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Citations
Rafael Serrano : Citation Profile
Universidad del Rosario | RESEARCH PRODUCTION: 3 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2014 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Rafael Serrano. | Is cited by: | Cites to:
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Main data
Where Rafael Serrano has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 5 |
| Documentos de Trabajo / Universidad del Rosario | 3 |
Recent works citing Rafael Serrano (2024 and 2023)
| Year | Title of citing document |
|---|
Works by Rafael Serrano:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Optimal control of investment, premium and deductible for a non-life insurance company In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Optimal control of investment, premium and deductible for a non-life insurance company.(2021) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2014 | Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Existence of optimal controls for stochastic Volterra equations In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Existence of optimal controls for stochastic Volterra equations.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Optimal investment with insurable background risk and nonlinear portfolio allocation frictions In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Optimal investment with insurable background risk and nonlinear portfolio allocation frictions.(2023) In: Documentos de Trabajo. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Ecuaciones Diferenciales Estocásticas con Condición Final y Soluciones de Viscosidad de EDPS Semilineales de Segundo Orden In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Dynamic programming for stochastic target problems, Viscosity solutions and hedging in markets with Portfolio constraints and large investors In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Climbing the income ladder: Search and investment in a regime-switching affine income model In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2021 | PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team