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~person:"Yamazaki, Kazutoshi"
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Yamazaki, Kazutoshi
Avanzi, Benjamin
3
Chateauneuf, Alain
3
Moyes, Patrick
3
Pérez, José-Luis
3
Wen, Yuzhen
3
Wong, Bernard
3
Yin, Chuancun
3
Bartha, Zoltán
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Bayraktar, Erhan
2
Bouët, Antoine
2
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2
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2
Khan, Haider
2
Kyprianou, Andreas E.
2
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2
Traoré, Fousseini
2
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2
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1
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1
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1
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1
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Insurance / Mathematics & economics
3
Astin bulletin : the journal of the International Actuarial Association
1
Insurance: Mathematics and Economics
1
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ECONIS (ZBW)
4
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Optimality of multi-refraction control strategies in the
dual
model
Czarna, Irmina
;
Pérez, José-Luis
;
Yamazaki, Kazutoshi
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 148-160
Persistent link: https://www.econbiz.de/10011944122
Saved in:
2
On the optimality of periodic barrier strategies for a spectrally positive Lévy process
Pérez, José-Luis
;
Yamazaki, Kazutoshi
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011783865
Saved in:
3
Refraction-reflection strategies in the
dual
model
Pérez, José-Luis
;
Yamazaki, Kazutoshi
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 199-238
Persistent link: https://www.econbiz.de/10011670878
Saved in:
4
Optimal dividends in the
dual
model
under transaction costs
Bayraktar, Erhan
;
Kyprianou, Andreas E.
;
Yamazaki, Kazutoshi
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 133-143
Persistent link: https://www.econbiz.de/10010259658
Saved in:
5
Optimal dividends in the
dual
model
under transaction costs
Bayraktar, Erhan
;
Kyprianou, Andreas E.
;
Yamazaki, Kazutoshi
- In:
Insurance: Mathematics and Economics
54
(
2014
)
C
,
pp. 133-143
We analyze the optimal dividend payment problem in the
dual
model
under constant transaction costs. We show, for a …
Persistent link: https://www.econbiz.de/10011046622
Saved in:
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