Access Statistics for Rafael Serrano

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach 0 0 0 12 0 0 2 19
Dynamic programming for stochastic target problems, Viscosity solutions and hedging in markets with Portfolio constraints and large investors 0 0 0 46 0 0 1 84
Ecuaciones Diferenciales Estocásticas con Condición Final y Soluciones de Viscosidad de EDPS Semilineales de Segundo Orden 0 0 0 35 0 0 3 167
Existence of optimal controls for stochastic Volterra equations 0 1 3 5 2 5 12 21
Existence of optimal controls for stochastic Volterra equations 0 0 2 3 1 2 6 9
Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models 0 0 0 7 0 1 2 43
Optimal control of investment, premium and deductible for a non-life insurance company 0 0 1 21 0 1 4 47
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions 0 0 1 10 0 0 2 3
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions 0 0 1 16 0 1 7 78
Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics 0 0 0 18 0 0 6 50
Total Working Papers 0 1 8 173 3 10 45 521

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Climbing the income ladder: Search and investment in a regime-switching affine income model 0 0 1 2 0 0 7 9
Optimal control of investment, premium and deductible for a non-life insurance company 0 0 0 3 0 0 7 17
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions 0 0 0 0 3 5 6 6
PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK 0 0 0 4 0 0 3 16
Total Journal Articles 0 0 1 9 3 5 23 48

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Statistics updated 2025-03-03