| Optimal control with absolutely continuous strategies for spectrally negative Lévy processes AE Kyprianou, R Loeffen, JL Pérez Journal of Applied Probability 49 (1), 150-166, 2012 | 71 | 2012 |
| Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes EJ Baurdoux, JC Pardo, JL Pérez, JF Renaud Journal of Applied probability 53 (2), 572-584, 2016 | 58 | 2016 |
| On the Lamperti stable processes ME Caballero, JC Pardo, JL Pérez arXiv preprint arXiv:0802.0851, 2008 | 51 | 2008 |
| Occupation times of refracted Lévy processes AE Kyprianou, JC Pardo, JL Pérez Journal of Theoretical Probability 27, 1292-1315, 2014 | 48 | 2014 |
| A Lamperti-type representation of continuous-state branching processes with immigration ME Caballero, JL Perez Garmendia, G Uribe Bravo | 48 | 2013 |
| Explicit identities for Lévy processes associated to symmetric stable processes ME Caballero, JC Pardo, JL Pérez | 39 | 2011 |
| Spectrally negative Lévy processes with Parisian reflection below and classical reflection above F Avram, JL Pérez, K Yamazaki Stochastic Processes and their Applications 128 (1), 255-290, 2018 | 37 | 2018 |
| On the optimality of periodic barrier strategies for a spectrally positive Lévy process JL Pérez, K Yamazaki Insurance: Mathematics and Economics 77, 1-13, 2017 | 37 | 2017 |
| Fluctuation theory for level-dependent Lévy risk processes I Czarna, JL Pérez, T Rolski, K Yamazaki Stochastic Processes and their Applications 129 (12), 5406-5449, 2019 | 28 | 2019 |
| On the refracted–reflected spectrally negative Lévy processes JL Pérez, K Yamazaki Stochastic Processes and their Applications 128 (1), 306-331, 2018 | 28 | 2018 |
| On optimal periodic dividend strategies for Lévy risk processes K Noba, JL Pérez, K Yamazaki, K Yano Insurance: Mathematics and Economics 80, 29-44, 2018 | 27 | 2018 |
| Affine processes on and multiparameter time changes ME Caballero, JL Pérez Garmendia, G Uribe Bravo | 26 | 2017 |
| On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models B Avanzi, JL Pérez, B Wong, K Yamazaki Insurance: Mathematics and Economics 72, 148-162, 2017 | 26 | 2017 |
| Optimality of refraction strategies for spectrally negative Lévy processes D Hernández-Hernández, JL Perez, K Yamazaki SIAM Journal on Control and Optimization 54 (3), 1126-1156, 2016 | 26 | 2016 |
| Refraction–reflection strategies in the dual model JL Pérez, K Yamazaki ASTIN Bulletin: The Journal of the IAA 47 (1), 199-238, 2017 | 25 | 2017 |
| On the bail-out optimal dividend problem JL Pérez, K Yamazaki, X Yu Journal of Optimization Theory and Applications 179, 553-568, 2018 | 21 | 2018 |
| The excursion measure away from zero for spectrally negative Lévy processes JC Pardo, JL Pérez, VM Rivero | 21 | 2018 |
| On the bailout dividend problem for spectrally negative Markov additive models K Noba, JL Pérez, X Yu SIAM Journal on Control and Optimization 58 (2), 1049-1076, 2020 | 20 | 2020 |
| Branching processes with interactions: Subcritical cooperative regime AG Casanova, JC Pardo, JL Pérez Advances in Applied Probability 53 (1), 251-278, 2021 | 19* | 2021 |
| A random matrix approximation for the non-commutative fractional Brownian motion JC Pardo, JL Pérez, V Pérez-Abreu Journal of Theoretical Probability 29, 1581-1598, 2016 | 19 | 2016 |
