper
On Singular Control for Lévy Processes	2024-02-27	Paper
Scale functions of space-time changed processes with no positive jumps	2023-09-17	Paper
Analytic property of generalized scale functions for standard processes with no negative jumps and its application to quasi-stationary distributions	2023-08-19	Paper
Refraction strategies in stochastic control: optimality for a general L\'evy process model	2023-08-16	Paper
Optimal dividends and capital injection: A general L\'evy model with extensions to regime-switching models	2023-06-21	Paper
On the optimality of the refraction-reflection strategies for Lévy processes	2023-05-17	Paper
On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes	2023-04-05	Paper
On stochastic control under Poisson observations: optimality of a barrier strategy in a general L\'evy model	2022-10-02	Paper
On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes	2022-07-03	Paper
Approximation and duality problems of refracted processes	2020-07-20	Paper
Generalized scale functions of standard processes with no positive jumps	2020-05-26	Paper
On the optimality of double barrier strategies for L\'evy processes	2019-08-16	Paper
Generalized refracted Lévy process and its application to exit problem	2019-06-27	Paper
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models	2019-01-17	Paper
On optimal periodic dividend strategies for Lévy risk processes	2018-06-15	Paper
Quasi bound states in continuum induced by an external oscillating field	2014-10-10	Paper

Research outcomes over time

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