Kei Noba

Associate Professor

Osaka University

Japan

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About

Dr. Kei Noba is an Associate Professor at Osaka University in Japan. His research focuses on stochastic control, particularly in relation to Lévy processes and optimal strategies. Recent articles authored by Dr. Noba explore topics such as barrier strategies, capital injection, and dividend problems within general Lévy model frameworks.

Articles (10)

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2025

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2025

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2024

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2024

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2023

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2023

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2023

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2021

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2020

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2020

Collaborators (2)

Kazutoshi Yamazaki

Senior Lecturer

University of Queensland

AUSTRALIA

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Yuki Ueda

Associate Professor

Hokkaido University

JAPAN

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Kei Noba

Research Interests

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Articles (10)

On stochastic control under poissonian intervention: optimality of a barrier strategy in a general Lévy model

Refraction Strategies in Stochastic Control: Optimality for a General Lévy Process Model

Optimal dividends and capital injection: A general Lévy model with extensions to regime-switching models

On Boolean selfdecomposable distributions

On Singular Control for Lévy Processes

On the optimality of the refraction–reflection strategies for Lévy processes

On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes

On the optimality of double barrier strategies for Lévy processes

On the Bailout Dividend Problem for Spectrally Negative Markov Additive Models

On the bailout dividend problem for spectrally negative Markov additive models

Collaborators (2)

Kazutoshi Yamazaki

Yuki Ueda

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