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 4 24
Dynamic programming for stochastic target problems, Viscosity solutions and hedging in markets with Portfolio constraints and large investors 0 0 0 46 3 4 8 92
Ecuaciones Diferenciales Estocásticas con Condición Final y Soluciones de Viscosidad de EDPS Semilineales de Segundo Orden 0 0 1 36 0 0 3 171
Existence of optimal controls for stochastic Volterra equations 0 0 0 6 1 1 10 33
Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models 0 0 0 7 1 1 7 50
Optimal control of investment, premium and deductible for a non-life insurance company 0 1 1 23 2 4 10 58
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions 0 0 0 10 3 4 7 10
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions 0 0 0 16 4 5 17 96
Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics 0 0 0 18 2 4 9 59
Total Working Papers 0 1 2 174 16 23 75 593
1 registered items for which data could not be found

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 3 3 4 12 21
Optimal control of investment, premium and deductible for a non-life insurance company 0 0 2 5 2 2 13 30
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions 0 0 0 0 1 2 3 9
PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK 0 0 0 4 2 2 8 24
Total Journal Articles 0 0 3 12 8 10 36 84

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Statistics updated 2026-05-06