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 2 12 96
Ecuaciones Diferenciales Estocásticas con Condición Final y Soluciones de Viscosidad de EDPS Semilineales de Segundo Orden 0 0 1 37 0 0 5 175
Existence of optimal controls for stochastic Volterra equations 0 0 0 6 0 1 9 34
Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models 0 0 0 7 2 2 9 52
Optimal control of investment, premium and deductible for a non-life insurance company 0 0 1 23 1 1 11 60
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions 0 0 0 16 1 1 14 98
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions 0 0 0 10 0 0 5 10
Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics 0 0 0 18 2 3 13 63
Total Working Papers 0 0 2 175 8 10 82 612
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 1 1 12 22
Optimal control of investment, premium and deductible for a non-life insurance company 0 0 2 5 0 1 15 32
Optimal investment with insurable background risk and nonlinear portfolio allocation frictions 0 0 0 0 2 3 7 13
PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK 0 0 0 4 0 1 7 26
Total Journal Articles 0 0 2 12 3 6 41 93

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Statistics updated 2026-09-10