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Kei Noba

Observed name: Noba, Kei
ORCID: 0000-0002-3903-7164
Observed ORCID: 0000-0002-3903-7164
OpenAlex ID: A5017514670
On optimal periodic dividend strategies for Lévy risk processes
2018 · Kei Noba, José-Luis Pérez, et al. · Insurance Mathematics and Economics · 27
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On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models
2020 · Kei Noba, José-Luis Pérez, et al. · SIAM Journal on Control and Optimization · 17
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On the optimality of double barrier strategies for Lévy processes
2020 · Kei Noba · Stochastic Processes and their Applications · 14
On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models
2018 · Kei Noba, José-Luis Pérez, et al. · Journal of Applied Probability · 11
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On Singular Control for Lévy Processes
2022 · Kei Noba, Kazutoshi Yamazaki · Mathematics of Operations Research · 8
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On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes
2023 · Dante Mata, Harold A. Moreno-Franco, et al. · Nonlinear Analysis Hybrid Systems · 7
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On stochastic control under poissonian intervention: optimality of a barrier strategy in a general Lévy model
2025 · Kei Noba, Kazutoshi Yamazaki · Journal of Applied Probability · 6
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Generalized scale functions of standard processes with no positive jumps
2020 · Kei Noba · Electronic Communications in Probability · 6
Generalized refracted Lévy process and its application to exit problem
2018 · Kei Noba, Kouji Yano · Stochastic Processes and their Applications · 6
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Refraction Strategies in Stochastic Control: Optimality for a General Lévy Process Model
2025 · Kei Noba, José Luis Pérez, et al. · SIAM Journal on Control and Optimization · 4
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Optimal dividends and capital injection: A general Lévy model with extensions to regime-switching models
2024 · Dante Mata López, Kei Noba, et al. · Insurance Mathematics and Economics · 3
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On the optimality of the refraction–reflection strategies for Lévy processes
2023 · Kei Noba · Stochastic Processes and their Applications · 3
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Analytic property of generalized scale functions for standard processes with no negative jumps and its application to quasi-stationary distributions
2023 · Noba, Kei, Yamato, Kosuke · arXiv (Cornell University) · 2
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Continuous-time multi-armed bandits under random intervention times
2026 · Noba, Kei, Pérez, José Luis, et al. · arXiv (Cornell University) · 1
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On Optimal Periodic Dividend and Capital Injection Strategies for General L\'Evy Models
2025 · Dante Mata, Kei Noba, et al. · SSRN Electronic Journal · 1
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On Boolean selfdecomposable distributions
2024 · Takahiro Hasebe, Kei Noba, et al. · Studia Mathematica · 1
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Scale operators for Cramér--Lundberg type Markov additive processes
2026 · Noba, Kei · arXiv (Cornell University)
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Fluctuation theory for spectrally negative Lévy processes killed by additive functionals
2026 · Noba, Kei, Pérez, José-Luis · arXiv (Cornell University)
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Stochastic control with dividend payments and capital injections for Markov additive processes
2026 · Noba, Kei · arXiv (Cornell University)
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Scale functions of space-time changed processes with no positive jumps
2025 · Kei Noba · Electronic Communications in Probability
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Approximation and Duality Problems of Refracted Processes
2019 · Kei Noba · Potential Analysis
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屈折Lévy過程の一般化と脱出問題
2016 · Noba, Kei, Yano, Koji · Institutional Repositories DataBase (IRDB)
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Works count: 22
Citation count: 117
H-index: 6
I10-index: 4
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