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 2 5 10 94
Ecuaciones Diferenciales Estocásticas con Condición Final y Soluciones de Viscosidad de EDPS Semilineales de Segundo Orden 1 1 2 37 4 4 7 175
Existence of optimal controls for stochastic Volterra equations 0 0 0 6 0 1 10 33
Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models 0 0 0 7 0 1 7 50
Optimal control of investment, premium and deductible for a non-life insurance company 0 0 1 23 1 4 11 59
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions 0 0 0 16 1 5 18 97
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions 0 0 0 10 0 3 6 10
Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics 0 0 0 18 1 5 10 60
Total Working Papers 1 1 3 175 9 28 83 602
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 0 3 0 4 11 21
Optimal control of investment, premium and deductible for a non-life insurance company 0 0 2 5 1 3 14 31
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions 0 0 0 0 1 3 4 10
PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK 0 0 0 4 1 3 7 25
Total Journal Articles 0 0 2 12 3 13 36 87

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04