Preprints:

• D. Mata. Impulse control in a spectrally negative Lévy model with a level-dependent intensity of bankruptcy. (arXiv: 2508.21133)

• D. Mata, K Noba, J.L. Pérez. On optimal periodic dividend and capital injection strategies for general Lévy models. (arXiv: 2505.06554)

• D. Mata, J-F. Renaud. Optimality of a barrier strategy in a spectrally negative Lévy model with a level-dependent intensity of bankruptcy. (arXiv: 2409.13849)

• H. Guérin, D. Mata, J-F. Renaud, A. Roch. Optimal withdrawals in a general diffusion model with control rates subject to a state-dependent upper bound. (arXiv: 2406.12067)