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 2 4 5 24
Dynamic programming for stochastic target problems, Viscosity solutions and hedging in markets with Portfolio constraints and large investors 0 0 0 46 0 1 1 85
Ecuaciones Diferenciales Estocásticas con Condición Final y Soluciones de Viscosidad de EDPS Semilineales de Segundo Orden 0 0 1 36 1 1 4 171
Existence of optimal controls for stochastic Volterra equations 0 0 1 6 1 5 13 30
Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models 0 0 0 7 1 3 3 46
Optimal control of investment, premium and deductible for a non-life insurance company 0 0 1 22 1 5 8 54
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions 0 0 0 16 1 4 10 88
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions 0 0 0 10 1 1 3 6
Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics 0 0 0 18 2 3 3 53
Total Working Papers 0 0 3 173 10 27 50 557
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 1 3 4 13
Optimal control of investment, premium and deductible for a non-life insurance company 0 2 2 5 3 5 5 22
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions 0 0 0 0 0 0 3 6
PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK 0 0 0 4 0 2 5 21
Total Journal Articles 0 2 3 12 4 10 17 62

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Statistics updated 2026-01-09