Kazutoshi Yamazaki

发表

On the Bail-Out Optimal Dividend Problem

Xiang Yu, José-Luis Pérez, Kazutoshi Yamazaki, 2017, Journal of Optimization Theory and Applications.

Asymptotic Theory of Sequential Change Detection and Identication

Kazutoshi Yamazaki, 2009 .

Inventory Control for Spectrally Positive Lévy Demand Processes

Kazutoshi Yamazaki, K. Yamazaki, 2013, Math. Oper. Res..

Asymptotically optimal Bayesian sequential change detection and identification rules

Warren B. Powell, Kazutoshi Yamazaki, Savas Dayanik, 2013, Ann. Oper. Res..

Optimal Periodic Replenishment Policies for Spectrally Positive Lévy Demand Processes

Alain Bensoussan, José-Luis Pérez, Kazutoshi Yamazaki, 2020, SIAM J. Control. Optim..

Phase-type fitting of scale functions for spectrally negative Lévy processes

Kazutoshi Yamazaki, Masahiko Egami, Masahiko Egami, 2010, J. Comput. Appl. Math..

Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models

Tim Leung, Kazutoshi Yamazaki, Hongzhong Zhang, 2015, SIAM J. Control. Optim..

Theory of Sequential Change Detection and Identication

Warren Powell, Kazutoshi Yamazaki, 2008 .

Optimality of Refraction Strategies for Spectrally Negative Lévy Processes

Daniel Hernández-Hernández, José-Luis Pérez, Kazutoshi Yamazaki, 2016, SIAM J. Control. Optim..

Essays on sequential analysis: Multi-armed bandit with availability constraints and sequential change detection and identification

Kazutoshi Yamazaki, K. Yamazaki, 2009 .

On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models

José-Luis Pérez, Kazutoshi Yamazaki, Kei Noba, 2017, Journal of Applied Probability.

Reliability studies on micro-joints for 3D-stacked chip

Kazutoshi Yamazaki, Shinji Tadaki, Seiki Sakuyama, 2015, 2015 International Conference on Electronic Packaging and iMAPS All Asia Conference (ICEP-IAAC).

American step-up and step-down default swaps under Lévy models

Tim Leung, Kazutoshi Yamazaki, Tim Leung, 2010, 1012.3234.

ON THE CUSUM PROCEDURE FOR PHASE-TYPE DISTRIBUTIONS: A LÉVY FLUCTUATION THEORY APPROACH

Kazutoshi Yamazaki, Jevgenijs Ivanovs, K. Yamazaki, 2021 .

Effects of Positive Jumps of Assets on Endogenous Bankruptcy and Optimal Capital Structure: Continuous- and Periodic-Observation Models

Kazutoshi Yamazaki, Dante Mata L'opez, Jos'e Luis P'erez, 2021, SIAM J. Financial Math..

Non-zero-sum optimal stopping game with continuous versus periodic observations

Kazutoshi Yamazaki, Neofytos Rodosthenous, Jos'e Luis P'erez, 2021 .

Precautionary measures for credit risk management in jump models

Kazutoshi Yamazaki, Masahiko Egami, Masahiko Egami, 2010, 1004.0595.

Device for electrochemical detection

Kazutoshi Yamazaki, Hidetoshi Fukuyama, H. Fukuyama, 1988 .

REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL

Kazutoshi Yamazaki, K. Yamazaki, J. P'erez, 2015, ASTIN Bulletin.

On the Refracted-Reflected Spectrally Negative Levy Processes

José-Luis Pérez, Kazutoshi Yamazaki, 2015 .

The Leland-Toft Optimal Capital Structure Model Under Poisson Observations

Zbigniew Palmowski, José-Luis Pérez, Kazutoshi Yamazaki, 2019, SSRN Electronic Journal.

ON OPTIMAL DIVIDENDS IN THE DUAL MODEL

Erhan Bayraktar, Andreas E. Kyprianou, Kazutoshi Yamazaki, 2013, ASTIN Bulletin.

On the optimality of Periodic barrier strategies for a spectrally positive L\'evy process

Kazutoshi Yamazaki, K. Yamazaki, J. P'erez, 2016 .

Optimal Dividends in the Dual Model Under Transaction Costs

Erhan Bayraktar, Kazutoshi Yamazaki, A. Kyprianou, 2013, 1301.7525.