Kazutoshi Yamazaki
Management Science and Operations Research · 2012–2013
A researcher in the Science corpus: 2 papers; trusts 10 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 21 citations into it; #5,098 of 11,946 by trust here, #7,262 by citations
- Finance — 19 citations into it; #4,923 of 10,518 by trust here, #6,960 by citations
- Demography — 10 citations into it
- Mathematical Physics — 10 citations into it
- Management Information Systems — 6 citations into it
Whom Kazutoshi Yamazaki trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Kazutoshi Yamazaki overall
Papers from Kazutoshi Yamazaki's perspective
Ordered by how strongly the researchers Kazutoshi Yamazaki trusts endorse each paper. Same corpus, a different order for every researcher.
- OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL
- On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes
- Occupation densities in solving exit problems for Markov additive processes and their reflections
- A Change-of-Variable Formula with Local Time on Curves
- Introductory Lectures on Fluctuations of Lévy Processes with Applications
- A multi-dimensional martingale for Markov additive processes and its applications (Advances in Applied Probability)
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes
- On the optimal dividend problem for a spectrally negative Lévy process
- Ruin probabilities and overshoots for general Lévy insurance risk processes
- Some Optimal Dividends Problems (ASTIN Bulletin: The Journal of the International Actuarial Association)
Their papers
- ON OPTIMAL DIVIDENDS IN THE DUAL MODEL (2012) — 141 citations
- Optimal dividends in the dual model under transaction costs (2013) — 62 citations